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~subject:"Mathematical programming"
~type_genre:"Aufsatz im Buch"
~type_genre:"Multi-volume publication"
~type_genre:"Systematic review"
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Search: "Option pricing theory"
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Mathematical programming
Option pricing theory
556
Optionspreistheorie
556
Theorie
246
Theory
246
Stochastic process
98
Stochastischer Prozess
98
Volatility
88
Volatilität
88
Option trading
79
Optionsgeschäft
79
Derivat
72
Derivative
72
Black-Scholes model
47
Black-Scholes-Modell
47
Hedging
40
USA
37
United States
37
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33
Real options analysis
32
Realoptionsansatz
32
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28
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28
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25
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Finanzmathematik
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Keber, Christian
3
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Flam, S. D.
1
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1
Gilli, Manfred
1
Glasserman, Paul
1
Huchzermeier, Arnd
1
Hyer, Tom
1
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1
Kumar, Sameer
1
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1
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1
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1
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1
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1
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Topper, Jürgen
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Evolutionary computation in economics and finance : with 66 tables
2
Advances in financial risk management : corporates, intermediaries and portfolios
1
Computational methods in decision-making, economics and finance
1
Coping with uncertainty : modeling and policy issues
1
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
1
Mathematics in business management : [International Conference on Mathematics in Engineering and Business Management during 9 - 10 March 2012, Chennai, India]
1
Natural computing in computational finance : volume 2 ; [the inspiration for this book was due in part to the success of EvoFIN 2008, the 2nd European Workshop on Evolutionary Computation in Finance and Economics. EvoFIN 2008 took place in conjunction with Evo* 2008 in Naples, Italy (26 - 28 March 2008).]
1
Natural computing in computational finance : volume 4
1
Nonlinear models in mathematical finance : new research trends in option pricing
1
Operations research proceedings 1998 : selected papers of the International Conference on Operations Research, Zurich, August 31 - September 3, 1998 ; with 51 tables
1
Operations research proceedings 1999 : selected papers of the Symposium on Operations Research (SOR '99), Magdeburg, September 1 - 3, 1999
1
Optimization in the energy industry : [symposium with the title "Stochastic Optimization in the Energy Industry"]
1
Risk management : challenge and opportunity : with 37 figures and 46 tables
1
The professional risk managers' guide to finance theory and application
1
Zum Erkenntnisstand der Betriebswirtschaftslehre am Beginn des 21. Jahrhunderts : Festschrift für Erich Loitlsberger zum 80. Geburtstag
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Optimal adaptive sequential calibration of option models
Lindström, Erik
;
Åkerlindh, Carl
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 165-181)
.
2018
Persistent link: https://www.econbiz.de/10011898632
Saved in:
2
Developing a multi-period robust optimization model considering American style options
Marzban, Saeed
;
Mahootchi, Masoud
;
Khamseh, Alireza Arshadi
- In:
Mathematics in business management : [International …
,
(pp. 305-320)
.
2015
Persistent link: https://www.econbiz.de/10011488513
Saved in:
3
An optimal timing approach to option portfolio risk management
Leung, Tim
;
Liu, Peng
- In:
Advances in financial risk management : corporates, …
,
(pp. 391-404)
.
2013
Persistent link: https://www.econbiz.de/10010213038
Saved in:
4
Calibrating option pricing models with heuristics
Gilli, Manfred
;
Schumann, Enrico
- In:
Natural computing in computational finance : volume 4
,
(pp. 9-37)
.
2011
Persistent link: https://www.econbiz.de/10009423553
Saved in:
5
Derivatives algorithms
Hyer, Tom
-
2010
Persistent link: https://www.econbiz.de/10003961445
Saved in:
6
Pricing American put options by fast solutions of the linear complementarity problem
Borici, Artan
;
Lüthi, Hans-Jakob
- In:
Computational methods in decision-making, economics and …
,
(pp. 325-338)
.
2010
Persistent link: https://www.econbiz.de/10009153077
Saved in:
7
Efficient stochastic programming techniques for electricity swing options
Steinbach, Marc C.
;
Vollbrecht, Hans-Joachim
- In:
Optimization in the energy industry : [symposium with …
,
(pp. 485-506)
.
2009
Persistent link: https://www.econbiz.de/10009155642
Saved in:
8
Ant Colony optimization for option pricing
Kumar, Sameer
;
Thulasiram, Ruppa K.
;
Thulasiraman, Parimala
- In:
Natural computing in computational finance : volume 2 ; …
,
(pp. 51-73)
.
2009
Persistent link: https://www.econbiz.de/10009515159
Saved in:
9
Transformation methods for evaluating approximations to the optimal exercise boundary for a linear and nonlinear Black-Scholes equation
Ševčovič, Daniel
- In:
Nonlinear models in mathematical finance : new research …
,
(pp. 173-218)
.
2008
Persistent link: https://www.econbiz.de/10011954443
Saved in:
10
Portfolio mathematics
Glasserman, Paul
- In:
The professional risk managers' guide to finance theory …
,
(pp. 55-102)
.
2008
Persistent link: https://www.econbiz.de/10003677812
Saved in:
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