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~isPartOf:"Applied mathematical finance"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
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Behavioural finance
Black-Scholes model
Index futures
Option trading
54
Optionsgeschäft
54
Option pricing theory
51
Optionspreistheorie
51
Volatility
24
Volatilität
24
Derivat
16
Derivative
16
Stochastic process
14
Stochastischer Prozess
14
Black-Scholes-Modell
11
Theorie
10
Theory
10
Experiment
8
Hedging
5
implied volatility
5
stochastic volatility
5
Risiko
3
Risk
3
Estimation
2
European options
2
Großbritannien
2
Lévy processes
2
Market models
2
Neural networks
2
Neuronale Netze
2
Option pricing
2
Schätzung
2
Simulation
2
Swap
2
United Kingdom
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VIX
2
VIX options
2
barrier options
2
hedging
2
jump-diffusion
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no-arbitrage
2
optimal stopping
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Albrecher, H.
1
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1
Borovykh, Anastasia
1
Buff, Robert
1
Chang, Ming-Chi
1
Cohen, Samuel N.
1
Duck, Peter W.
1
Evatt, Geoffrey W.
1
Figueroa-López, José E.
1
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Gong, Ruoting
1
Goutte, Stéphane
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Houdré, Christian
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Ismail, Amine
1
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Kijima, Masaaki
1
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Leitao, Álvaro
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Liu, Shuaiqiang
1
Mayer, Philipp
1
Oosterlee, Cornelis Willebrordus
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Pham, Huyên
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Pirjol, Dan
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Reisinger, Christoph
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Sheu, Yuan-Chung
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Applied mathematical finance
The journal of futures markets
26
International journal of theoretical and applied finance
25
Journal of banking & finance
20
Wiley trading series
18
Review of derivatives research
16
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
Computational economics
11
International review of economics & finance : IREF
11
International journal of financial engineering
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The journal of computational finance
10
Quantitative finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
Finance research letters
8
Journal of economic dynamics & control
8
Journal of mathematical finance
8
Applied economics
7
Bloomberg financial series
7
Research paper series / Swiss Finance Institute
7
Finance and stochastics
6
International review of financial analysis
6
Journal of derivatives & hedge funds
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Review of quantitative finance and accounting
6
Swiss Finance Institute Research Paper
6
Journal of empirical finance
5
Journal of financial and quantitative analysis : JFQA
5
Journal of financial economics
5
Pacific-Basin finance journal
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
The review of financial studies
5
Theoretical economics letters
5
Asia-Pacific financial markets
4
Asia-Pacific journal of financial studies
4
Cogent economics & finance
4
Finanzmarkt und Portfolio-Management
4
International journal of theoretical and applied finance : IJTAF
4
Journal of econometrics
4
Journal of financial markets
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ECONIS (ZBW)
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1
On a neural network to extract implied information from american options
Liu, Shuaiqiang
;
Leitao, Álvaro
;
Borovykh, Anastasia
; …
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 449-475
Persistent link: https://www.econbiz.de/10013411712
Saved in:
2
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:
3
American strangle options
Qiu, Shi
- In:
Applied mathematical finance
27
(
2020
)
3
,
pp. 228-263
Persistent link: https://www.econbiz.de/10012315168
Saved in:
4
Short maturity forward start Asian options in local volatility models
Pirjol, Dan
;
Wang, Jing
;
Zhu, Lingjiong
- In:
Applied mathematical finance
26
(
2019
)
3
,
pp. 187-221
Persistent link: https://www.econbiz.de/10012210271
Saved in:
5
Regime-switching stochastic volatility model : estimation and calibration to VIX options
Goutte, Stéphane
;
Ismail, Amine
;
Pham, Huyên
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 38-75
Persistent link: https://www.econbiz.de/10011746993
Saved in:
6
Robust barrier option pricing by frame projection under exponential Lévy dynamics
Kirkby, J. Lars
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 337-386
Persistent link: https://www.econbiz.de/10011815237
Saved in:
7
Third-order short-time expansions for close-to-the-money option prices under the CGMY model
Figueroa-López, José E.
;
Gong, Ruoting
;
Houdré, Christian
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 547-574
Persistent link: https://www.econbiz.de/10011815299
Saved in:
8
Pricing perpetual American compound options under a matrix-exponential jump-diffusion model
Chang, Ming-Chi
;
Sheu, Yuan-Chung
;
Tsai, Ming-Yao
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 553-575
Persistent link: https://www.econbiz.de/10011490624
Saved in:
9
Perpetual options on multiple underlyings
Duck, Peter W.
;
Evatt, Geoffrey W.
;
Johnson, Paul V.
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 174-200
Persistent link: https://www.econbiz.de/10010352003
Saved in:
10
An extension of the chaos expansion approximation for the pricing of exotic basket options
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10010352010
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