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subject:"Portfolio selection"
~subject:"Option pricing theory"
~subject:"USA"
~type_genre:"Conference paper"
~type_genre:"Elektronischer Datenträger als Beilage"
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Portfolio selection
Option pricing theory
USA
Derivat
34
Derivative
34
Optionspreistheorie
16
Hedging
10
Theorie
8
Theory
8
Stochastic process
7
Stochastischer Prozess
7
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6
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6
Derivat <Wertpapier>
5
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5
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5
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3
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Conference paper
Elektronischer Datenträger als Beilage
Article in journal
2,401
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2,401
Graue Literatur
520
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520
Arbeitspapier
392
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392
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229
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177
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163
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79
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79
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56
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42
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37
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29
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22
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Hull, John
2
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2
Armstrong, John
1
Avellaneda, Marco
1
Bao, Li
1
Becker, Sebastian
1
Ben-Ameur, Hatem
1
Benth, Fred Espen
1
Cheung, William Ming Yan
1
Delage, Erick
1
Diaby, Vacaba
1
Fakhfakh, Tarek
1
Frutos, Javier de
1
Genaro, Alan de
1
Glau, Kathrin
1
Grbac, Zorana
1
Hok, Julien
1
Jahncke, Giso
1
Jentzen, Arnulf
1
Johnson, R. Stafford
1
Johnson, Robert S.
1
Kallsen, Jan
1
Li, Jonathan Yu-Meng
1
Marzban, Saeed
1
McDonald, Robert L.
1
Mordecki, Ernesto
1
Musiela, Marek
1
Müller, Marvin S.
1
Ngare, Philip
1
Nowak, Gregory J.
1
Olivera, Federico de
1
Pennanen, Teemu
1
Rakwongwan, Udomsak
1
Sinclair, Euan
1
Sinclair, Euan Fraser Fitzpatrick
1
Sokolova, E.
1
Unger, Stephan
1
Wurstemberger, Philippe von
1
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
4
International journal of theoretical and applied finance
3
Quantitative finance
2
The Prentice Hall series in finance
2
Always learning
1
Economic modelling
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Trends in mathematical economics : dialogues between Southern Europe and Latin America
1
Wiley trading
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ECONIS (ZBW)
18
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1
Learning the random variables in Monte Carlo simulations with stochastic gradient descent : machine learning for parametric PDEs and financial derivative pricing
Becker, Sebastian
;
Jentzen, Arnulf
;
Müller, Marvin S.
; …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 90-150
Persistent link: https://www.econbiz.de/10014471160
Saved in:
2
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
3
Hedging housing price risks : some empirical evidence from the US
Bao, Li
;
Cheung, William Ming Yan
;
Unger, Stephan
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 1997-2013
Persistent link: https://www.econbiz.de/10012313538
Saved in:
4
Expansion formulas for European quanto options in a local volatility FX-LIBOR model
Hok, Julien
;
Ngare, Philip
;
Papapantoleon, Antonis
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011854564
Saved in:
5
Pricing index options by static hedging under finite liquidity
Armstrong, John
;
Pennanen, Teemu
;
Rakwongwan, Udomsak
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011926583
Saved in:
6
Pricing interest rate derivatives under monetary changes
Genaro, Alan de
;
Avellaneda, Marco
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011926590
Saved in:
7
Approximate pricing of call options on the quadratic variation in Lévy models
Jahncke, Giso
;
Kallsen, Jan
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 241-256)
.
2016
Persistent link: https://www.econbiz.de/10011800371
Saved in:
8
Forward exponential indifference valuation in an incomplete binomial model
Musiela, Marek
;
Sokolova, E.
;
Zariphopoulou-Souganidis, …
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 277-302)
.
2016
Persistent link: https://www.econbiz.de/10011800382
Saved in:
9
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
Saved in:
10
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
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