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~isPartOf:"Journal of economic dynamics & control"
~subject:"Option pricing"
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Search: subject_exact:"Contingent-claims approach"
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Option pricing
Option pricing theory
130
Optionspreistheorie
130
Theorie
38
Theory
38
Option trading
37
Optionsgeschäft
37
Stochastic process
37
Stochastischer Prozess
37
Volatility
35
Volatilität
35
Portfolio selection
22
Portfolio-Management
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Derivat
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Derivative
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Hedging
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CAPM
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Transaktionskosten
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Black-Scholes model
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Black-Scholes-Modell
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Monte Carlo simulation
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Statistical distribution
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Credit risk
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Kreditrisiko
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Real options analysis
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Realoptionsansatz
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Risikoprämie
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Risk premium
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Markov chain
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Markov-Kette
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Numerical analysis
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Li, Lingfei
2
Ballestra, Luca Vincenzo
1
Das, Sanjiv R.
1
Fabozzi, Frank J.
1
Guégan, Dominique
1
Ielpo, Florian
1
Jansen, Jeroen
1
Lalaharison, Hanjarivo
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Li, Jing
1
Lim, Dongjae
1
Linetsky, Vadim
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Pacelli, Graziella
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Zhang, Gongqiu
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Journal of economic dynamics & control
Quantitative finance
29
Computational economics
20
European journal of operational research : EJOR
17
Review of derivatives research
16
Finance research letters
10
The North American journal of economics and finance : a journal of financial economics studies
10
International journal of financial engineering
9
International journal of theoretical and applied finance
9
Journal of banking & finance
9
Finance and stochastics
6
Journal of econometrics
6
Review of quantitative finance and accounting
6
Asia-Pacific financial markets
5
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International review of financial analysis
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Economics letters
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International review of economics & finance : IREF
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Journal of empirical finance
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Mathematics and financial economics
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Annals of financial economics
2
Decisions in economics and finance : a journal of applied mathematics
2
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
2
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of international financial markets, institutions & money
2
Journal of property investment & finance
2
Mathematical finance
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Mathematical methods of operations research : ZOR
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Operations research letters
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Revista Brasileira de Finanças : RBFin
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The journal of asset management
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ECONIS (ZBW)
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1
Local volatility and the recovery rate of credit default swaps
Jansen, Jeroen
;
Das, Sanjiv R.
;
Fabozzi, Frank J.
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974230
Saved in:
2
Pure jump models for pricing and hedging VIX derivatives
Li, Jing
;
Li, Lingfei
;
Zhang, Gongqiu
- In:
Journal of economic dynamics & control
74
(
2017
),
pp. 28-55
Persistent link: https://www.econbiz.de/10011740472
Saved in:
3
Pricing European and American options with two stochastic factors : a highly efficient radial basis function approach
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
- In:
Journal of economic dynamics & control
37
(
2013
)
6
,
pp. 1142-1167
Persistent link: https://www.econbiz.de/10009740447
Saved in:
4
Option pricing with discrete time jump processes
Guégan, Dominique
;
Ielpo, Florian
;
Lalaharison, Hanjarivo
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2417-2445
Persistent link: https://www.econbiz.de/10010348134
Saved in:
5
Evaluating callable and putable bonds : an eigenfunction expansion approach
Lim, Dongjae
;
Li, Lingfei
;
Linetsky, Vadim
- In:
Journal of economic dynamics & control
36
(
2012
)
12
,
pp. 1888-1908
Persistent link: https://www.econbiz.de/10009701917
Saved in:
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