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~isPartOf:"Asia-Pacific financial markets"
~subject:"Black-Scholes-Modell"
~subject:"Derivative"
~subject:"Kreditrisiko"
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Black-Scholes-Modell
Derivative
Kreditrisiko
Option pricing theory
77
Optionspreistheorie
77
Theorie
26
Theory
26
Stochastic process
24
Stochastischer Prozess
24
Option trading
22
Optionsgeschäft
22
Volatility
22
Volatilität
22
Black-Scholes model
18
Yield curve
14
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11
Derivat
9
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Japan
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Option pricing
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Schätztheorie
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Credit derivative
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4
Devisenoption
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4
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Takahashi, Akihiko
3
Fujita, Takahiko
2
Hui, Cho H.
2
Kariya, Takeaki
2
Kim, Yong-jin
2
Platen, Eckhard
2
Takaoka, Koichiro
2
Tanokura, Yoko
2
Yamamura, Yoshiro
2
Ševčovič, Daniel
2
Abramov, Vyacheslav M.
1
Baldeaux, Jan
1
Batten, Jonathan A.
1
Chung, Tsz-kin
1
Dong, Yinghui
1
Fujii, Masaaki
1
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1
Grossinho, Maria do Rosário
1
Heath, David C.
1
Ishimura, Naoyuki
1
Ji, Qin
1
Johnson, Brock N.
1
Kagenishi, Yoshiteru
1
Kawanishi, Yasuhiro
1
Klebaner, Fima C.
1
Kord, Yaser
1
Kunitomo, Naoto
1
Kwok, Yue-Kuen
1
Leung, Kwai Sun
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1
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1
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1
Lo, C. F.
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Lo, Chi-fai
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Ma, Jun Mei
1
Madan, Dilip B.
1
Meng, Li
1
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1
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Asia-Pacific financial markets
International journal of theoretical and applied finance
211
The journal of futures markets
117
Journal of banking & finance
112
Applied mathematical finance
103
Review of derivatives research
82
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Quantitative finance
72
The journal of computational finance
64
The journal of derivatives : the official publication of the International Association of Financial Engineers
60
Finance and stochastics
54
Finance research letters
52
The North American journal of economics and finance : a journal of financial economics studies
52
International review of financial analysis
51
Journal of mathematical finance
51
The European journal of finance
50
Computational economics
46
International journal of financial engineering
46
Journal of financial economics
46
European journal of operational research : EJOR
44
Journal of economic dynamics & control
42
The journal of fixed income
39
International review of economics & finance : IREF
36
Research paper series / Swiss Finance Institute
35
Risks : open access journal
33
Review of quantitative finance and accounting
32
The journal of credit risk : published quarterly by Incisive Media
31
Journal of econometrics
29
Journal of financial stability
29
Journal of risk and financial management : JRFM
29
Management science : journal of the Institute for Operations Research and the Management Sciences
29
SpringerLink / Bücher
29
Applied economics
27
Economic modelling
27
Journal of international financial markets, institutions & money
27
The journal of derivatives : JOD
27
Journal of empirical finance
26
Energy economics
25
The review of financial studies
24
Insurance / Mathematics & economics
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ECONIS (ZBW)
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1
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
Saved in:
2
The end of the month
option
and other embedded options in futures contracts
Lindensjö, Kristoffer
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 69-83
Persistent link: https://www.econbiz.de/10011619869
Saved in:
3
Commodity spread
option
with cointegration
Nakajima, Katsushi
;
Ōhashi, Kazuhiko
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011619864
Saved in:
4
A new type of barrier options : lizard
option
Kawanishi, Yasuhiro
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10010511547
Saved in:
5
Analysis of the nonlinear
option
pricing model under variable transaction costs
Ševčovič, Daniel
;
Žitňanská, Magdaléna
- In:
Asia-Pacific financial markets
23
(
2016
)
2
,
pp. 153-174
Persistent link: https://www.econbiz.de/10011619901
Saved in:
6
An asymptotic expansion for forward-backward SDEs : a malliavin calculus approach
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 337-373
Persistent link: https://www.econbiz.de/10011619975
Saved in:
7
Credit derivative evaluation and CVA under the benchmark approach
Baldeaux, Jan
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 305-331
Persistent link: https://www.econbiz.de/10011524811
Saved in:
8
Edokko options : a new framework of barrier options
Fujita, Takahiko
;
Miura, Ryozo
- In:
Asia-Pacific financial markets
9
(
2002
)
2
,
pp. 141-151
Persistent link: https://www.econbiz.de/10001758329
Saved in:
9
Evaluation of the Asian
option
by the dual martingale measure
Shirakawa, Hiroshi
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 183-194
Persistent link: https://www.econbiz.de/10001449324
Saved in:
10
Measuring credit risk of individual corporate bonds in US energy sector
Kariya, Takeaki
;
Tanokura, Yoko
;
Takada, Hideyuki
; …
- In:
Asia-Pacific financial markets
23
(
2016
)
3
,
pp. 229-262
Persistent link: https://www.econbiz.de/10011619917
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