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~isPartOf:"Always learning"
~isPartOf:"The journal of computational finance"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Optionsgeschäft
100
Option trading
99
Option pricing theory
82
Optionspreistheorie
82
Volatility
25
Volatilität
25
Theorie
24
Theory
24
Derivat
22
Derivative
22
Stochastic process
19
Hedging
15
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12
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barrier options
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stochastic volatility
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American options
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Asian options
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Numerical analysis
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Options
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Kirkby, J. Lars
3
Bain, Alan
1
Bojarčenko, Svetlana I.
1
Burkovska, Olena
1
Chen, Son-nan
1
Chevalier, Etienne
1
Crocce, Fabián
1
Drimus, Gabriel
1
Escobar, Marcos
1
Farkas, Walter
1
Glau, Kathrin
1
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1
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1
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1
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1
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1
Levendorskij, Sergej Z.
1
Li, Zhe
1
Lin, Anchor Y.
1
Lin, Yueh-neng
1
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1
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1
Mahlstedt, Mirco
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Panz, Sven
1
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Privault, Nicolas
1
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1
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Always learning
The journal of computational finance
International review of economics & finance : IREF
International journal of theoretical and applied finance
28
Quantitative finance
21
Applied mathematical finance
14
The journal of futures markets
13
Journal of economic dynamics & control
11
Finance and stochastics
10
Review of derivatives research
10
Computational economics
9
European journal of operational research : EJOR
9
International journal of financial engineering
9
The North American journal of economics and finance : a journal of financial economics studies
9
Finance research letters
8
Journal of banking & finance
8
Journal of econometrics
8
Journal of mathematical finance
8
Annals of finance
7
Insurance / Mathematics & economics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Operations research
5
Operations research letters
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Research paper series / Swiss Finance Institute
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Asia-Pacific financial markets
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Economic modelling
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Risks : open access journal
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The journal of derivatives : JOD
4
Advanced series on statistical science & applied probability
3
Applied economics
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Applied financial economics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Journal of financial economics
3
Journal of risk and financial management : JRFM
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Mathematical methods of operations research
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Swiss Finance Institute Research Paper
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The European journal of finance
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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ECONIS (ZBW)
19
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1
The CTMC–Heston model : calibration and exotic option pricing with SWIFT
Leitao, Álvaro
;
Kirkby, J. Lars
;
Ortiz-Garcia, Luis
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 71-114
Persistent link: https://www.econbiz.de/10012544164
Saved in:
2
Calibration of local-stochastic and path-dependent volatility models to vanilla and no-touch options
Bain, Alan
;
Mariapragassam, Matthieu
;
Reisinger, Christoph
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 115-161
Persistent link: https://www.econbiz.de/10012544167
Saved in:
3
High-order approximations to call option prices in the Heston model
Gulisashvili, Archil
;
Lagunas-Merino, Marc
;
Merino, Raúl
; …
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012421960
Saved in:
4
Pricing multiple barrier derivatives under stochastic volatility
Escobar, Marcos
;
Panz, Sven
;
Zagst, Rudi
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012543622
Saved in:
5
Complexity reduction for calibration to American options
Burkovska, Olena
;
Glau, Kathrin
;
Mahlstedt, Mirco
; …
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 25-60
Persistent link: https://www.econbiz.de/10012064981
Saved in:
6
Path-dependent American options
Chevalier, Etienne
;
Ly Vath, Vathana
;
Mnif, Mohamed
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 61-95
Persistent link: https://www.econbiz.de/10012064988
Saved in:
7
Pricing discrete barrier options under jump-diffusion model with liquidity risk
Li, Zhe
;
Zhang, Wei-guo
;
Liu, Yong-Jun
;
Zhang, Yue
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 347-368
Persistent link: https://www.econbiz.de/10012202898
Saved in:
8
Pricing and hedging barrier options under a Markov-modulated double exponential jump diffusion-CIR model
Chen, Son-nan
;
Hsu, Pao-Peng
- In:
International review of economics & finance : IREF
56
(
2018
),
pp. 330-346
Persistent link: https://www.econbiz.de/10012033703
Saved in:
9
Hedging of options in the presence of jump clustering
Hainaut, Donatien
;
Moraux, Franck
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011988188
Saved in:
10
American and exotic option pricing with jump diffusions and other Lévy processes
Kirkby, J. Lars
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 89-148
Persistent link: https://www.econbiz.de/10011988194
Saved in:
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