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~isPartOf:"Annals of finance"
~subject:"Derivat"
~subject:"Yield curve"
~type:"article"
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Search: subject_exact:"Option pricing theory"
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Derivat
Yield curve
Option pricing theory
50
Optionspreistheorie
50
Stochastic process
26
Stochastischer Prozess
26
Volatility
24
Volatilität
24
Derivative
12
Option trading
12
Optionsgeschäft
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CAPM
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Theorie
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Theory
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Markov chain
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Markov-Kette
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Portfolio selection
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Asian options
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Incomplete market
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Insolvency
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Martingale
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Option pricing
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Real options analysis
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16
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Elliott, Robert J.
2
Bayraktar, Erhan
1
Carassus, Laurence
1
Chan, Leunglung
1
D'Addona, Stefano
1
Dokučaev, Nikolaj G.
1
Guillaume, Florence
1
Herzberg, Frederik
1
Junike, Gero
1
Krasin, Vladislav Y.
1
Leoni, Peter
1
Levendorskij, Sergej Z.
1
Lorig, Matthew
1
Madan, Dilip B.
1
Marinelli, Carlo
1
Melʹnikov, Aleksandr V.
1
Nakajima, Katsushi
1
Nishide, Katsumasa
1
Polyrakis, Ioannis A.
1
Ruf, Johannes
1
Schoutens, Wim
1
Shen, Jia
1
Smirnov, Ivan
1
Suaysom, Natchanon
1
Temam, E.
1
Wang, King
1
Xanthos, Foivos
1
Young, Virginia R.
1
Zhang, Mengzhe
1
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Annals of finance
International journal of theoretical and applied finance
127
Applied mathematical finance
77
Mathematical finance : an international journal of mathematics, statistics and financial theory
53
Review of derivatives research
51
Quantitative finance
50
The journal of computational finance
48
Journal of banking & finance
46
The journal of futures markets
39
Finance and stochastics
35
Journal of mathematical finance
34
European journal of operational research : EJOR
33
International journal of financial engineering
33
The journal of derivatives : the official publication of the International Association of Financial Engineers
33
Risks : open access journal
29
Journal of economic dynamics & control
24
The North American journal of economics and finance : a journal of financial economics studies
24
Energy economics
23
The European journal of finance
22
Finance research letters
20
Insurance / Mathematics & economics
20
The journal of derivatives : JOD
20
Journal of econometrics
17
Computational economics
16
International review of financial analysis
15
The journal of fixed income
15
Asia-Pacific financial markets
14
International review of economics & finance : IREF
14
Applied economics letters
13
Journal of financial economics
13
Journal of risk and financial management : JRFM
13
The review of financial studies
13
Mathematics and financial economics
12
The journal of finance : the journal of the American Finance Association
12
Mathematical finance : an international journal of mathematics, statistics and financial economics
11
Applied economics
10
Economic modelling
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
International journal of bonds and derivatives
8
Applied financial economics
7
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1
Nonparametric estimates of option prices via Hermite basis functions
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Annals of finance
19
(
2023
)
4
,
pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
Saved in:
2
The valuation of corporations : a derivative pricing perspective
Madan, Dilip B.
;
Wang, King
- In:
Annals of finance
19
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014253867
Saved in:
3
Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield
Nakajima, Katsushi
- In:
Annals of finance
18
(
2022
)
1
,
pp. 35-80
Persistent link: https://www.econbiz.de/10013194631
Saved in:
4
Options on bonds : implied volatilities from affine short-rate dynamics
Lorig, Matthew
;
Suaysom, Natchanon
- In:
Annals of finance
18
(
2022
)
2
,
pp. 183-216
Persistent link: https://www.econbiz.de/10013278980
Saved in:
5
Implied liquidity risk premia in option markets
Guillaume, Florence
;
Junike, Gero
;
Leoni, Peter
; …
- In:
Annals of finance
15
(
2019
)
2
,
pp. 233-246
Persistent link: https://www.econbiz.de/10012058223
Saved in:
6
Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes
Krasin, Vladislav Y.
;
Smirnov, Ivan
;
Melʹnikov, …
- In:
Annals of finance
14
(
2018
)
2
,
pp. 195-209
Persistent link: https://www.econbiz.de/10011945591
Saved in:
7
On the implied market price of risk under the stochastic numéraire
Dokučaev, Nikolaj G.
- In:
Annals of finance
14
(
2018
)
2
,
pp. 223-251
Persistent link: https://www.econbiz.de/10011945595
Saved in:
8
Saddlepoint approximations to option price in a regime-switching model
Zhang, Mengzhe
;
Chan, Leunglung
- In:
Annals of finance
12
(
2016
)
1
,
pp. 55-69
Persistent link: https://www.econbiz.de/10011555421
Saved in:
9
Dynamic optimal capital structure with regime switching
Elliott, Robert J.
;
Shen, Jia
- In:
Annals of finance
11
(
2015
)
2
,
pp. 199-220
Persistent link: https://www.econbiz.de/10011376180
Saved in:
10
Pricing and hedging basis risk under no good deal assumption
Carassus, Laurence
;
Temam, E.
- In:
Annals of finance
10
(
2014
)
1
,
pp. 127-170
Persistent link: https://www.econbiz.de/10010244570
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