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Search: "Option pricing theory"
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Hedging
Option pricing theory
102
Optionspreistheorie
102
Stochastic process
46
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46
Volatility
35
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35
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28
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Camcı, A.
1
Casas, Isabel
1
Huh, Jeonggyu
1
Jeon, Jaegi
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Katsikis, Vasilios N.
1
Li, Yong
1
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Computational economics
International journal of theoretical and applied finance
62
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Finance and stochastics
29
Applied mathematical finance
28
The journal of futures markets
28
Quantitative finance
26
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23
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21
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
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15
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The European journal of finance
8
Finance research letters
7
International journal of financial engineering
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Journal of risk and financial management : JRFM
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Advanced mathematical methods for finance
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Advances in futures and options research : a research annual
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1
Valuation of spark-spread option written on electricity and gas forward contracts under two-factor models with non-Gaussian Lévy processes
Mehrdoust, Farshid
;
Noorani, Idin
- In:
Computational economics
61
(
2023
)
2
,
pp. 807-853
Persistent link: https://www.econbiz.de/10014228463
Saved in:
2
Exploring option pricing and hedging via volatility asymmetry
Casas, Isabel
;
Veiga, Helena
- In:
Computational economics
57
(
2021
)
4
,
pp. 1015-1039
Persistent link: https://www.econbiz.de/10012543248
Saved in:
3
Pricing exotic option under jump-diffusion models by the quadrature method
Zhang, Jin-Yu
;
Wu, Wen-Bo
;
Li, Yong
;
Lou, Zhu-Sheng
- In:
Computational economics
58
(
2021
)
3
,
pp. 867-884
Persistent link: https://www.econbiz.de/10012651045
Saved in:
4
Static hedges of barrier options under fast mean-reverting stochastic volatility
Huh, Jeonggyu
;
Jeon, Jaegi
;
Ma, Yong-Ki
- In:
Computational economics
55
(
2020
)
1
,
pp. 185-210
Persistent link: https://www.econbiz.de/10012222596
Saved in:
5
ORPIT : a matlab toolbox for option replication and portfolio insurance in incomplete markets
Katsikis, Vasilios N.
;
Mourtas, Spyridon D.
- In:
Computational economics
56
(
2020
)
4
,
pp. 711-721
Persistent link: https://www.econbiz.de/10012390445
Saved in:
6
Utility-based pricing, timing and hedging of an American call option under an incomplete market with partial information
Song, Dandan
;
Yang, Zhaojun
- In:
Computational economics
44
(
2014
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010396234
Saved in:
7
An integer programming model for pricing American contingent claims under transaction costs
Pınar, M. Ç.
;
Camcı, A.
- In:
Computational economics
39
(
2012
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10009508053
Saved in:
8
Two-State volatility transition pricing and hedging of TXO options
Su, Ender
;
Lin, Feng-jeng
- In:
Computational economics
39
(
2012
)
3
,
pp. 259-287
Persistent link: https://www.econbiz.de/10009513153
Saved in:
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