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~subject:"Hedging"
~subject:"Monte Carlo simulation"
~subject:"Option trading"
~subject:"Risiko"
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Search: "Option pricing theory"
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Hedging
Monte Carlo simulation
Option trading
Risiko
Optionspreistheorie
14,415
Option pricing theory
14,202
Volatilität
3,768
Volatility
3,755
Theorie
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Theory
3,398
Stochastischer Prozess
3,135
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Optionsgeschäft
2,824
Derivat
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1,074
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841
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837
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707
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636
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568
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561
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555
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555
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536
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Joshi, Mark S.
33
Hull, John
28
Madan, Dilip B.
28
Stentoft, Lars
25
Cui, Zhenyu
24
Schoutens, Wim
23
Wang, Xingchun
21
Carr, Peter
18
Chiarella, Carl
17
Fabozzi, Frank J.
17
Takahashi, Akihiko
17
Zhang, Jin E.
17
Zanette, Antonino
16
Alexander, Carol
15
Ewald, Christian-Oliver
15
Korn, Ralf
15
Lee, Hangsuck
15
Melʹnikov, Aleksandr V.
14
Rosenberg, Joshua V.
14
Yang, Zhaojun
14
Engle, Robert F.
13
Fusai, Gianluca
13
Korn, Olaf
13
Leippold, Markus
13
Li, Lingfei
13
Schoenmakers, John
13
Bernard, Carole
12
Jacobs, Kris
12
Kelly, Bryan T.
12
Kwok, Yue-Kuen
12
Oosterlee, Cornelis W.
12
Orosi, Greg
12
Prokopczuk, Marcel
12
Schlögl, Erik
12
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11
Benth, Fred Espen
11
Elliott, Robert J.
11
Grzelak, Lech A.
11
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11
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11
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National Bureau of Economic Research
17
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7
Center for Economic Research <Tilburg>
5
Bonn Graduate School of Economics
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Deutsche Forschungsgemeinschaft
2
Institut for Finansiering <Frederiksberg>
2
International Centre for Trade and Sustainable Development
2
Johannes Gutenberg-Universität Mainz
2
Karlsruher Institut für Technologie
2
Pearson Studium
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
Springer Fachmedien Wiesbaden
2
Svenska Handelshögskolan <Helsinki>
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
2
Universität Ulm
2
Weierstraß-Institut für Angewandte Analysis und Stochastik
2
Weltwirtschaftsforum
2
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Australian National University / Faculty of Economics and Commerce
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Berliner Wissenschafts-Verlag
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Birkbeck College / Department of Economics
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Center for International Food and Agricultural Policy
1
Centre for Actuarial Studies
1
Christian-Albrechts-Universität zu Kiel
1
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Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
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1
Eberhard Karls Universität Tübingen
1
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1
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1
Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
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1
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1
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1
Institute of Finance and Accounting <London>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Investors Intelligence
1
Judge Institute of Management Studies
1
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International journal of theoretical and applied finance
168
The journal of futures markets
104
The journal of computational finance
99
Applied mathematical finance
90
Mathematical finance : an international journal of mathematics, statistics and financial theory
86
Quantitative finance
85
Review of derivatives research
72
Finance and stochastics
69
Journal of banking & finance
67
The journal of derivatives : the official publication of the International Association of Financial Engineers
67
Journal of economic dynamics & control
58
Finance research letters
52
European journal of operational research : EJOR
50
Computational economics
45
Insurance / Mathematics & economics
45
International journal of financial engineering
45
The North American journal of economics and finance : a journal of financial economics studies
44
Research paper series / Swiss Finance Institute
43
Risks : open access journal
39
Journal of mathematical finance
36
The European journal of finance
28
Energy economics
27
International review of economics & finance : IREF
26
Journal of risk and financial management : JRFM
26
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
25
Swiss Finance Institute Research Paper
25
Applied economics
24
Asia-Pacific financial markets
24
Journal of financial economics
24
Review of quantitative finance and accounting
23
Decisions in economics and finance : DEF ; a journal of applied mathematics
21
Annals of finance
20
Economic modelling
19
International review of financial analysis
18
NBER working paper series
17
The journal of derivatives : JOD
17
Journal of econometrics
15
Mathematics and financial economics
15
Operations research letters
15
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ECONIS (ZBW)
4,654
USB Cologne (EcoSocSci)
5
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1
Arbitrage-free neural-SDE market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014390284
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2
Valuation of corporate debt and equity in uncertain markets
Matenda, Frank Ranganai
;
Chirima, Justin
;
Sibanda, Mabutho
- In:
International journal of economics and financial issues …
13
(
2023
)
1
,
pp. 7-12
Persistent link: https://www.econbiz.de/10014228289
Saved in:
3
Learning the random variables in Monte Carlo simulations with stochastic gradient descent : machine learning for parametric PDEs and financial derivative pricing
Becker, Sebastian
;
Jentzen, Arnulf
;
Müller, Marvin S.
; …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 90-150
Persistent link: https://www.econbiz.de/10014471160
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4
Term structure modeling with overnight rates beyond stochastic continuity
Fontana, Claudio
;
Grbac, Zorana
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 151-189
Persistent link: https://www.econbiz.de/10014471210
Saved in:
5
Effectiveness of deterministic option pricing models : new evidence from Nifty and Bank Nifty Index options
Singh, Vipul Kumar
;
Kumar, Pawan
- In:
The journal of asset management : a major new, …
25
(
2024
)
2
,
pp. 172-189
Persistent link: https://www.econbiz.de/10014511683
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6
Accurate delta hedging of european options using conformable calculus
Olmos, Andrés
;
Muriel, Nelson
- In:
EconoQuantum : Revista de Economía y Negocios
21
(
2024
)
1
,
pp. 59-69
Persistent link: https://www.econbiz.de/10014500556
Saved in:
7
Political uncertainty and currency markets
Leippold, Markus
;
Matthys, Felix
;
Mueller, Philippe
; …
-
2024
Persistent link: https://www.econbiz.de/10014486798
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8
A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options
Reesor, R. Mark
;
Stentoft, Lars
;
Zhu, Xiaotian
- In:
Finance research letters
64
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
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9
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
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10
Valuation of standard call options using the Euler-Maruyama method with strong approximation
Suescún-Díaz, Daniel
;
Girón, Luis Eduardo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014327069
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