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isPartOf:"Applied mathematical finance"
~isPartOf:"Applied financial economics"
~subject:"Risk"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Optionsgeschäft"
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Risk
Stochastischer Prozess
Option trading
74
Optionsgeschäft
74
Option pricing theory
59
Optionspreistheorie
59
Volatility
33
Volatilität
33
Derivat
20
Derivative
20
Stochastic process
17
Black-Scholes model
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Black-Scholes-Modell
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stochastic volatility
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Aoudia, Djilali Ait
1
Benth, Fred Espen
1
Di Nunno, Giulia
1
Duck, Peter W.
1
Escobar, Marcos
1
Evatt, Geoffrey W.
1
Ewald, Christian-Oliver
1
Figueroa-López, José E.
1
Forde, Martin
1
Funahashi, Hideharu
1
Gardini, Matteo
1
Gong, Ruoting
1
Goutte, Stéphane
1
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1
Hansen, Charlotte S.
1
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1
Houdré, Christian
1
Ismail, Amine
1
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1
Jaroszkowski, Bartosz
1
Jensen, Max
1
Johnson, Paul V.
1
Khedher, Asma
1
Kijima, Masaaki
1
Kirkby, J. Lars
1
Leung, Tim
1
Lian, Yu-Min
1
Liao, Szu-Lang
1
Lin, Shih-kuei
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Mayer, Philipp
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McWilliams, Nairn
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Sabanis, Sotirios
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Schmeck, Maren Diane
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Applied mathematical finance
Applied financial economics
International journal of theoretical and applied finance
30
Quantitative finance
21
The journal of computational finance
16
The journal of futures markets
16
Review of derivatives research
14
The North American journal of economics and finance : a journal of financial economics studies
12
European journal of operational research : EJOR
11
Finance and stochastics
11
Finance research letters
11
Journal of banking & finance
11
Journal of economic dynamics & control
11
Computational economics
9
International journal of financial engineering
9
Annals of finance
8
Journal of econometrics
8
Journal of mathematical finance
8
Insurance / Mathematics & economics
7
Journal of financial economics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Operations research
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Applied economics
5
Economic modelling
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Operations research letters
5
Research paper series / Swiss Finance Institute
5
Risks : open access journal
5
The European journal of finance
5
Asia-Pacific financial markets
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Energy economics
4
International review of economics & finance : IREF
4
Review of quantitative finance and accounting
4
The journal of derivatives : JOD
4
Working paper / National Bureau of Economic Research, Inc.
4
Advanced series on statistical science & applied probability
3
Applied economics letters
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Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
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1
Valuation of European options under an uncertain market price of volatility risk
Jaroszkowski, Bartosz
;
Jensen, Max
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 213-226
Persistent link: https://www.econbiz.de/10013554804
Saved in:
2
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
3
Regime-switching stochastic volatility model : estimation and calibration to VIX options
Goutte, Stéphane
;
Ismail, Amine
;
Pham, Huyên
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 38-75
Persistent link: https://www.econbiz.de/10011746993
Saved in:
4
Robust barrier option pricing by frame projection under exponential Lévy dynamics
Kirkby, J. Lars
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 337-386
Persistent link: https://www.econbiz.de/10011815237
Saved in:
5
Third-order short-time expansions for close-to-the-money option prices under the CGMY model
Figueroa-López, José E.
;
Gong, Ruoting
;
Houdré, Christian
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 547-574
Persistent link: https://www.econbiz.de/10011815299
Saved in:
6
Pricing occupation-time options in a mixed-exponential jump-diffusion model
Aoudia, Djilali Ait
;
Renaud, Jean-François
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011546980
Saved in:
7
Analysis of VIX Markets with a time-spread portfolio
Papanicolaou, A.
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 374-408
Persistent link: https://www.econbiz.de/10011704261
Saved in:
8
Implied volatility of leveraged ETF options
Leung, Tim
;
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 162-188
Persistent link: https://www.econbiz.de/10010505139
Saved in:
9
Pricing of spread options on a bivariate jump market and stability to model risk
Benth, Fred Espen
;
Di Nunno, Giulia
;
Khedher, Asma
; …
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 28-62
Persistent link: https://www.econbiz.de/10010505172
Saved in:
10
Closed-form pricing of two-asset barrier options with stochastic covariance
Götz, Barbara
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 363-397
Persistent link: https://www.econbiz.de/10010499671
Saved in:
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