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~person:"Zanette, Antonino"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
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Behavioural finance
Black-Scholes model
Index futures
Option trading
11
Optionsgeschäft
11
Option pricing theory
10
Optionspreistheorie
10
Black-Scholes-Modell
5
American options
3
Hedging
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Monte Carlo simulation
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Stochastischer Prozess
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Volatility
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Volatilität
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tree methods
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(B) finance
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Artificial intelligence
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Binomial methods
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Binomial tree
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Binomial tree method
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Combinatorial formulas
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Cox-Ingersoll-Ross model
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Dividend
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Dividende
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EU countries
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EU-Staaten
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European and American options
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Exact integration
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Gauss-Hermite quadrature
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Gaussian process regression
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Interest rate
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Künstliche Intelligenz
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Machine learning
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Moving average options
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Multi-dimensional Black-Scholes model
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ParAsian options
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Zanette, Antonino
Thomsett, Michael C.
12
Ryu, Doojin
11
Perrakis, Stylianos
9
Bernales, Alejandro
7
Zhang, Jin E.
7
Choy, Siu Kai
5
Cici, Gjergji
5
Constantinides, George M.
5
Gehricke, Sebastian A.
5
Jackwerth, Jens Carsten
5
Kühn, Christoph
5
Orosi, Greg
5
Palacios, Luis-Felipe
5
Singh, Vipul Kumar
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Wystup, Uwe
5
Alexander, Carol
4
Andersen, Torben
4
Chance, Don M.
4
Czerwonko, Michal
4
Fodor, Andy
4
Fusai, Gianluca
4
Fusari, Nicola
4
Griebsch, Susanne
4
Heston, Steven L.
4
Kang, Jangkoo
4
Kim, Sol
4
Ko, Bangwon
4
Kōnstantinidēs, Giōrgos
4
Lee, Hangsuck
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Levy, Jared
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Lieberman, Offer
4
Lung, Peter P.
4
Muravyev, Dmitriy
4
Ofek, Eli
4
Phillips, Peter C. B.
4
Pirjol, Dan
4
Shaikh, Imlak
4
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4
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Computational Management Science : CMS
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
IMA journal of management mathematics
1
International journal of theoretical and applied finance
1
Quantitative finance
1
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ECONIS (ZBW)
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1
Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 573-591
Persistent link: https://www.econbiz.de/10012194908
Saved in:
2
Fast binomial procedures for pricing Parisian/ParAsian options
Gaudenzi, Marcellino
;
Zanette, Antonino
- In:
Computational Management Science : CMS
14
(
2017
)
3
,
pp. 313-331
Persistent link: https://www.econbiz.de/10011710827
Saved in:
3
A robust tree method for pricing American options with the Cox-Ingersoll-Ross interest rate model
Appolloni, Elisa
;
Caramellino, Lucia
;
Zanette, Antonino
- In:
IMA journal of management mathematics
26
(
2015
)
4
,
pp. 377-401
Persistent link: https://www.econbiz.de/10011515669
Saved in:
4
A moments and strike matching binominal algorithm for pricing American put options
Jourdain, Benjamin
;
Zanette, Antonino
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10003771585
Saved in:
5
Adaptive finite element methods for local volatility European option pricing
Ern, Alexandre
;
Villeneuve, Stéphane
;
Zanette, Antonino
- In:
International journal of theoretical and applied finance
7
(
2004
)
6
,
pp. 659-684
Persistent link: https://www.econbiz.de/10002200623
Saved in:
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