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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Derivat"
~subject:"USA"
~type:"article"
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Search: subject_exact:"Option pricing theory"
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Derivat
USA
Option pricing theory
254
Optionspreistheorie
254
Theorie
184
Theory
184
Stochastic process
61
Stochastischer Prozess
61
Volatility
60
Volatilität
60
Hedging
39
Option trading
38
Optionsgeschäft
38
Yield curve
33
Zinsstruktur
33
Incomplete market
24
Unvollkommener Markt
24
Derivative
22
Portfolio selection
22
Portfolio-Management
22
CAPM
18
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Martingale
16
Black-Scholes model
14
Black-Scholes-Modell
14
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Monte Carlo simulation
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Search theory
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Suchtheorie
10
Markov chain
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Markov-Kette
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Analysis
7
Credit risk
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27
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Carr, Peter
2
Linetsky, Vadim
2
Ankirchner, Stefan
1
Arai, Takuji
1
Aïd, René
1
Bayraktar, Erhan
1
Biagini, Francesca
1
Björk, Tomas
1
Bossaerts, Peter L.
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Brigo, Damiano
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Campi, Luciano
1
Chang, Eric Chieh
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1
Fischer, Tom
1
Fukasawa, Masaaki
1
Gibson, Rajna
1
Gombani, Andrea
1
Gong, Ruoting
1
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1
Hillion, Pierre Henri
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Houdré, Christian
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Imkeller, Peter
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Kokholm, Thomas
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Pu, Jiang
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
105
The journal of futures markets
65
Applied mathematical finance
62
Review of derivatives research
50
Journal of banking & finance
42
Quantitative finance
41
The journal of derivatives : the official publication of the International Association of Financial Engineers
41
The journal of computational finance
38
European journal of operational research : EJOR
31
Journal of mathematical finance
31
The review of financial studies
31
The journal of finance : the journal of the American Finance Association
24
Energy economics
23
International journal of financial engineering
23
Finance and stochastics
22
Journal of financial economics
22
Journal of economic dynamics & control
21
Journal of financial and quantitative analysis : JFQA
20
Risks : open access journal
20
The journal of derivatives : JOD
20
The North American journal of economics and finance : a journal of financial economics studies
19
Insurance / Mathematics & economics
18
International review of economics & finance : IREF
18
Journal of econometrics
18
The European journal of finance
18
Computational economics
15
Finance research letters
15
International review of financial analysis
15
The journal of fixed income
14
Applied economics letters
13
Annals of finance
12
The journal of real estate finance and economics
12
Applied economics
11
Journal of risk and financial management : JRFM
11
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Real estate economics : journal of the American Real Estate and Urban Economics Association
10
American journal of agricultural economics
9
Asia-Pacific financial markets
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
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1
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
2
High-order short-time expansions for ATM option prices of exponential Lévy models
Figueroa-López, José E.
;
Gong, Ruoting
;
Houdré, Christian
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 516-557
Persistent link: https://www.econbiz.de/10011583594
Saved in:
3
Bessel processes, stochastic volatility, and timer options
Li, Chenxu
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 122-148
Persistent link: https://www.econbiz.de/10011550172
Saved in:
4
Convex risk measures for good deal bounds
Arai, Takuji
;
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10010484270
Saved in:
5
Black-scholes representation for Asian options
Večeř, Jan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 598-626
Persistent link: https://www.econbiz.de/10010485999
Saved in:
6
Pricing derivatives on multiscale diffusions : an eigenfunction expansion approach
Lorig, Matthew
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 331-363
Persistent link: https://www.econbiz.de/10010357372
Saved in:
7
Time-changed Ornstein-Uhlenbeck processes and their applications in commodity derivative models
Li, Lingfei
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 289-330
Persistent link: https://www.econbiz.de/10010357373
Saved in:
8
Game call options revisited
Yam, Sheung Chi Phillip
;
Yung, S. P.
;
Zhou, Wei
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 173-206
Persistent link: https://www.econbiz.de/10010256173
Saved in:
9
No-arbitrage pricing under systeme risk : accounting for cross-ownership
Fischer, Tom
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 97-124
Persistent link: https://www.econbiz.de/10010256220
Saved in:
10
Arbitrage-free multifactor term structure models : a theory based on stochastic control
Gombani, Andrea
;
Runggaldier, Wolfgang J.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 659-686
Persistent link: https://www.econbiz.de/10010187681
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