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~isPartOf:"Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference"
~subject:"Preistheorie"
~subject:"Volatilität"
~type_genre:"Book section"
~type_genre:"Festschrift"
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
Probleme der unvollkommenen Konkurrenz
6
Frontiers in quantitative finance : volatility and credit risk modeling
5
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
4
Financial engineering
4
Documents from F. Taylor Ostrander
3
Histoire des représentations du marché : Xe colloque, l'Association Charles Gide pour l'Etude de la Pensée Economique ; [Colloque ... Consacré au Thème Histoire des Représentations du Marché, qui s'est tenu à Grenoble les 23 - 25 septembre 2003]
3
La formation des grandeurs économiques
3
Pricing tactics, strategies, and outcomes ; Vol. 1
3
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
3
The Oxford handbook of pricing management
3
(1982). - 604 S. - Enth. 32 Beitr.
2
Agreement on demand : consumer theory in the twentieth century ; [2005 HOPE conference, "Agreement on Demand", held 22 - 24 April in Durham]
2
Application of operations research to financial markets
2
Applied quantitative finance
2
Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
2
Cahiers d'économie politique ; 52
2
Contemporary quantitative finance : essays in honour of Eckhard Platen
2
Contributions to accounting and finance : essays in honour of Paavo Yli-Olli
2
Current topics in quantitative finance : with 23 tables
2
Essays in systematic asset pricing
2
Essays on Keynes, Harrod and Kalecki : theory and policy in an historical context
2
Forecasting volatility in the financial markets
2
Handbook of financial time series
2
Handbook of pricing research in marketing
2
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
2
Handbook of the equity risk premium
2
Innovation in pricing : contemporary theories and best practices
2
Money, finance and crises in economic history : the long-term impact of economic ideas ; essays in honour of Maria Cristina Marcuzzo
2
Network connectivity, systematic and systemic risk
2
New perspectives on political economy and its history
2
Operations research proceedings 1999 : selected papers of the Symposium on Operations Research (SOR '99), Magdeburg, September 1 - 3, 1999
2
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
2
Risk management and value : valuation and asset price
2
Sraffa and modern economics ; Vol. 2
2
The Economic Theory of Costs : foundations and new directions
2
The handbook of commodity investing
2
Valuation, financial modeling, and quantitative tools
2
Wirtschaftliche Dynamik und technischer Wandel : [Alfred E. Ott zum 60. Geburtstag]
2
Économie, mathématique et histoire : hommage à Christian Bidard ; homme libre toujours tu chériras la mer
2
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1
Probability-free models in option
pricing
: statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
- In:
Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
Saved in:
2
A general theory of option
pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
Saved in:
3
Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
Persistent link: https://www.econbiz.de/10014366596
Saved in:
4
Cumulant formulas for implied volatility
Lee, Roger
- In:
Options - 45 years since the publication of the …
,
(pp. 185-193)
.
2023
Persistent link: https://www.econbiz.de/10014366604
Saved in:
5
Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
- In:
Options - 45 years since the publication of the …
,
(pp. 195-212)
.
2023
Persistent link: https://www.econbiz.de/10014366651
Saved in:
6
How good is Black-Scholes-Merton, really?
Wilmott, Paul
- In:
Options - 45 years since the publication of the …
,
(pp. 17-27)
.
2023
Persistent link: https://www.econbiz.de/10014366584
Saved in:
7
Probabilistic interpretation of Black implied volatility
Carr, Peter
;
Wu, Liuren
;
Zhang, Yuzhao
- In:
Options - 45 years since the publication of the …
,
(pp. 29-46)
.
2023
Persistent link: https://www.econbiz.de/10014366585
Saved in:
8
Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
- In:
Options - 45 years since the publication of the …
,
(pp. 89-125)
.
2023
Persistent link: https://www.econbiz.de/10014366595
Saved in:
9
The smile of stochastic volatility models
Guyon, Julien
- In:
Options - 45 years since the publication of the …
,
(pp. 213-233)
.
2023
Persistent link: https://www.econbiz.de/10014366652
Saved in:
10
A neural network approach to understanding implied volatility movements
Cao, Jay
;
Chen, Jacky
;
Hull, John
- In:
Options - 45 years since the publication of the …
,
(pp. 235-256)
.
2023
Persistent link: https://www.econbiz.de/10014366653
Saved in:
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