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isPartOf:"Review of derivatives research"
~isPartOf:"Quantitative finance"
~subject:"American options"
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American options
Option trading
128
Optionsgeschäft
128
Option pricing theory
107
Optionspreistheorie
107
Volatility
45
Volatilität
45
Stochastic process
31
Stochastischer Prozess
31
Derivat
29
Derivative
29
Hedging
22
Black-Scholes model
19
Black-Scholes-Modell
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Theorie
17
Theory
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Option pricing
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Experiment
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Portfolio selection
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Portfolio-Management
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Options
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Monte Carlo simulation
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Kapitaleinkommen
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Aktienoption
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European options
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Battauz, Anna
1
Burkovska, O.
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Chan, Tat Lung
1
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Cheng, Jun
1
De Donno, Marzia
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Fang, Yue
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Sbuelz, Alessandro
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Schoutens, W.
1
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Wohlmuth, Barbara
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Review of derivatives research
Quantitative finance
International journal of theoretical and applied finance
6
International journal of theoretical and applied finance : IJTAF
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
The journal of computational finance
3
Journal of banking & finance
2
Journal of derivatives & hedge funds
2
Journal of economic dynamics & control
2
Risks : open access journal
2
The European journal of finance
2
Applied mathematical finance
1
Borradores de economía
1
Computational economics
1
Computational management science
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
European journal of operational research : EJOR
1
Finance research letters
1
IMA journal of management mathematics
1
International Journal of Financial Studies : open access journal
1
International journal of economics and finance
1
International journal of financial engineering
1
International review of economics & finance : IREF
1
Investment management and financial innovations
1
Journal of risk and financial management : JRFM
1
Latin American journal of central banking : LAJCB
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Operations research letters
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Swiss Finance Institute Research Paper
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The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
1
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1
Optimal exercise of American put options near maturity : a new economic perspective
Battauz, Anna
;
De Donno, Marzia
;
Gajda, Janusz
;
Sbuelz, …
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 23-46
Persistent link: https://www.econbiz.de/10013191376
Saved in:
2
Deep neural network framework based on backward stochastic differential equations for pricing and hedging American options in high dimensions
Chen, Yangang
;
Wan, Justin W. L.
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 45-67
Persistent link: https://www.econbiz.de/10012424632
Saved in:
3
Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 573-591
Persistent link: https://www.econbiz.de/10012194908
Saved in:
4
American option pricing under the double Heston model based on asymptotic expansion
Zhang, S. M.
;
Feng, Y.
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 211-226
Persistent link: https://www.econbiz.de/10012194649
Saved in:
5
Calibration to American options : numerical investigation of the de-Americanization method
Burkovska, O.
;
Gass, M.
;
Glau, Kathrin
;
Mahlstedt, M.
; …
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1091-1113
Persistent link: https://www.econbiz.de/10011911523
Saved in:
6
On pricing options with stressed-beta in a reduced form model
Kim, Geonwoo
;
Lim, Hyuncheul
;
Lee, Sungchul
- In:
Review of derivatives research
18
(
2015
)
1
,
pp. 29-50
Persistent link: https://www.econbiz.de/10011414105
Saved in:
7
Path-dependent game options : a lookback case
Guo, Peidong
;
Chen, Qihong
;
Guo, Xicai
;
Fang, Yue
- In:
Review of derivatives research
17
(
2014
)
1
,
pp. 113-124
Persistent link: https://www.econbiz.de/10010519293
Saved in:
8
Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme
Chan, Tat Lung
;
Hubbert, Simon
- In:
Review of derivatives research
17
(
2014
)
2
,
pp. 161-189
Persistent link: https://www.econbiz.de/10010529637
Saved in:
9
Analytical pricing of American options
Cheng, Jun
;
Zhang, Jin E.
- In:
Review of derivatives research
15
(
2012
)
2
,
pp. 157-192
Persistent link: https://www.econbiz.de/10009629059
Saved in:
10
American options and callable bonds under stochastic interest rates and endogenous bankruptcy
Nunes, Joaõ Pedro Vidal
- In:
Review of derivatives research
14
(
2011
)
3
,
pp. 283-332
Persistent link: https://www.econbiz.de/10009349987
Saved in:
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