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~isPartOf:"Working papers"
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~subject:"Risk"
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Search: subject_exact:"Optionspreistheorie"
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Risk
Option pricing theory
250
Optionspreistheorie
250
Stochastic process
86
Stochastischer Prozess
86
Volatility
74
Volatilität
74
Derivat
63
Derivative
63
Theorie
60
Theory
60
Option trading
54
Optionsgeschäft
54
Hedging
29
Black-Scholes model
27
Black-Scholes-Modell
27
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stochastic volatility
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Martingale
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10
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option pricing
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Alberts, J. S. C.
1
Basso, Antonella
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Benth, Fred Espen
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Bouveret, Géraldine
1
Di Corato, Luca
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Di Nunno, Giulia
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Jaroszkowski, Bartosz
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1
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Lin, Yuehao
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1
Okhrati, Ramin
1
Oosterlee, Cornelis Willebrordus
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Schmeck, Maren Diane
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Applied mathematical finance
Working papers
International journal of theoretical and applied finance
17
Insurance / Mathematics & economics
14
Review of derivatives research
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Research paper series / Swiss Finance Institute
9
Finance and stochastics
8
Journal of banking & finance
8
Risks : open access journal
8
Quantitative finance
7
European journal of operational research : EJOR
6
Review of quantitative finance and accounting
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Annals of finance
5
Finance research letters
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
5
Journal of risk and financial management : JRFM
5
Mathematics and financial economics
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The European journal of finance
5
The journal of finance : the journal of the American Finance Association
5
Working paper
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
5
Applied economics
4
Economics letters
4
Energy economics
4
Journal of economic dynamics & control
4
Journal of mathematical finance
4
NBER Working Paper
4
NBER working paper series
4
The North American journal of economics and finance : a journal of financial economics studies
4
The journal of computational finance
4
Economic modelling
3
International journal of financial engineering
3
International review of economics & finance : IREF
3
International review of financial analysis
3
Journal of empirical finance
3
Journal of financial and quantitative analysis : JFQA
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Journal of financial econometrics
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1
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:
2
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:
3
Hedging the risk of delayed data in defaultable markets
Okhrati, Ramin
- In:
Applied mathematical finance
26
(
2019
)
2
,
pp. 101-130
Persistent link: https://www.econbiz.de/10012210262
Saved in:
4
Dual representation of the cost of designing a portfolio satisfying multiple risk constraints
Bouveret, Géraldine
- In:
Applied mathematical finance
26
(
2019
)
3
,
pp. 222-256
Persistent link: https://www.econbiz.de/10012210285
Saved in:
5
On the modelling of nested risk-neutral stochastic processes with applications in insurance
Singor, S. N.
;
Boer, A.
;
Alberts, J. S. C.
;
Oosterlee, …
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 302-336
Persistent link: https://www.econbiz.de/10011815235
Saved in:
6
Skewness term-structure tests
Lehnert, Thorsten
;
Lin, Yuehao
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 484-504
Persistent link: https://www.econbiz.de/10011704272
Saved in:
7
Effect of volatility clustering on indifference pricing of options by convex risk measures
Kumar, Rohini
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 63-82
Persistent link: https://www.econbiz.de/10010505169
Saved in:
8
Pricing of spread options on a bivariate jump market and stability to model risk
Benth, Fred Espen
;
Di Nunno, Giulia
;
Khedher, Asma
; …
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 28-62
Persistent link: https://www.econbiz.de/10010505172
Saved in:
9
Utility-based valuation and hedging of basis risk with partial information
Monoyios, Michael
- In:
Applied mathematical finance
17
(
2010
)
5/6
,
pp. 519-551
Persistent link: https://www.econbiz.de/10008797230
Saved in:
10
On the relative efficiency of nth order and DARA stochastic dominance rules
Basso, Antonella
- In:
Applied mathematical finance
4
(
1997
)
4
,
pp. 207-222
Persistent link: https://www.econbiz.de/10001238759
Saved in:
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