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~isPartOf:"Applied financial economics"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Option pricing theory"
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Option pricing theory
Share
Option trading
35
Optionsgeschäft
35
Optionspreistheorie
23
Volatility
11
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11
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9
Stochastischer Prozess
9
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2
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Brevik, Trond
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Applied financial economics
Insurance / Mathematics & economics
International journal of theoretical and applied finance
83
The journal of futures markets
79
Review of derivatives research
60
The journal of computational finance
59
Applied mathematical finance
51
Quantitative finance
49
The journal of derivatives : the official publication of the International Association of Financial Engineers
48
Journal of banking & finance
43
Finance research letters
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
The North American journal of economics and finance : a journal of financial economics studies
38
Journal of economic dynamics & control
37
International journal of financial engineering
31
Finance and stochastics
28
Computational economics
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European journal of operational research : EJOR
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Journal of mathematical finance
27
Research paper series / Swiss Finance Institute
22
International review of economics & finance : IREF
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Journal of financial economics
21
Asia-Pacific financial markets
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Risks : open access journal
18
Review of quantitative finance and accounting
17
The European journal of finance
17
The journal of derivatives : JOD
16
Economic modelling
15
Applied economics
14
Swiss Finance Institute Research Paper
14
Journal of risk and financial management : JRFM
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Annals of finance
12
Decisions in economics and finance : DEF ; a journal of applied mathematics
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Journal of financial markets
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Energy economics
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International review of financial analysis
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Journal of derivatives & hedge funds
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Journal of risk
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Operations research letters
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ECONIS (ZBW)
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1
Deep hedging of long-term financial derivatives
Carbonneau, Alexandre
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 327-340
Persistent link: https://www.econbiz.de/10012649223
Saved in:
2
Bachelier model with stopping time and its insurance application
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 156-167
Persistent link: https://www.econbiz.de/10012294092
Saved in:
3
Pension risk management with funding and buyout options
Cox, Samuel H.
;
Lin, Yijia
;
Shi, Tianxiang
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 183-200
Persistent link: https://www.econbiz.de/10011825260
Saved in:
4
Efficient option risk measurement with reduced model risk
Mitra, Sovan
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 163-174
Persistent link: https://www.econbiz.de/10011694422
Saved in:
5
Pricing and hedging basket options with exact moment matching
Leccadito, Arturo
;
Paletta, Tommaso
;
Tunaru, Radu
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 59-69
Persistent link: https://www.econbiz.de/10011530924
Saved in:
6
Valuation of employee stock options using the exercise multiple approach and life tables
Kyng, Timothy
;
Konstandatos, Otto
;
Bienek, Tobias
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 17-26
Persistent link: https://www.econbiz.de/10011492438
Saved in:
7
Catastrophe equity put options with target variance
Wang, Xingchun
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 79-86
Persistent link: https://www.econbiz.de/10011630610
Saved in:
8
Analytical pricing of vulnerable options under a generalized jump-diffusion model
Fard, Farzad Alavi
- In:
Insurance / Mathematics & economics
60
(
2015
),
pp. 19-28
Persistent link: https://www.econbiz.de/10010484842
Saved in:
9
Designing and pricing guarantee options in defined contribution pension plans
Consiglio, Andrea
;
Tumminello, Michele
;
Zenios, Stauros …
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 267-279
Persistent link: https://www.econbiz.de/10011428673
Saved in:
10
Pricing gold options under Markov-modulated jump-diffusion processes
Lin, Shih-kuei
;
Lian, Yu-Min
;
Liao, Szu-Lang
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 825-836
Persistent link: https://www.econbiz.de/10010402550
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