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~subject:"Option pricing theory"
~type_genre:"Aufsatz im Buch"
~type_genre:"Konferenzschrift"
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Option pricing theory
Volatilität
1,217
Volatility
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Theorie
333
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333
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218
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
13
Frontiers in quantitative finance : volatility and credit risk modeling
5
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
4
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
3
Application of operations research to financial markets
2
Applied quantitative finance
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Handbook of financial time series
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Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
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Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
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Advanced mathematical methods for finance
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Annals of operations research ; volume 275, numbers 2 (April 2019)
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Beiträge zu aktuellen Finanzmarktthemen : Bondholder vs. Shareholder Value - Bewertung von kleinen und mittelständischen Unternehmen - Implizite Volatilitäten von Eurex Optionen
1
Bewertung und Einsatz von Finanzderivaten
1
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Contributions to accounting and finance : essays in honour of Paavo Yli-Olli
1
Current topics in quantitative finance : with 23 tables
1
Decision making : recent developments and worldwide applications
1
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
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Economic dynamics and sustainable development ; Part 2
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Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
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Empirical essays on financial markets, firms, and derivates
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Empirical research on the German capital market : with 60 tables
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Entscheidungsorientierte Volkswirtschaftslehre : Festschrift für Gustav Dieckheuer
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Evolutionary computation in economics and finance : with 66 tables
1
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1
Financial engineering, E-commerce and supply chain
1
Financial mathematics, volatility and covariance modelling
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Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
1
Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift für Manfred Steiner zum 60. Geburtstag
1
Forecasting volatility in the financial markets
1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
Handbook of computational economics ; Volume 3
1
Handbook of economic forecasting ; Volume 2A
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How good is Black-Scholes-Merton, really?
Wilmott, Paul
- In:
Options - 45 years since the publication of the …
,
(pp. 17-27)
.
2023
Persistent link: https://www.econbiz.de/10014366584
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Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
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(pp. 89-125)
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2023
Persistent link: https://www.econbiz.de/10014366595
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Probabilistic interpretation of Black implied volatility
Carr, Peter
;
Wu, Liuren
;
Zhang, Yuzhao
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(pp. 29-46)
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2023
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Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
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(pp. 47-61)
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Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
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Cumulant formulas for implied volatility
Lee, Roger
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(pp. 185-193)
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2023
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Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
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The smile of stochastic volatility models
Guyon, Julien
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(pp. 213-233)
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2023
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A neural network approach to understanding implied volatility movements
Cao, Jay
;
Chen, Jacky
;
Hull, John
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(pp. 235-256)
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2023
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Modeling volatility risk in equity options market : a statistical approach
Dobi, Doris
;
Avellaneda, Marco
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(pp. 257-292)
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2023
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