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~subject:"Finanzmathematik"
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Search: subject_exact:"Black-Scholes-Modell"
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Finanzmathematik
Black-Scholes-Modell
952
Black-Scholes model
951
Option pricing theory
607
Optionspreistheorie
607
Volatility
353
Volatilität
353
Theorie
323
Theory
323
Option trading
287
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287
Stochastic process
220
Stochastischer Prozess
220
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173
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173
Hedging
98
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74
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73
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73
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59
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55
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55
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54
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53
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53
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32
Index-Futures
32
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31
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31
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30
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30
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30
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30
option pricing
30
ARCH model
28
ARCH-Modell
28
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27
Black-Scholes
27
Mathematical analysis
27
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27
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26
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Reyners, Sofie
2
Schoutens, Wim
2
Baños, D.
1
Benaim, S.
1
Bermin, Hans-Peter
1
Björk, Tomas
1
Bouleau, Nicolas
1
Chuang, Chienmin
1
Davis, Jesse
1
De Spiegeleer, Jan
1
Devos, Laurens
1
Duedahl, S.
1
Duran, Ahmet
1
Friz, P.
1
Hendriks, Sebas
1
Hult, Henrik
1
Madan, Dilip B.
1
Martini, Claude
1
Meyer-Brandis, T.
1
Neuenschwander, Daniel
1
Proske, Frank
1
Sircar, Kaushik Ronnie
1
Sturm, Stephan
1
Takahashi, Akihiko
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Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Finance and stochastics
2
The journal of computational finance
2
Asia-Pacific financial markets
1
Insurance / Mathematics & economics
1
International journal of financial engineering
1
Quantitative finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
13
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1
Gradient boosting for quantitative finance
Davis, Jesse
;
Devos, Laurens
;
Reyners, Sofie
;
Schoutens, Wim
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012544161
Saved in:
2
The extended SSVI volatility surface
Hendriks, Sebas
;
Martini, Claude
- In:
The journal of computational finance
22
(
2018/2019
)
5
,
pp. 25-39
Persistent link: https://www.econbiz.de/10012042223
Saved in:
3
Machine learning for quantitative finance : fast derivative pricing, hedging and fitting
De Spiegeleer, Jan
;
Madan, Dilip B.
;
Reyners, Sofie
; …
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1635-1643
Persistent link: https://www.econbiz.de/10012259802
Saved in:
4
The source of error behavior for the solution of Black-Scholes PDE by finite difference and finite element methods
Özer, H. Ünsal
;
Duran, Ahmet
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011923061
Saved in:
5
Computing deltas without derivatives
Baños, D.
;
Meyer-Brandis, T.
;
Proske, Frank
;
Duedahl, S.
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 509-549
Persistent link: https://www.econbiz.de/10011944403
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
From smile asymptotics to market risk measures
Sircar, Kaushik Ronnie
;
Sturm, Stephan
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 400-425
Persistent link: https://www.econbiz.de/10011350605
Saved in:
8
Valuation of perpetual strangles : a quasi-analytical approach
Chuang, Chienmin
- In:
The journal of derivatives : the official publication …
21
(
2013
)
1
,
pp. 64-72
Persistent link: https://www.econbiz.de/10010191934
Saved in:
9
Regular variation and smile asymptotics
Benaim, S.
;
Friz, P.
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10003818197
Saved in:
10
Retrieval of Black-Scholes and generalized Erlang models by perturbed observations at a fixed time
Neuenschwander, Daniel
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 453-458
Persistent link: https://www.econbiz.de/10003682579
Saved in:
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