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~isPartOf:"Applied mathematical finance"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"Working papers"
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Search: subject_exact:"Optionspreistheorie"
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Option pricing theory
481
Optionspreistheorie
481
Volatility
165
Volatilität
165
Stochastic process
163
Stochastischer Prozess
163
Option trading
109
Optionsgeschäft
109
Theorie
105
Theory
105
Derivat
97
Derivative
97
Black-Scholes model
58
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58
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44
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option pricing
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469
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Carr, Peter
6
Eberlein, Ernst
6
Giribone, Pier Giuseppe
6
Elliott, Robert J.
5
Kwok, Yue-Kuen
5
Benth, Fred Espen
4
Chang, Chuang-chang
4
Chen, Ren-Raw
4
Cui, Zhenyu
4
Howison, Sam
4
Lee, Cheng F.
4
Ligato, Simone
4
Madan, Dilip B.
4
Oosterlee, Cornelis Willebrordus
4
Pianca, Paolo
4
Sabino, Piergiacomo
4
Sircar, Kaushik Ronnie
4
Zagst, Rudi
4
Ahlip, Rehez
3
Arai, Takuji
3
Atkinson, Colin
3
Bakshi, Gurdip S.
3
Bermin, Hans-Peter
3
Chiarella, Carl
3
Cohen, Samuel N.
3
Costabile, Massimo
3
Escobar, Marcos
3
Glau, Kathrin
3
Karlsson, Patrik
3
Lin, Shih-kuei
3
Liu, Allen
3
Longstaff, Francis A.
3
Lorig, Matthew
3
Mi, Yanhui
3
Mozumder, Sharif
3
Nardon, Martina
3
Palmon, Oded
3
Reisinger, Christoph
3
Russo, Emilio
3
Schoutens, Wim
3
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American Finance Association
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Applied mathematical finance
International journal of financial engineering
Review of quantitative finance and accounting
The journal of finance : the journal of the American Finance Association
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
Finance and stochastics
218
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
Computational economics
107
Journal of mathematical finance
107
Risks : open access journal
96
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
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66
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59
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58
NBER working paper series
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
SFB 649 discussion paper
54
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50
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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)
481
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1
Construction and hedging of equity index options portfolios
Wysocki, Maciej
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014634884
Saved in:
2
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
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
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:
5
Monte Carlo simulation for trading under a Lévy-driven mean-reverting framework
Leung, Tim
;
Lu, Kevin W.
- In:
Applied mathematical finance
30
(
2023
)
4
,
pp. 207-230
Persistent link: https://www.econbiz.de/10015051244
Saved in:
6
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:
7
Pricing options on a mean-reverting asset by the analytical operator splitting method
Lo, C. F.
;
He, Y. W.
- In:
International journal of financial engineering
9
(
2022
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10013367498
Saved in:
8
Exchange option valuation using Liu process
Purohit, Seema Uday
;
Lalit, Prasad Narahar
- In:
International journal of financial engineering
9
(
2022
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013367504
Saved in:
9
Optimal exercise frontier of Bermudan options by simulation methods
Xie, Dejun
;
Edwards, David A.
;
Wu, Xiaoxia
- In:
International journal of financial engineering
9
(
2022
)
3
,
pp. 2250013-1-2250013-20
Persistent link: https://www.econbiz.de/10013367611
Saved in:
10
Symbolic regression-based adaptive generation of implied volatility
Yen, Joseph
;
Qi, Yuan Yuan
;
Wong, Seng Fat
;
Zhou, Jiantao
- In:
International journal of financial engineering
9
(
2022
)
3
,
pp. 2250018-1-2250018-27
Persistent link: https://www.econbiz.de/10013367616
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