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~isPartOf:"Applied mathematical finance"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"Finance and stochastics"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"Working papers"
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Search: subject_exact:"Optionspreistheorie"
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Option pricing theory
570
Optionspreistheorie
570
Stochastic process
194
Stochastischer Prozess
194
Theorie
187
Theory
187
Volatility
159
Volatilität
159
Option trading
111
Optionsgeschäft
111
Derivat
90
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90
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64
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61
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43
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Interest rate derivative
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Option pricing
18
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18
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Carr, Peter
8
Eberlein, Ernst
8
Alòs, Elisa
7
Benth, Fred Espen
7
Hobson, David G.
7
Costabile, Massimo
6
Kabanov, Jurij M.
6
Sabino, Piergiacomo
6
Sircar, Kaushik Ronnie
6
Belomestny, Denis
5
Filipović, Damir
5
Glau, Kathrin
5
Lee, Roger
5
Pianca, Paolo
5
Chang, Chuang-chang
4
Chen, Ren-Raw
4
Chesney, Marc
4
Cox, Alexander M. G.
4
Elliott, Robert J.
4
Howison, Sam
4
Kallsen, Jan
4
Kwok, Yue-Kuen
4
Lee, Cheng F.
4
Linetsky, Vadim
4
Madan, Dilip B.
4
Nardon, Martina
4
Obłój, Jan
4
Oosterlee, Cornelis Willebrordus
4
Pascucci, Andrea
4
Touzi, Nizar
4
Zagst, Rudi
4
Arai, Takuji
3
Atkinson, Colin
3
Bermin, Hans-Peter
3
Bouchard, Bruno
3
Chiarella, Carl
3
Cohen, Samuel N.
3
Cont, Rama
3
Cuchiero, Christa
3
Escobar, Marcos
3
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Applied mathematical finance
Decisions in economics and finance : DEF ; a journal of applied mathematics
Finance and stochastics
Review of quantitative finance and accounting
Working papers
International journal of theoretical and applied finance
467
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of futures markets
253
The journal of computational finance
251
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
190
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
131
Journal of economic dynamics & control
130
International journal of financial engineering
115
Journal of mathematical finance
107
Finance research letters
104
Computational economics
102
Risks : open access journal
93
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
80
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
57
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Energy economics
56
SFB 649 discussion paper
54
The journal of finance : the journal of the American Finance Association
53
Annals of finance
50
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
48
International review of economics & finance : IREF
47
SpringerLink / Bücher
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ECONIS (ZBW)
570
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570
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1
Arbitrage problems with reflected geometric Brownian motion
Buckner, Dean
;
Dowd, Kevin
;
Hulley, Hardy
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014447570
Saved in:
2
Discount models
Filipović, Damir
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
Saved in:
3
Arbitrage-free neural-SDE market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014390284
Saved in:
4
Entropy martingale optimal transport and nonlinear pricing-hedging duality
Doldi, Alessandro
;
Frittelli, Marco
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 255-304
Persistent link: https://www.econbiz.de/10014253636
Saved in:
5
Optional projection under equivalent local martingale measures
Biagini, Francesca
;
Mazzon, Andrea
;
Perkkiö, Ari-Pekka
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 435-465
Persistent link: https://www.econbiz.de/10014253651
Saved in:
6
My journey through finance and stochastics
Musiela, Marek
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 33-58
Persistent link: https://www.econbiz.de/10012796468
Saved in:
7
Option pricing with random risk aversion
Vitiello, Luiz
;
Poon, Ser-Huang
- In:
Review of quantitative finance and accounting
58
(
2022
)
4
,
pp. 1665-1684
Persistent link: https://www.econbiz.de/10013191990
Saved in:
8
An analytical study of participating policies with minimum rate guarantee and surrender option
Chiarolla, Maria B.
;
De Angelis, Tiziano
;
Stabile, Gabriele
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 173-216
Persistent link: https://www.econbiz.de/10013197521
Saved in:
9
Valuation of European options under an uncertain market price of volatility risk
Jaroszkowski, Bartosz
;
Jensen, Max
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 213-226
Persistent link: https://www.econbiz.de/10013554804
Saved in:
10
Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
González Cázares, Jorge
;
Mijatovi´c, Aleksandar
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 671-732
Persistent link: https://www.econbiz.de/10013440249
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