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isPartOf:"Applied mathematical finance"
~subject:"Black-Scholes-Modell"
~subject:"Estimation"
~subject:"Stochastic process"
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Black-Scholes-Modell
Estimation
Stochastic process
Option trading
54
Optionsgeschäft
54
Option pricing theory
51
Optionspreistheorie
51
Volatility
24
Volatilität
24
Derivat
16
Derivative
16
Stochastischer Prozess
14
Black-Scholes model
11
Theorie
10
Theory
10
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5
implied volatility
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stochastic volatility
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Risk
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European options
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Großbritannien
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Option pricing
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Schätzung
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VIX
2
VIX options
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barrier options
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hedging
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1
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1
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1
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Applied mathematical finance
International journal of theoretical and applied finance
44
The journal of futures markets
31
Quantitative finance
27
The journal of computational finance
22
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
Journal of banking & finance
18
Review of derivatives research
18
The North American journal of economics and finance : a journal of financial economics studies
18
Computational economics
16
International journal of financial engineering
16
Journal of economic dynamics & control
16
Finance research letters
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Finance and stochastics
14
Journal of financial economics
12
Journal of mathematical finance
12
International review of economics & finance : IREF
11
Annals of finance
10
European journal of operational research : EJOR
10
Applied economics
9
Asia-Pacific financial markets
9
Journal of econometrics
9
Risks : open access journal
8
The European journal of finance
8
Insurance / Mathematics & economics
7
Journal of risk and financial management : JRFM
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Economic modelling
6
International review of financial analysis
6
Journal of derivatives & hedge funds
6
Operations research
6
Operations research letters
6
Research paper series / Swiss Finance Institute
6
Review of quantitative finance and accounting
6
Applied financial economics
5
Investment management and financial innovations
5
Journal of financial markets
5
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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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
American strangle options
Qiu, Shi
- In:
Applied mathematical finance
27
(
2020
)
3
,
pp. 228-263
Persistent link: https://www.econbiz.de/10012315168
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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