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~isPartOf:"Applied mathematical finance"
~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
528
Optionspreistheorie
528
Stochastic process
183
Stochastischer Prozess
183
Theorie
171
Theory
171
Volatility
143
Volatilität
143
Option trading
101
Optionsgeschäft
101
Derivat
87
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87
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63
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56
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56
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42
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42
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42
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42
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25
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25
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19
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528
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Carr, Peter
8
Eberlein, Ernst
8
Benth, Fred Espen
7
Hobson, David G.
6
Sircar, Kaushik Ronnie
6
Alòs, Elisa
5
Filipović, Damir
5
Glau, Kathrin
5
Kabanov, Jurij M.
5
Lee, Roger
5
Belomestny, Denis
4
Chang, Chuang-chang
4
Chen, Ren-Raw
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
Obłój, Jan
4
Pianca, Paolo
4
Sabino, Piergiacomo
4
Zagst, Rudi
4
Arai, Takuji
3
Atkinson, Colin
3
Bermin, Hans-Peter
3
Chesney, Marc
3
Chiarella, Carl
3
Cohen, Samuel N.
3
Cont, Rama
3
Costabile, Massimo
3
Cuchiero, Christa
3
Escobar, Marcos
3
Figueroa-López, José E.
3
Forde, Martin
3
Glasserman, Paul
3
Gobet, Emmanuel
3
Henderson, Vicky
3
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Applied mathematical finance
Finance and stochastics
Review of quantitative finance and accounting
Working papers
International journal of theoretical and applied finance
467
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
199
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
131
Finance research letters
116
International journal of financial engineering
116
Computational economics
107
Journal of mathematical finance
107
Risks : open access journal
97
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
81
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Energy economics
59
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
The journal of finance : the journal of the American Finance Association
55
SFB 649 discussion paper
54
Annals of finance
52
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
49
International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
46
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ECONIS (ZBW)
528
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41
Investment in farming under uncertainty and decoupled support : a real options approach
Di Corato, Luca
;
Zormpas, Dimitrios
-
2019
Persistent link: https://www.econbiz.de/10012005645
Saved in:
42
The nonlinear relation between financing decisions and option compensation
Choi, Yoon K.
;
Han, Seung Hun
;
Mun, Seongjae
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1343-1356
Persistent link: https://www.econbiz.de/10012549797
Saved in:
43
Joint estimation of volatility risk and tail risk premia with time-varying macro-state-dependent property
Chen, Sonnan
;
Gu, Yuchi
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1357-1397
Persistent link: https://www.econbiz.de/10012549807
Saved in:
44
Assessing models of individual equity option prices
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Zhong, Zhaodong
- In:
Review of quantitative finance and accounting
57
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012549885
Saved in:
45
Estimating volatility clustering and variance risk premium effects on bank default indicators
Kenç, Turalay
;
Cevik, Emrah Ismail
- In:
Review of quantitative finance and accounting
57
(
2021
)
4
,
pp. 1373-1392
Persistent link: https://www.econbiz.de/10012660703
Saved in:
46
A quasi-sure optional decomposition and super-hedging result on the Skorokhod space
Bouchard, Bruno
;
Tan, Xiaolu
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 505-528
Persistent link: https://www.econbiz.de/10012585984
Saved in:
47
Fast pricing of energy derivatives with mean-reverting jump-diffusion processes
Sabino, Piergiacomo
;
Cufaro Petroni, Nicola
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012625980
Saved in:
48
A structural approach to default modelling with pure jump processes
Aguilar, Jean-Philippe
;
Pesci, Nicolas
;
James, Victor
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 48-78
Persistent link: https://www.econbiz.de/10012625981
Saved in:
49
Explicit representations for utility indifference prices
Hess, Markus
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 23-47
Persistent link: https://www.econbiz.de/10012625986
Saved in:
50
A bivariate normal inverse Gaussian process with stochastic delay : efficient simulations and applications to energy markets
Gardini, Matteo
;
Sabino, Piergiacomo
;
Sasso, Emanuela
- In:
Applied mathematical finance
28
(
2021
)
2
,
pp. 178-199
Persistent link: https://www.econbiz.de/10013171069
Saved in:
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