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~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Multi-volume publication"
~type_genre:"Systematic review"
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Search: "Option pricing theory"
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Option pricing theory
7,791
Optionspreistheorie
7,791
Volatility
2,170
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2,170
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1,970
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1,970
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674
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Madan, Dilip B.
51
Fabozzi, Frank J.
47
Carr, Peter
46
Elliott, Robert J.
38
Kwok, Yue-Kuen
34
Cui, Zhenyu
32
Takahashi, Akihiko
32
Wang, Xingchun
31
Siu, Tak Kuen
30
Schoutens, Wim
27
Benth, Fred Espen
26
Zhang, Jin E.
26
Jarrow, Robert A.
25
Kim, Young Shin
23
Račev, Svetlozar T.
23
Stentoft, Lars
22
Escobar, Marcos
21
Wong, Hoi Ying
21
Levendorskij, Sergej Z.
20
Wu, Liuren
20
Glasserman, Paul
19
Joshi, Mark S.
19
Schwartz, Eduardo S.
19
Zanette, Antonino
19
Chiarella, Carl
18
Eberlein, Ernst
18
Fusai, Gianluca
18
He, Xin-Jiang
17
Chen, Ren-Raw
16
Chen, Son-nan
16
Härdle, Wolfgang
16
Lin, Shih-kuei
16
Ryu, Doojin
16
Zhu, Song-Ping
16
Brigo, Damiano
15
Christoffersen, Peter F.
15
Chung, San-lin
15
Câmara, António
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Jacobs, Kris
15
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
National Bureau of Economic Research
1
New York University / Mathematical Finance Seminar
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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International journal of theoretical and applied finance
467
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of futures markets
252
The journal of computational finance
248
Applied mathematical finance
240
Finance and stochastics
218
Journal of banking & finance
207
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
190
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
130
Journal of economic dynamics & control
129
International journal of financial engineering
115
Journal of mathematical finance
107
Finance research letters
104
Computational economics
102
Risks : open access journal
93
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
80
Journal of financial economics
78
Asia-Pacific financial markets
77
Journal of econometrics
66
Journal of financial and quantitative analysis : JFQA
58
Energy economics
55
Review of quantitative finance and accounting
55
Annals of finance
50
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
The journal of finance : the journal of the American Finance Association
49
Economic modelling
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
International review of economics & finance : IREF
46
Management science : journal of the Institute for Operations Research and the Management Sciences
45
Mathematics and financial economics
44
Applied economics
42
International review of financial analysis
42
Applied financial economics
39
Journal of empirical finance
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ECONIS (ZBW)
7,792
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1
Arbitrage pricing theory for idiosyncratic variance factors
Renaut, Eric
;
Heijden, Thijs van der
;
Werker, Bas J. M.
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1403-1442
Persistent link: https://www.econbiz.de/10014444683
Saved in:
2
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
Saved in:
3
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:
4
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
Saved in:
5
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:
6
Calibration in the "real world" of a partially specified stochastic volatility model
Fatone, Lorella
;
Mariani, Francesca
;
Zirilli, Francesco
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10014475426
Saved in:
7
Leveraging prices from credit and equity option markets for portfolio risk management
Bégin, Jean-François
;
Boudreault, Mathieu
; …
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 122-147
Persistent link: https://www.econbiz.de/10014475433
Saved in:
8
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
9
Irreversible investment under predictable growth : why land stays vacant when housing demand is booming
Lange, Rutger-Jan
;
Teulings, Coen N.
- In:
Journal of economic theory : JET
215
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014460304
Saved in:
10
Approximate option pricing under a two-factor Heston-Kou stochastic volatility model
El-Khatib, Youssef
;
Makumbe, Zororo S.
;
Vives, Josep
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014393433
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