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type_genre:"Bibliography included"
~isPartOf:"Computational economics"
~subject:"Option pricing theory"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Optionsbewertung"
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Option pricing theory
Optionspreistheorie
102
Stochastic process
46
Stochastischer Prozess
46
Volatility
35
Volatilität
35
Black-Scholes model
28
Black-Scholes-Modell
28
Option trading
27
Optionsgeschäft
27
Option pricing
20
Monte Carlo simulation
16
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16
Derivat
15
Derivative
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Experiment
13
Statistical distribution
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Black-Scholes equation
8
Hedging
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Markov chain
7
Markov-Kette
7
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7
American option pricing
6
American option
5
Estimation theory
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ARCH-Modell
4
Analysis
4
CAPM
4
EU countries
4
EU-Staaten
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Finite difference method
4
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4
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Aufsatz in Zeitschrift
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English
102
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Kim, Junseok
4
Aghdam, Y. Esmaeelzade
3
Fabozzi, Frank J.
3
Jeong, Darae
3
Villani, Giovanni
3
Wang, Xiaoqun
3
Adl, A.
2
Ahmadian, D.
2
Bianchi, Michele Leonardo
2
Caporale, Guglielmo Maria
2
Carr, Peter
2
Cerrato, Mario
2
Golbabai, A.
2
He, Xin-Jiang
2
Huh, Jeonggyu
2
Itkin, Andrey
2
Kalantari, R.
2
Khani, Ali
2
Kim, Jeong-Hoon
2
Kim, See-Woo
2
Koffi, Rock Stephane
2
Lee, Chaeyoung
2
Lin, Sha
2
Ma, Yong-Ki
2
Mehrdoust, Farshid
2
Mesgarani, H.
2
Ranjbar, Mojtaba
2
Shahmorad, S.
2
Siu, Tak Kuen
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2
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2
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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
Arin, Efe
1
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1
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1
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Computational economics
International journal of theoretical and applied finance
467
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of futures markets
252
The journal of computational finance
248
Applied mathematical finance
240
Finance and stochastics
218
Journal of banking & finance
206
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
190
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
130
Journal of economic dynamics & control
129
International journal of financial engineering
115
Journal of mathematical finance
107
Finance research letters
104
Risks : open access journal
93
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
80
Journal of financial economics
78
Asia-Pacific financial markets
77
Journal of econometrics
66
Journal of financial and quantitative analysis : JFQA
58
Energy economics
55
Review of quantitative finance and accounting
55
Annals of finance
50
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
The journal of finance : the journal of the American Finance Association
49
Economic modelling
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
International review of economics & finance : IREF
46
Management science : journal of the Institute for Operations Research and the Management Sciences
45
Mathematics and financial economics
44
Applied economics
42
International review of financial analysis
42
Applied financial economics
39
Journal of empirical finance
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ECONIS (ZBW)
102
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1
Valuation of standard call options using the Euler-Maruyama method with strong approximation
Suescún-Díaz, Daniel
;
Girón, Luis Eduardo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014327069
Saved in:
2
Analytic method for pricing vulnerable external barrier options
Kim, Donghyun
;
Yoon, Ji-Hun
- In:
Computational economics
61
(
2023
)
4
,
pp. 1561-1591
Persistent link: https://www.econbiz.de/10014327071
Saved in:
3
Derivation and application of some fractional black-scholes equations driven by fractional G-Brownian motion
Guo, Changhong
;
Fang, Shaomei
;
He, Yong
- In:
Computational economics
61
(
2023
)
4
,
pp. 1681-1705
Persistent link: https://www.econbiz.de/10014327122
Saved in:
4
Modeling tail dependence using stochastic volatility model
Kim, See-Woo
;
Ma, Yong-Ki
;
Necula, Ciprian
- In:
Computational economics
62
(
2023
)
1
,
pp. 129-147
Persistent link: https://www.econbiz.de/10014327243
Saved in:
5
A deep learning based numerical PDE method for option pricing
Wang, Xiang
;
Li, Jessica
;
Li, Jichun
- In:
Computational economics
62
(
2023
)
1
,
pp. 149-164
Persistent link: https://www.econbiz.de/10014327247
Saved in:
6
Quasi-Monte Carlo-based conditional Malliavin method for continuous-time Asian option Greeks
Yu, Chao
;
Wang, Xiaoqun
- In:
Computational economics
62
(
2023
)
1
,
pp. 325-360
Persistent link: https://www.econbiz.de/10014327500
Saved in:
7
A neural network approach to value R&D compound american exchange option
Villani, Giovanni
- In:
Computational economics
60
(
2022
)
1
,
pp. 305-324
Persistent link: https://www.econbiz.de/10013262680
Saved in:
8
A fitted l-multi-point flux approximation method for pricing options
Koffi, Rock Stephane
;
Tambue, Antoine
- In:
Computational economics
60
(
2022
)
2
,
pp. 633-663
Persistent link: https://www.econbiz.de/10013380800
Saved in:
9
Simulating and pricing CAT bonds using the spectral method based on Chebyshev basis
Aghdam, Y. Esmaeelzade
;
Neisy, A.
;
Adl, A.
- In:
Computational economics
63
(
2024
)
1
,
pp. 423-435
Persistent link: https://www.econbiz.de/10014472268
Saved in:
10
A bilinear pseudo-spectral method for solving two-asset European and American pricing options
Khasi, M.
;
Rashidinia, J.
- In:
Computational economics
63
(
2024
)
2
,
pp. 893-918
Persistent link: https://www.econbiz.de/10014475075
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