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isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"International journal of financial engineering"
~subject:"Option pricing"
~subject:"Theorie"
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Option pricing
Theorie
Option pricing theory
173
Optionspreistheorie
173
Volatility
62
Volatilität
62
Stochastic process
58
Stochastischer Prozess
58
Option trading
38
Optionsgeschäft
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option pricing
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Ott, Steven Henry
3
Chen, Ren-Raw
2
Childs, Paul D.
2
Chung, San-lin
2
Schwartz, Eduardo S.
2
Arai, Takuji
1
Attari, Mukarram
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Journal of financial and quantitative analysis : JFQA
International journal of financial engineering
Mathematical finance : an international journal of mathematics, statistics and financial theory
185
Finance and stochastics
112
International journal of theoretical and applied finance
112
The journal of derivatives : the official publication of the International Association of Financial Engineers
90
The journal of futures markets
69
Review of derivatives research
68
The journal of computational finance
67
Applied mathematical finance
63
Journal of banking & finance
55
Journal of economic dynamics & control
43
The journal of finance : the journal of the American Finance Association
39
The journal of real estate finance and economics
38
The review of financial studies
35
Journal of financial economics
32
Quantitative finance
30
Working paper series / Centre for Practical Quantitative Finance
29
Advances in futures and options research : a research annual
27
SFB 649 discussion paper
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Gabler Edition Wissenschaft
25
Computational economics
23
Working paper / National Bureau of Economic Research, Inc.
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SpringerLink / Bücher
21
Asia-Pacific financial markets
20
Discussion paper / B
20
Finance : revue de l'Association Française de Finance
20
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Journal of econometrics
19
The European journal of finance
19
The journal of fixed income
19
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
European journal of operational research : EJOR
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Europäische Hochschulschriften / 5
16
Real estate economics : journal of the American Real Estate and Urban Economics Association
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Springer finance
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
14
Lecture notes in economics and mathematical systems : LNEMS
14
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ECONIS (ZBW)
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1
Deep learning-based option pricing for Barndorff-Nielsen and Shephard model
Arai, Takuji
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014444476
Saved in:
2
Data-driven option pricing using single and multi-asset supervised learning
Goswami, Anindya
;
Rajani, Sharan
;
Tanksale, Atharva
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012662235
Saved in:
3
Binomial tree method for option pricing : discrete Carr and Madan formula approach
Muroi, Yoshifumi
;
Saeki, Ryota
;
Suda, Shintaro
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012662360
Saved in:
4
Empirical performance of stochastic volatility option pricing models
Stilger, Przemyslaw S.
;
Ngoc Quynh Anh Nguyen
;
Tri Minh …
- In:
International journal of financial engineering
8
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012654781
Saved in:
5
Developing an optimized artificial intelligence model for S&P 500 option pricing : a hybrid GARCH model
Hajizadeh, Ehsan
- In:
International journal of financial engineering
7
(
2020
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012603039
Saved in:
6
Numerical pricing of European options with arbitrary payoffs
Pachón, Ricardo
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011923004
Saved in:
7
Negative interest rates effects on option pricing : back to basics?
Burro, Giacomo
;
Giribone, Pier Giuseppe
;
Ligato, Simone
; …
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011778279
Saved in:
8
Leverage effect, volatility feedback, and self-exciting market disruptions
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 2119-2156
Persistent link: https://www.econbiz.de/10011928991
Saved in:
9
Short maturity options for Azéma-Yor martingales
Zhu, Lingjiong
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011493322
Saved in:
10
Does model misspecification matter for hedging? : a computational finance experiment based approach
Sun, Youfa
;
Yuan, George
;
Guo, Shimin
;
Liu, Jianguo
; …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011403136
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