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isPartOf:"Applied mathematical finance"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Großbritannien"
~subject:"Hedging"
~subject:"Stochastic process"
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Großbritannien
Hedging
Stochastic process
Option trading
64
Optionsgeschäft
64
Option pricing theory
59
Optionspreistheorie
59
Volatility
26
Volatilität
26
Stochastischer Prozess
18
Derivat
17
Derivative
17
Theorie
13
Theory
13
Black-Scholes model
12
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8
implied volatility
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stochastic volatility
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American options
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Kang, Boda
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Alòs, Elisa
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Aoudia, Djilali Ait
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1
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Gardini, Matteo
1
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1
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1
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1
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Applied mathematical finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
International journal of theoretical and applied finance
45
The journal of futures markets
40
Quantitative finance
29
Finance and stochastics
21
Journal of banking & finance
21
Review of derivatives research
21
The journal of computational finance
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
The journal of derivatives : the official publication of the International Association of Financial Engineers
15
Journal of economic dynamics & control
14
Finance research letters
13
The North American journal of economics and finance : a journal of financial economics studies
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European journal of operational research : EJOR
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Computational economics
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International journal of financial engineering
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International review of economics & finance : IREF
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Journal of mathematical finance
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Research paper series / Swiss Finance Institute
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Asia-Pacific financial markets
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Journal of financial markets
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The European journal of finance
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Applied economics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Economic modelling
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Journal of risk and financial management : JRFM
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Mathematical methods of operations research
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Operations research letters
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Risks : open access journal
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Swiss Finance Institute Research Paper
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The journal of derivatives : JOD
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Working paper / National Bureau of Economic Research, Inc.
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wi - Wirtschaft
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Always learning
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Applied financial economics
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ECONIS (ZBW)
23
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1
On the implied volatility of Asian options under stochastic volatility models
Alòs, Elisa
;
Nualart, Eulalia
;
Pravosud, Makar
- In:
Applied mathematical finance
30
(
2023
)
5
,
pp. 249-274
Persistent link: https://www.econbiz.de/10015051248
Saved in:
2
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:
3
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:
4
Pricing American options with jumps in asset and volatility
Taruvinga, Blessing
;
Kang, Boda
;
Nikitopoulos, …
-
2019
-
Updated January 2019
Persistent link: https://www.econbiz.de/10013255767
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
The British lookback option with fixed strike
Kitapbayev, Yerkin
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 238-260
Persistent link: https://www.econbiz.de/10011436202
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