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~isPartOf:"Applied mathematical finance"
~isPartOf:"Asia-Pacific financial markets"
~subject:"Black-Scholes-Modell"
~subject:"Derivative"
~subject:"Kreditrisiko"
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Search: subject:"Option"
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Black-Scholes-Modell
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Option pricing theory
321
Optionspreistheorie
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Stochastic process
116
Stochastischer Prozess
116
Theorie
108
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108
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108
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77
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Sircar, Kaushik Ronnie
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3
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2
Baldeaux, Jan
2
Cohen, Samuel N.
2
Elliott, Robert J.
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2
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2
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2
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2
Platen, Eckhard
2
Reisinger, Christoph
2
Takaoka, Koichiro
2
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2
Wang, Sheng
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Applied mathematical finance
Asia-Pacific financial markets
International journal of theoretical and applied finance
211
The journal of futures markets
120
Journal of banking & finance
112
Review of derivatives research
82
Quantitative finance
77
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
The journal of computational finance
65
Finance research letters
62
The journal of derivatives : the official publication of the International Association of Financial Engineers
60
Finance and stochastics
54
International review of financial analysis
53
The North American journal of economics and finance : a journal of financial economics studies
52
Journal of mathematical finance
51
The European journal of finance
50
Computational economics
49
International journal of financial engineering
47
Journal of financial economics
46
European journal of operational research : EJOR
44
Journal of economic dynamics & control
44
The journal of fixed income
39
International review of economics & finance : IREF
38
Research paper series / Swiss Finance Institute
35
Risks : open access journal
35
Review of quantitative finance and accounting
32
The journal of credit risk : published quarterly by Incisive Media
32
Management science : journal of the Institute for Operations Research and the Management Sciences
31
Journal of financial stability
30
Journal of econometrics
29
Journal of international financial markets, institutions & money
29
Journal of risk and financial management : JRFM
29
SpringerLink / Bücher
29
Economic modelling
28
Applied economics
27
Energy economics
27
The journal of derivatives : JOD
27
Journal of empirical finance
26
The review of financial studies
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ECONIS (ZBW)
140
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1
On a neural network to extract implied information from american options
Liu, Shuaiqiang
;
Leitao, Álvaro
;
Borovykh, Anastasia
; …
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 449-475
Persistent link: https://www.econbiz.de/10013411712
Saved in:
2
On the implied volatility of Asian options under stochastic volatility models
Alòs, Elisa
;
Nualart, Eulalia
;
Pravosud, Makar
- In:
Applied mathematical finance
30
(
2023
)
5
,
pp. 249-274
Persistent link: https://www.econbiz.de/10015051248
Saved in:
3
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:
4
Hedging
option
books using neural-sde market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 366-401
Persistent link: https://www.econbiz.de/10014323483
Saved in:
5
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:
6
Static replication of European multi-asset options with homogeneous payoff
Bossu, Sébastien
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 381-394
Persistent link: https://www.econbiz.de/10013411710
Saved in:
7
Robust risk-aware
option
hedging
Wu, David
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
30
(
2023
)
3
,
pp. 153-174
Persistent link: https://www.econbiz.de/10015051231
Saved in:
8
American strangle options
Qiu, Shi
- In:
Applied mathematical finance
27
(
2020
)
3
,
pp. 228-263
Persistent link: https://www.econbiz.de/10012315168
Saved in:
9
Detecting and repairing arbitrage in traded
option
prices
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 345-373
Persistent link: https://www.econbiz.de/10012501620
Saved in:
10
Short-time asymptotics for non-self-similar stochastic volatility models
Giorgio, Giacomo
;
Pacchiarotti, Barbara
;
Pigato, Paolo
- In:
Applied mathematical finance
30
(
2023
)
3
,
pp. 123-152
Persistent link: https://www.econbiz.de/10015051230
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