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type_genre:"Multi-volume publication"
~language:"eng"
~subject:"Option pricing theory"
~type_genre:"Bibliography included"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Wertpapiertermingeschäft"
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Option pricing theory
Derivat
71
Derivative
71
Theorie
24
Theory
24
Optionspreistheorie
23
Stochastic process
10
Stochastischer Prozess
10
Hedging
8
Warenbörse
8
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7
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7
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7
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7
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7
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7
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7
Derivat <Wertpapier>
6
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6
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5
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5
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4
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Bibliography included
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1,184
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193
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193
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178
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178
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57
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55
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Papapantoleon, Antonis
2
Rosa-Clot, Marco
2
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2
Armstrong, John
1
Avellaneda, Marco
1
Baz, Jamil
1
Becker, Sebastian
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
Cont, Rama
1
Copinot, Régis
1
Delage, Erick
1
Diaby, Vacaba
1
Fakhfakh, Tarek
1
Fery, Loi͏̈c
1
Fouque, Jean-Pierre
1
Frutos, Javier de
1
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1
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1
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1
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Ho, Thomas S. Y.
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1
Meier, Iwan
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Musiela, Marek
1
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International journal of theoretical and applied finance
5
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
4
Applications of mathematics : stochastic modelling and applied probability
1
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1
Inside technology
1
Journal of investment management : JOIM
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Quantitative finance
1
Studienzentrum Gerzensee, Stiftung der Schweizerischen Nationalbank
1
Trends in mathematical economics : dialogues between Southern Europe and Latin America
1
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ECONIS (ZBW)
22
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10
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22
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Computing Greeks for Lévy models : the fourier transform approach
Olivera, Federico de
;
Mordecki, Ernesto
- In:
Trends in mathematical economics : dialogues between …
,
(pp. 99-121)
.
2016
Persistent link: https://www.econbiz.de/10011800675
Saved in:
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