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~isPartOf:"Applied mathematical finance"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Working papers"
~subject:"Derivat"
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Search: subject_exact:"Optionspreistheorie"
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Derivat
Option pricing theory
589
Optionspreistheorie
589
Volatility
188
Volatilität
188
Stochastic process
173
Stochastischer Prozess
173
Option trading
124
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Option pricing
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Swap
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Real options analysis
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Fusai, Gianluca
4
Benth, Fred Espen
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Sabino, Piergiacomo
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Baldeaux, Jan
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Caldana, Ruggero
2
Cao, Yi
2
Cohen, Samuel N.
2
Eberlein, Ernst
2
Escobar, Marcos
2
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2
Kirkby, J. Lars
2
Liu, Xiaoquan
2
Lyons, Terry
2
Nejad, Sina
2
Nikitopoulos, Christina Sklibosios
2
Reisinger, Christoph
2
Roncoroni, Andrea
2
Schlögl, Erik
2
Schneider, Lorenz
2
Sircar, Kaushik Ronnie
2
Tavin, Bertrand
2
Wang, Sheng
2
Zheng, Wendong
2
Alaton, Peter
1
Albanese, Claudio
1
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1
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1
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1
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1
Bao, Qunfang
1
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1
Barro, Diana
1
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1
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Applied mathematical finance
European journal of operational research : EJOR
Journal of banking & finance
Working papers
International journal of theoretical and applied finance
101
Review of derivatives research
44
Quantitative finance
39
The journal of computational finance
32
The journal of futures markets
31
Journal of mathematical finance
30
International journal of financial engineering
23
Energy economics
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Journal of economic dynamics & control
21
Finance and stochastics
20
Risks : open access journal
20
The journal of derivatives : JOD
20
The European journal of finance
19
The North American journal of economics and finance : a journal of financial economics studies
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Computational economics
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Finance research letters
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Journal of econometrics
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SpringerLink / Bücher
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Applied economics letters
13
International review of financial analysis
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Annals of finance
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International review of economics & finance : IREF
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Journal of risk and financial management : JRFM
11
SFB 649 discussion paper
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Research paper series / Swiss Finance Institute
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Applied economics
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Journal of financial economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
123
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1
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:
2
GARCH option pricing with volatility derivatives
Oh, Dong Hwan
;
Park, Yang-Ho
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248216
Saved in:
3
Variance Gamma model in hedging vanilla and exotic options
Bollin, Bartłomiej
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322240
Saved in:
4
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:
5
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:
6
A stochastic programming model for dynamic portfolio management with financial derivatives
Barro, Diana
;
Consigli, Giorgio
;
Varun, Vivek
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013463145
Saved in:
7
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
8
To expand and to abandon : real options under asset variance risk premium
Alibeiki, Hedayat
;
Lotfaliei, Babak
- In:
European journal of operational research : EJOR
300
(
2022
)
2
,
pp. 771-787
Persistent link: https://www.econbiz.de/10013207304
Saved in:
9
Approximate value adjustments for European claims
Antonelli, Fabio
;
Ramponi, Alessandro
;
Scarlatti, Sergio
- In:
European journal of operational research : EJOR
300
(
2022
)
3
,
pp. 1149-1161
Persistent link: https://www.econbiz.de/10013207329
Saved in:
10
CDS pricing with fractional Hawkes processes
Ketelbuters, John-John
;
Hainaut, Donatien
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1139-1150
Persistent link: https://www.econbiz.de/10013263023
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