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isPartOf:"Asia-Pacific financial markets"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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Search: subject_exact:"Optionspreismodell"
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Option pricing theory
280
Optionspreistheorie
280
Theorie
105
Theory
105
Option trading
65
Optionsgeschäft
65
Volatility
52
Volatilität
52
Stochastic process
40
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40
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29
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29
Derivat
25
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11
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9
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Takahashi, Akihiko
9
Chen, Son-nan
6
Wu, Ting-pin
6
Ritchken, Peter H.
4
Fabozzi, Frank J.
3
Fujii, Masaaki
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Muroi, Yoshifumi
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Newton, David P.
3
Orosi, Greg
3
Rosenberg, Joshua V.
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Russo, Emilio
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Schoutens, Wim
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Shirakawa, Hiroshi
3
Tian, Yisong Sam
3
Wei, Jason
3
Yamada, Yuji
3
Beliaeva, Natalia A.
2
Bennett, Michael N.
2
Broadie, Mark
2
Chang, Jui-jane
2
Chen, Ren-Raw
2
Choi, Seung-mook S.
2
Chourdakis, Kyriakos
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Christoffersen, Peter F.
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Dravid, Ajay R.
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Duan, Jin-Chuan
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Duck, Peter W.
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Engle, Robert F.
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Glasserman, Paul
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Hamza, Kais
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2
Kennedy, Joanne E.
2
Kim, Yong-jin
2
Klebaner, Fima C.
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Klein, Peter
2
Lehnert, Thorsten
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Asia-Pacific financial markets
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
467
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
244
Finance and stochastics
218
Journal of banking & finance
208
Quantitative finance
199
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
131
Finance research letters
116
International journal of financial engineering
116
Computational economics
107
Journal of mathematical finance
107
Risks : open access journal
96
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
81
Journal of financial economics
79
Journal of econometrics
66
Energy economics
59
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Review of quantitative finance and accounting
55
The journal of finance : the journal of the American Finance Association
55
SFB 649 discussion paper
54
Annals of finance
52
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
49
International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
46
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ECONIS (ZBW)
280
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61
Estimating option-implied risk-neutral densities : a novel parametric approach
Orosi, Greg
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 41-61
Persistent link: https://www.econbiz.de/10011399802
Saved in:
62
A new type of barrier options : lizard option
Kawanishi, Yasuhiro
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10010511547
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63
Option pricing for symmetric Lévy returns with applications
Hamza, Kais
;
Klebaner, Fima C.
;
Landsman, Zinoviy
;
Tan, …
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 27-52
Persistent link: https://www.econbiz.de/10010511553
Saved in:
64
Dimension reduction for pricing options under multidimensional Lévy processes
Imai, Junichi
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010511558
Saved in:
65
Understanding delta-hedged option returns in stochastic volatility environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
Saved in:
66
An FBSDE approach to American option pricing with an interacting particle method
Fujii, Masaaki
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 239-260
Persistent link: https://www.econbiz.de/10011524808
Saved in:
67
Perturbative expansion technique for non-linear FBSDEs with interacting particle method
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 283-304
Persistent link: https://www.econbiz.de/10011524810
Saved in:
68
Credit derivative evaluation and CVA under the benchmark approach
Baldeaux, Jan
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 305-331
Persistent link: https://www.econbiz.de/10011524811
Saved in:
69
Pricing bounds on quanto options
Tsuzuki, Yukihiro
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 53-61
Persistent link: https://www.econbiz.de/10011404525
Saved in:
70
Stochastic alpha-beta-rho hedging for foreign exchange options : is it worth the effort?
Yang, Yifan
;
Fabozzi, Frank J.
;
Bianchi, Michele Leonardo
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 76-89
Persistent link: https://www.econbiz.de/10011404590
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