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subject:"Derivat"
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Derivat
CAPM
Option trading
54
Optionsgeschäft
54
Option pricing theory
51
Optionspreistheorie
51
Volatility
24
Volatilität
24
Derivative
16
Stochastic process
14
Stochastischer Prozess
14
Black-Scholes model
11
Black-Scholes-Modell
11
Theorie
10
Theory
10
Experiment
8
Hedging
5
implied volatility
5
stochastic volatility
5
Risiko
3
Risk
3
Estimation
2
European options
2
Großbritannien
2
Lévy processes
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Option pricing
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Schätzung
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Simulation
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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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jump-diffusion
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no-arbitrage
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optimal stopping
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Cohen, Samuel N.
2
Reisinger, Christoph
2
Wang, Sheng
2
Zheng, Wendong
2
Aly, Sidi Mohamed Ould
1
Benth, Fred Espen
1
Bossu, Sébastien
1
Cont, Rama
1
Di Nunno, Giulia
1
Eberlein, Ernst
1
Figueroa-López, José E.
1
Funahashi, Hideharu
1
Gardini, Matteo
1
Gerstner, Thomas Stefan
1
Gong, Ruoting
1
Hofer, Markus
1
Holtz, Markus
1
Houdré, Christian
1
Khedher, Asma
1
Kijima, Masaaki
1
Kirkby, J. Lars
1
Kwok, Yue-Kuen
1
Madan, Dilip B.
1
Mayer, Philipp
1
Sabino, Piergiacomo
1
Schmeck, Maren Diane
1
Tikanmäki, Heikki
1
Vuletić, Milena
1
Zeng, Pingping
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Applied mathematical finance
The journal of futures markets
27
International journal of theoretical and applied finance
25
Review of derivatives research
19
Journal of banking & finance
17
International review of economics & finance : IREF
14
Finance research letters
13
International journal of financial engineering
13
The North American journal of economics and finance : a journal of financial economics studies
13
Journal of financial economics
12
Quantitative finance
12
The journal of derivatives : JOD
12
European journal of operational research : EJOR
11
Finance and stochastics
10
Journal of mathematical finance
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Journal of financial markets
9
Journal of economic dynamics & control
8
The European journal of finance
8
Risks : open access journal
7
Computational economics
6
Energy economics
6
Europäische Hochschulschriften / 5
6
International review of financial analysis
6
Review of quantitative finance and accounting
6
The journal of computational finance
6
Theoretical economics letters
6
Applied economics letters
5
Economic modelling
5
Global finance journal
5
Journal of econometrics
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The journal of finance : the journal of the American Finance Association
5
wi - Wirtschaft
5
Always learning
4
Annals of finance
4
Applied economics
4
Applied financial economics
4
Cogent economics & finance
4
Journal of derivatives & hedge funds
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ECONIS (ZBW)
16
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1
Simulation of arbitrage-free implied volatility surfaces
Cont, Rama
;
Vuletić, Milena
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 94-121
Persistent link: https://www.econbiz.de/10014443387
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
Static replication of European multi-asset options with homogeneous payoff
Bossu, Sébastien
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 381-394
Persistent link: https://www.econbiz.de/10013411710
Saved in:
5
Detecting and repairing arbitrage in traded option prices
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 345-373
Persistent link: https://www.econbiz.de/10012501620
Saved in:
6
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:
7
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:
8
Pricing timer options and variance derivatives with closed-form partial transform under the 3/2 model
Zheng, Wendong
;
Zeng, Pingping
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 344-373
Persistent link: https://www.econbiz.de/10011704259
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
Forward variance dynamics : Bergomi's model revisited
Aly, Sidi Mohamed Ould
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 84-107
Persistent link: https://www.econbiz.de/10010351856
Saved in:
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