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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Derivat"
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Search: "Option pricing theory"
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Derivat
Option pricing theory
57
Optionspreistheorie
57
Stochastic process
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Stochastischer Prozess
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Volatility
16
Volatilität
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Theorie
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Theory
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Hedging
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Monte Carlo simulation
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Optionsgeschäft
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Zinsstruktur
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Mathematical analysis
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Portfolio selection
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Rohstoffderivat
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Arbitrage Pricing
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Arbitrage pricing
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Erdöl
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Martingal
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Oil price
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Petroleum
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Stochastic volatility
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Zins
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Ölpreis
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Schlögl, Erik
6
Nikitopoulos, Christina Sklibosios
5
Cheng, Benjamin
4
Chiarella, Carl
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Heath, David C.
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Hinz, Juri
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Karlsson, Patrik
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Novikov, Alexander
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
International journal of theoretical and applied finance
101
Applied mathematical finance
61
Review of derivatives research
44
Quantitative finance
39
The journal of computational finance
32
The journal of futures markets
31
European journal of operational research : EJOR
30
Journal of banking & finance
30
Journal of mathematical finance
30
International journal of financial engineering
23
Energy economics
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Journal of economic dynamics & control
21
Finance and stochastics
20
Risks : open access journal
20
The journal of derivatives : JOD
20
The European journal of finance
19
The North American journal of economics and finance : a journal of financial economics studies
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Computational economics
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Finance research letters
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Journal of econometrics
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SpringerLink / Bücher
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Insurance / Mathematics & economics
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Applied economics letters
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International review of financial analysis
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Annals of finance
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International review of economics & finance : IREF
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Journal of risk and financial management : JRFM
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SFB 649 discussion paper
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Mathematical finance
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Research paper series / Swiss Finance Institute
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Wiley finance series
10
Applied economics
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Asia-Pacific financial markets
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Economic modelling
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Journal of financial economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematics and financial economics
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Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777909
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2
Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik
;
Pilz, Kay Frederik
;
Schlögl, Erik
-
2016
Persistent link: https://www.econbiz.de/10011778017
Saved in:
3
Hedging futures options with stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778107
Saved in:
4
Empirical hedging performance on long-dated crude oil derivatives
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778112
Saved in:
5
Pricing of long-dated commodity derivatives with stochastic volatility and stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2015
Persistent link: https://www.econbiz.de/10011777512
Saved in:
6
On fair pricing of emission-related derivatives
Hinz, Juri
;
Novikov, Alexander
-
2009
Persistent link: https://www.econbiz.de/10008662362
Saved in:
7
A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
-
2005
Persistent link: https://www.econbiz.de/10003194455
Saved in:
8
Understanding the implied volatility surface for options on a diversified index
Heath, David C.
;
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002253953
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