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isPartOf:"Applied mathematical finance"
~isPartOf:"Operations research"
~subject:"Black-Scholes-Modell"
~subject:"Stochastic process"
~subject:"United Kingdom"
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Black-Scholes-Modell
Stochastic process
United Kingdom
Option trading
63
Optionsgeschäft
63
Option pricing theory
59
Optionspreistheorie
59
Volatility
26
Volatilität
26
Stochastischer Prozess
19
Derivat
16
Derivative
16
Black-Scholes model
11
Theorie
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implied volatility
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stochastic volatility
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optimal stopping
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Asian options
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Großbritannien
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Index futures
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Index-Futures
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Lévy processes
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Markov chain
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Markov-Kette
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Neural networks
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Option pricing
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Portfolio selection
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Cai, Ning
2
Mayer, Philipp
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Borovykh, Anastasia
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Buff, Robert
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Chang, Ming-Chi
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1
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1
Hofer, Markus
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Ismail, Amine
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Applied mathematical finance
Operations research
International journal of theoretical and applied finance
46
Quantitative finance
25
The journal of computational finance
21
The journal of futures markets
21
Review of derivatives research
18
The North American journal of economics and finance : a journal of financial economics studies
17
Computational economics
16
International journal of financial engineering
16
Journal of economic dynamics & control
15
The journal of derivatives : the official publication of the International Association of Financial Engineers
15
Finance and stochastics
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Journal of banking & finance
13
European journal of operational research : EJOR
11
Finance research letters
11
Journal of mathematical finance
11
Annals of finance
9
Journal of econometrics
9
Asia-Pacific financial markets
7
Insurance / Mathematics & economics
7
Journal of derivatives & hedge funds
7
The European journal of finance
7
Applied economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Economic modelling
6
Journal of risk and financial management : JRFM
6
Operations research letters
6
Risks : open access journal
6
Research paper series / Swiss Finance Institute
5
Applied financial economics
4
International journal of theoretical and applied finance : IJTAF
4
International review of economics & finance : IREF
4
International review of financial analysis
4
Investment management and financial innovations
4
Journal of financial economics
4
Review of quantitative finance and accounting
4
The journal of derivatives : JOD
4
Advanced series on statistical science & applied probability
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ECONIS (ZBW)
28
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1
On a neural network to extract implied information from american options
Liu, Shuaiqiang
;
Leitao, Álvaro
;
Borovykh, Anastasia
; …
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 449-475
Persistent link: https://www.econbiz.de/10013411712
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
Hedging option books using neural-sde market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 366-401
Persistent link: https://www.econbiz.de/10014323483
Saved in:
4
Risk arbitrage opportunities for stock index options
Post, Thierry
;
Rodríguez Longarela, Iñaki
- In:
Operations research
69
(
2021
)
1
,
pp. 100-113
Persistent link: https://www.econbiz.de/10012523428
Saved in:
5
Options portfolio selection
Guasoni, Paolo
;
Mayerhofer, Eberhard
- In:
Operations research
68
(
2020
)
3
,
pp. 733-740
Persistent link: https://www.econbiz.de/10012234441
Saved in:
6
Regime classification and stock loan valuation
Cai, Ning
;
Zhang, Wei
- In:
Operations research
68
(
2020
)
4
,
pp. 965-983
Persistent link: https://www.econbiz.de/10012288340
Saved in:
7
American strangle options
Qiu, Shi
- In:
Applied mathematical finance
27
(
2020
)
3
,
pp. 228-263
Persistent link: https://www.econbiz.de/10012315168
Saved in:
8
Short maturity forward start Asian options in local volatility models
Pirjol, Dan
;
Wang, Jing
;
Zhu, Lingjiong
- In:
Applied mathematical finance
26
(
2019
)
3
,
pp. 187-221
Persistent link: https://www.econbiz.de/10012210271
Saved in:
9
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:
10
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
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