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~isPartOf:"Finance and stochastics"
~subject:"Financial analysis"
~subject:"Theory"
~subject:"Volatility"
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Search: subject_exact:"Derivatives Finanzinstrument"
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Financial analysis
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Derivat
45
Derivative
45
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Option pricing theory
20
Optionspreistheorie
20
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10
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Brigo, Damiano
2
Carr, Peter
2
Fouque, Jean-Pierre
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Frey, Rüdiger
2
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2
Nutz, Marcel
2
Sircar, Ronnie
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1
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1
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1
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Finance and stochastics
The journal of futures markets
170
International journal of theoretical and applied finance
94
Journal of banking & finance
83
Energy economics
56
Applied mathematical finance
38
Review of derivatives research
36
International review of financial analysis
35
The journal of finance : the journal of the American Finance Association
35
Mathematical finance : an international journal of mathematics, statistics and financial theory
34
Advances in futures and options research : a research annual
33
International review of economics & finance : IREF
33
Journal of financial and quantitative analysis : JFQA
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Finance research letters
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The European journal of finance
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The review of financial studies
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NBER working paper series
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Economics letters
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The journal of credit risk : published quarterly by Incisive Media
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The North American journal of economics and finance : a journal of financial economics studies
21
Working paper / National Bureau of Economic Research, Inc.
21
Journal of econometrics
19
Research in international business and finance
19
The journal of computational finance
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The journal of fixed income
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Applied economics
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Gabler Edition Wissenschaft
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International journal of financial engineering
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Review of quantitative finance and accounting
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ECONIS (ZBW)
33
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1
A risk-neutral equilibrium leading to uncertain volatility pricing
Muhle-Karbe, Johannes
;
Nutz, Marcel
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 281-295
Persistent link: https://www.econbiz.de/10011945712
Saved in:
2
Bounds for VIX futures given S&P 500 smiles
Guyon, Julien
;
Menegaux, Romain
;
Nutz, Marcel
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 593-630
Persistent link: https://www.econbiz.de/10011944412
Saved in:
3
On a Heath-Jarrow-Morton approach for stock options
Kallsen, Jan
;
Krühner, Paul
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 583-615
Persistent link: https://www.econbiz.de/10011418308
Saved in:
4
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
5
Bilateral credit valuation adjustment for large credit derivatives portfolios
Bo, Lijun
;
Capponi, Agostino
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 431-482
Persistent link: https://www.econbiz.de/10010340674
Saved in:
6
Optimal Portfolios in commodity futures markets
Benth, Fred Espen
;
Lempa, Jukka
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 407-430
Persistent link: https://www.econbiz.de/10010340676
Saved in:
7
Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering
Frey, Rüdiger
;
Schmidt, Thorsten
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 105-133
Persistent link: https://www.econbiz.de/10009423247
Saved in:
8
Pricing credit derivatives under incomplete information : a nonlinear-filtering approach
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 495-526
Persistent link: https://www.econbiz.de/10008823701
Saved in:
9
Stein's method and zero bias transformation for CDO tranche pricing
El Karoui, Nicole
;
Jiao, Y.
- In:
Finance and stochastics
13
(
2009
)
2
,
pp. 151-180
Persistent link: https://www.econbiz.de/10003939500
Saved in:
10
Interacting particle systems for the computation of rare credit portfolio losses
Carmona, René
;
Fouque, Jean-Pierre
;
Vestal, Douglas
- In:
Finance and stochastics
13
(
2009
)
4
,
pp. 613-633
Persistent link: https://www.econbiz.de/10003899538
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