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Search: subject:"Option"
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Option pricing theory
19
Optionspreistheorie
19
Option trading
7
Optionsgeschäft
7
Stochastic process
6
Stochastischer Prozess
6
Derivat
5
Derivative
5
Asymptotic expansion
4
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Black-Scholes model
3
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Option pricing
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Risikoprämie
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Takahashi, Akihiko
5
Fujii, Masaaki
3
Kariya, Takeaki
2
Sato, Seisho
2
Tanokura, Yoko
2
Yamamura, Yoshiro
2
Ševčovič, Daniel
2
Asiimwe, Pious
1
Baldeaux, Jan
1
Grossinho, Maria do Rosário
1
Hishida, Yuji
1
Ida, Yuuki
1
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1
Kinoshita, Tsuyoshi
1
Kord, Yaser
1
Lindensjö, Kristoffer
1
Lu, Shan
1
Mahera, Charles Wilson
1
Menoukeu-Pamen, Oliver
1
Nakajima, Katsushi
1
Nishimura, Kiyohiko G.
1
Okumura, Toshiki
1
Platen, Eckhard
1
Prayoga, Adrian
1
Privault, Nicolas
1
Saito, Taiga
1
Takada, Hideyuki
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Takahashi, Masayuki
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Thoednithi, Kirati
1
Wang, Zhu
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Yamada, Toshihiro
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Asia-Pacific financial markets
Quantitative finance
184
International journal of theoretical and applied finance
159
Finance research letters
127
Journal of banking & finance
123
International journal of financial engineering
103
The North American journal of economics and finance : a journal of financial economics studies
103
The journal of futures markets
97
European journal of operational research : EJOR
95
The journal of computational finance
89
Computational economics
84
International Journal of Theoretical and Applied Finance (IJTAF)
80
Insurance / Mathematics & economics
79
SpringerLink / Bücher
73
Applied mathematical finance
72
Review of derivatives research
69
Journal of mathematical finance
68
International review of economics & finance : IREF
67
Finance and stochastics
66
Discussion paper / Centre for Economic Policy Research
64
Journal of financial economics
63
Physica A: Statistical Mechanics and its Applications
62
International review of financial analysis
60
Journal of economic dynamics & control
56
Management science : journal of the Institute for Operations Research and the Management Sciences
55
Applied Mathematical Finance
52
Applied economics
52
Energy economics
50
Review of quantitative finance and accounting
48
The European journal of finance
46
Review of Derivatives Research
45
Working paper / National Bureau of Economic Research, Inc.
45
Management Science
43
Journal of empirical finance
42
The journal of corporate finance : contracting, governance and organization
41
Research paper series / Swiss Finance Institute
39
The review of financial studies
39
Economic modelling
37
Finance and Stochastics
37
The journal of derivatives : JOD
37
Journal of econometrics
36
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ECONIS (ZBW)
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1
A numerical scheme for expectations with first hitting time to smooth boundary
Hishida, Yuji
;
Ishigaki, Yuta
;
Okumura, Toshiki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 553-565
Persistent link: https://www.econbiz.de/10012309819
Saved in:
2
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
Saved in:
3
The end of the month
option
and other embedded options in futures contracts
Lindensjö, Kristoffer
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 69-83
Persistent link: https://www.econbiz.de/10011619869
Saved in:
4
Optimal hedging of basket barrier options with additive models and its application to equity value separation problem
Yamada, Yuji
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011742282
Saved in:
5
Pricing CIR yield options by conditional moment matching
Prayoga, Adrian
;
Privault, Nicolas
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 19-38
Persistent link: https://www.econbiz.de/10011742283
Saved in:
6
Commodity spread
option
with cointegration
Nakajima, Katsushi
;
Ōhashi, Kazuhiko
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011619864
Saved in:
7
An FBSDE approach to American
option
pricing with an interacting particle method
Fujii, Masaaki
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 239-260
Persistent link: https://www.econbiz.de/10011524808
Saved in:
8
Pricing foreign exchange options under intervention by absorption modeling
Saito, Taiga
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10011619875
Saved in:
9
Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs
Fujii, Masaaki
;
Takahashi, Akihiko
;
Takahashi, Masayuki
- In:
Asia-Pacific financial markets
26
(
2019
)
3
,
pp. 391-408
Persistent link: https://www.econbiz.de/10012309704
Saved in:
10
Testing the predictive ability of corridor implied volatility under GARCH models
Lu, Shan
- In:
Asia-Pacific financial markets
26
(
2019
)
2
,
pp. 129-168
Persistent link: https://www.econbiz.de/10012308051
Saved in:
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