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~isPartOf:"Applied mathematical finance"
~subject:"Option pricing theory"
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Option pricing theory
Derivat
79
Derivative
79
Optionspreistheorie
67
Theorie
32
Theory
32
Stochastic process
30
Stochastischer Prozess
30
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Benth, Fred Espen
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3
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2
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2
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2
Nejad, Sina
2
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2
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Applied mathematical finance
International journal of theoretical and applied finance
116
The journal of futures markets
71
Review of derivatives research
60
Journal of banking & finance
55
The journal of computational finance
48
Quantitative finance
46
The journal of derivatives : the official publication of the International Association of Financial Engineers
40
Journal of mathematical finance
37
International journal of financial engineering
33
European journal of operational research : EJOR
32
Mathematical finance : an international journal of mathematics, statistics and financial theory
32
Finance and stochastics
29
Energy economics
26
Journal of economic dynamics & control
25
Risks : open access journal
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of finance : the journal of the American Finance Association
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Finance research letters
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The journal of derivatives : JOD
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The review of financial studies
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Journal of econometrics
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SpringerLink / Bücher
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International review of economics & finance : IREF
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International review of financial analysis
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NBER working paper series
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Computational economics
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Applied economics letters
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Insurance / Mathematics & economics
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Journal of financial economics
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Research paper series / Swiss Finance Institute
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Wiley finance series
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Applied economics
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NBER Working Paper
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SFB 649 discussion paper
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Working paper / National Bureau of Economic Research, Inc.
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Annals of finance
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Journal of risk and financial management : JRFM
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1
Eurodollar
futures
pricing in log-normal interest rate models in discrete time
Pirjol, Dan
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 445-464
Persistent link: https://www.econbiz.de/10011704268
Saved in:
2
A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power
futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
Saved in:
3
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:
4
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:
5
Hybrid Lévy models : design and computational aspects
Eberlein, Ernst
;
Rudmann, Marcus
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 533-556
Persistent link: https://www.econbiz.de/10012129180
Saved in:
6
A multiple curve Lévy swap market model
Eberlein, Ernst
;
Gerhart, Christoph
; …
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 396-421
Persistent link: https://www.econbiz.de/10012501623
Saved in:
7
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:
8
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:
9
Liquidity costs : a new numerical methodology and an empirical study
Michel, Christophe
;
Reutenauer, Victor
;
Talay, Denis
; …
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 57-79
Persistent link: https://www.econbiz.de/10011546989
Saved in:
10
Counterparty credit exposures for interest rate derivatives using the stochastic grid bundling method
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 175-196
Persistent link: https://www.econbiz.de/10011704227
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