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isPartOf:"Applied mathematical finance"
~subject:"Black-Scholes-Modell"
~subject:"Stochastic process"
~subject:"United Kingdom"
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Black-Scholes-Modell
Stochastic process
United Kingdom
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
Experiment
8
Hedging
5
implied volatility
5
stochastic volatility
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Risiko
3
Risk
3
Estimation
2
European options
2
Großbritannien
2
Lévy processes
2
Market models
2
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Neuronale Netze
2
Option pricing
2
Schätzung
2
Simulation
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Swap
2
VIX
2
VIX options
2
barrier options
2
hedging
2
jump-diffusion
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no-arbitrage
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optimal stopping
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Mayer, Philipp
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1
Aoudia, Djilali Ait
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1
Buff, Robert
1
Chang, Ming-Chi
1
Cohen, Samuel N.
1
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Escobar, Marcos
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Evatt, Geoffrey W.
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1
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Gardini, Matteo
1
Gong, Ruoting
1
Goutte, Stéphane
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1
Houdré, Christian
1
Ismail, Amine
1
Jacquier, Antoine
1
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Kijima, Masaaki
1
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Kitapbayev, Yerkin
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Leitao, Álvaro
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Applied mathematical finance
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
Operations research
5
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)
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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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