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~isPartOf:"Applied mathematical finance"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of empirical finance"
~subject:"Stochastic process"
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Stochastic process
Option pricing theory
487
Optionspreistheorie
487
Stochastischer Prozess
174
Volatility
173
Volatilität
173
Theorie
138
Theory
138
Option trading
120
Optionsgeschäft
120
Derivat
112
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112
Black-Scholes model
68
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68
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57
Zinsstruktur
57
Credit risk
55
Kreditrisiko
55
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49
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42
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37
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37
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35
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35
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33
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33
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32
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31
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30
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30
Estimation
29
Schätzung
29
Option pricing
28
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27
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26
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26
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26
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174
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Kirkby, J. Lars
5
Eberlein, Ernst
4
Sabino, Piergiacomo
4
Takahashi, Akihiko
4
Chiarella, Carl
3
Cui, Zhenyu
3
Elliott, Robert J.
3
Escobar, Marcos
3
Nguyen, Duy
3
Rayée, Grégory
3
Shiraya, Kenichiro
3
Wong, Hoi Ying
3
Yamazaki, Akira
3
Zagst, Rudi
3
Ballotta, Laura
2
Cheang, Gerald H. L.
2
Choi, Jaehyuk
2
Deelstra, Griselda
2
Fanelli, Viviana
2
Fusai, Gianluca
2
Gardini, Matteo
2
Germano, Guido
2
Götz, Barbara
2
Kim, Yong-jin
2
Klebaner, Fima C.
2
Kyriakou, Ioannis
2
Marazzina, Daniele
2
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2
Oosterlee, Cornelis Willebrordus
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2
Sircar, Kaushik Ronnie
2
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2
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2
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1
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1
Ahlip, Rehez
1
Ahn, Hyungsok
1
Alberts, J. S. C.
1
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1
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Applied mathematical finance
Asia-Pacific financial markets
European journal of operational research : EJOR
Journal of empirical finance
International journal of theoretical and applied finance
220
Quantitative finance
98
Finance and stochastics
88
The journal of computational finance
84
Mathematical finance : an international journal of mathematics, statistics and financial theory
67
Insurance / Mathematics & economics
66
International journal of financial engineering
56
Journal of mathematical finance
49
Computational economics
47
Review of derivatives research
43
Risks : open access journal
42
The journal of futures markets
40
Journal of economic dynamics & control
39
Finance research letters
36
Journal of banking & finance
34
The North American journal of economics and finance : a journal of financial economics studies
33
Journal of econometrics
32
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
28
Annals of finance
27
Research paper series / Swiss Finance Institute
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
21
Economic modelling
20
Energy economics
20
Journal of risk and financial management : JRFM
20
Mathematical finance : an international journal of mathematics, statistics and financial economics
19
The European journal of finance
19
Journal of financial economics
18
Operations research letters
17
Mathematics and financial economics
16
Review of quantitative finance and accounting
15
SFB 649 discussion paper
15
Decisions in economics and finance : DEF ; a journal of applied mathematics
14
Mathematics of operations research
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Applied economics
13
Mathematical methods of operations research
13
SpringerLink / Bücher
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ECONIS (ZBW)
174
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1
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
2
Exchange
option
pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
3
Moving average options : machine learning and Gauss-Hermite quadrature for a double non-Markovian problem
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 958-974
Persistent link: https://www.econbiz.de/10013364051
Saved in:
4
The complete Gaussian kernel in the multi-factor Heston model :
option
pricing and implied volatility applications
Recchioni, Maria Cristina
;
Iori, Giulia
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 336-360
Persistent link: https://www.econbiz.de/10012502484
Saved in:
5
Recursive lower and dual upper bounds for Bermudan-style options
Ibáñez, Alfredo
;
Velasco, Carlos
- In:
European journal of operational research : EJOR
280
(
2020
)
2
,
pp. 730-740
Persistent link: https://www.econbiz.de/10012132467
Saved in:
6
General lattice methods for arithmetic Asian options
Gambaro, Anna Maria
;
Kyriakou, Ioannis
;
Fusai, Gianluca
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 1185-1199
Persistent link: https://www.econbiz.de/10012161893
Saved in:
7
VIX derivatives, hedging and vol-of-vol risk
Kaeck, Andreas
;
Seeger, Norman
- In:
European journal of operational research : EJOR
283
(
2020
)
2
,
pp. 767-782
Persistent link: https://www.econbiz.de/10012294919
Saved in:
8
A general framework for pricing Asian options under stochastic volatility on parallel architecture
Corsaro, Stefania
;
Kyriakou, Ioannis
;
Marazzina, Daniele
; …
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1082-1095
Persistent link: https://www.econbiz.de/10011942796
Saved in:
9
A numerical scheme for expectations with first hitting time to smooth boundary
Hishida, Yuji
;
Ishigaki, Yuta
;
Okumura, Toshiki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 553-565
Persistent link: https://www.econbiz.de/10012309819
Saved in:
10
Robust barrier
option
pricing by frame projection under exponential Lévy dynamics
Kirkby, J. Lars
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 337-386
Persistent link: https://www.econbiz.de/10011815237
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