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~isPartOf:"Applied mathematical finance"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Review of quantitative finance and accounting"
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Search: subject_exact:"Optionspreistheorie"
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Option pricing theory
194
Optionspreistheorie
194
Stochastic process
95
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95
Volatility
76
Volatilität
76
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53
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Giribone, Pier Giuseppe
5
Sabino, Piergiacomo
4
Cui, Zhenyu
3
Eberlein, Ernst
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Karlsson, Patrik
3
Kwok, Yue-Kuen
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Lee, Cheng F.
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2
Alòs, Elisa
2
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2
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Applied mathematical finance
International journal of financial engineering
Review of quantitative finance and accounting
Working papers
Quantitative finance
176
International journal of theoretical and applied finance
148
The journal of computational finance
91
Finance research letters
85
Computational economics
79
European journal of operational research : EJOR
77
Insurance / Mathematics & economics
72
The North American journal of economics and finance : a journal of financial economics studies
72
Journal of banking & finance
67
Finance and stochastics
65
Journal of mathematical finance
63
The journal of futures markets
57
Review of derivatives research
55
SpringerLink / Bücher
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Journal of economic dynamics & control
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32
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30
International review of economics & finance : IREF
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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International review of financial analysis
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Applied economics letters
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ECONIS (ZBW)
194
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1
A fundamental approach to corporate bond options
Simozar, Saied
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014574997
Saved in:
2
Explicit caplet implied volatilities for quadratic term-structure models
Lorig, Matthew
;
Suaysom, Natchanon
- In:
International journal of financial engineering
11
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014521323
Saved in:
3
Analytical and numerical solutions for a special nonlinear equation
Fard, Hossein Sahebi
;
Dastranj, Elham
;
Hejazi, Reza
; …
- In:
International journal of financial engineering
11
(
2024
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014521393
Saved in:
4
Non-linear volatility with normal inverse Gaussian innovations : ad-hoc analytic option pricing
Mozumder, Sharif
;
Talukdar, Bakhtear
;
Kabir, M. Humayun
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 97-133
Persistent link: https://www.econbiz.de/10014502965
Saved in:
5
A reduced-form model for lease contract valuation with embedded options
Chang, Chuang-chang
;
Ho, Hsiao-Wei
;
Huang, Henry Hongren
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
2
,
pp. 841-864
Persistent link: https://www.econbiz.de/10014503183
Saved in:
6
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:
7
On the skew and curvature of the implied and local volatilities
Alòs, Elisa
;
García Lorite, David
;
Pravosud, Makar
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 47-67
Persistent link: https://www.econbiz.de/10014390289
Saved in:
8
Managing the risk of embedded options in non-traded credit using portfolio modeling
Engelmann, Bernd
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014444472
Saved in:
9
Deep learning-based option pricing for Barndorff-Nielsen and Shephard model
Arai, Takuji
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014444476
Saved in:
10
Investment certificates pricing using a Quasi-Monte Carlo framework : case-studies based on the Italian market
Bottasso, Anna
;
Fusaro, Michelangelo
;
Giribone, Pier …
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-39
Persistent link: https://www.econbiz.de/10014444661
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