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isPartOf:"Applied mathematical finance"
~subject:"Risk"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Optionsgeschäft"
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Risk
Stochastischer Prozess
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Option trading
54
Optionsgeschäft
54
Option pricing theory
51
Optionspreistheorie
51
Volatility
24
Volatilität
24
Derivat
16
Derivative
16
Stochastic process
14
Black-Scholes model
11
Black-Scholes-Modell
11
Theorie
10
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8
Hedging
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implied volatility
5
stochastic volatility
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Risiko
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European options
2
Großbritannien
2
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Option pricing
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VIX
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VIX options
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barrier options
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hedging
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Ahn, Hyungsok
1
Aoudia, Djilali Ait
1
Armstrong, Grant F.
1
Avellaneda, Marco
1
Benth, Fred Espen
1
Buff, Robert
1
Clark, Steven P.
1
D'Halluin, Y.
1
Di Nunno, Giulia
1
Duck, Peter W.
1
Escobar, Marcos
1
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1
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1
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1
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1
Giovanni, Domenico de
1
Gong, Ruoting
1
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1
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1
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1
Houdré, Christian
1
Ismail, Amine
1
Jacquier, Antoine
1
Jaroszkowski, Bartosz
1
Jensen, Max
1
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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
51
The journal of futures markets
44
Mathematical finance : an international journal of mathematics, statistics and financial theory
38
Finance and stochastics
34
Journal of banking & finance
33
The journal of derivatives : the official publication of the International Association of Financial Engineers
33
The journal of computational finance
31
Review of derivatives research
30
Journal of economic dynamics & control
22
Quantitative finance
22
Journal of financial economics
16
The review of financial studies
16
Finance research letters
15
The North American journal of economics and finance : a journal of financial economics studies
13
Working paper / National Bureau of Economic Research, Inc.
13
Asia-Pacific financial markets
11
European journal of operational research : EJOR
11
Computational economics
10
Decisions in economics and finance : DEF ; a journal of applied mathematics
10
Finance : revue de l'Association Française de Finance
10
International review of economics & finance : IREF
10
Journal of econometrics
10
Journal of financial markets
10
The journal of finance : the journal of the American Finance Association
10
International journal of financial engineering
9
NBER working paper series
9
The European journal of finance
9
Annals of finance
8
Finanzmarkt und Portfolio-Management
8
Journal of mathematical finance
8
NBER Working Paper
8
Discussion paper / Centre for Economic Policy Research
7
Insurance / Mathematics & economics
7
Journal of financial and quantitative analysis : JFQA
7
Journal of risk and financial management : JRFM
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Research paper series / Swiss Finance Institute
7
Applied economics
6
Applied economics letters
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ECONIS (ZBW)
26
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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
A reduced-form model for valuing bonds with make-whole call provisions
Park, Min
;
Clark, Steven P.
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 499-521
Persistent link: https://www.econbiz.de/10011490621
Saved in:
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