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Optionsgeschäft
66
Option trading
65
Option pricing theory
61
Optionspreistheorie
61
Theorie
18
Theory
18
Stochastic process
16
Stochastischer Prozess
16
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13
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10
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10
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9
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barrier options
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stochastic volatility
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option pricing
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2
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2
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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
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1
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1
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1
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1
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Always learning
The journal of computational finance
The journal of futures markets
189
International journal of theoretical and applied finance
111
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
Applied mathematical finance
54
Quantitative finance
54
Finance research letters
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International review of financial analysis
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Wiley trading series
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Asia-Pacific financial markets
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Applied economics
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Swiss Finance Institute Research Paper
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Risks : open access journal
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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51
Fast and accurate valuation of American barrier options
AitSahlia, Farid
;
Imhof, Lorens
;
Lai, Tze Leung
- In:
The journal of computational finance
7
(
2003
)
1
,
pp. 129-145
Persistent link: https://www.econbiz.de/10001805467
Saved in:
52
Fast fourier transform for discrete Asian options
Benhamou, Eric
- In:
The journal of computational finance
6
(
2002
)
1
,
pp. 49-68
Persistent link: https://www.econbiz.de/10001704741
Saved in:
53
Pricing Asian and basket options via Taylor expansion
Ju, Nengjiu
- In:
The journal of computational finance
5
(
2002
)
3
,
pp. 79-103
Persistent link: https://www.econbiz.de/10001695286
Saved in:
54
Static replication of barrier options : some general results
Andersen, Leif B. G.
;
Andreasen, Jesper Fredborg
; …
- In:
The journal of computational finance
5
(
2002
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001695829
Saved in:
55
Pricing moving average barrier options
Heritage, J. P.
- In:
The journal of computational finance
5
(
2002
)
4
,
pp. 51-67
Persistent link: https://www.econbiz.de/10001695833
Saved in:
56
A new integral representation of the early exercise boundary for American put options
Little, Thomas
;
Pant, Vijay
;
Hou, Chunli
- In:
The journal of computational finance
3
(
2000
)
3
,
pp. 73-96
Persistent link: https://www.econbiz.de/10001517427
Saved in:
57
On the valuation of double-barrier options : computational aspects
Schröder, Michael
- In:
The journal of computational finance
3
(
2000
)
4
,
pp. 5-33
Persistent link: https://www.econbiz.de/10001517429
Saved in:
58
Pricing discretely monitored barrier options
Sullivan, Michael A.
- In:
The journal of computational finance
3
(
2000
)
4
,
pp. 35-52
Persistent link: https://www.econbiz.de/10001517430
Saved in:
59
Pricing continuous Asian options : a comparison of Monte Carlo and Laplace transform inversion methods
Fu, Michael
;
Madan, Dilip B.
;
Wang, Tong
- In:
The journal of computational finance
2
(
1998/1999
)
2
,
pp. 49-74
Persistent link: https://www.econbiz.de/10001633397
Saved in:
60
Discrete Asian barrier options
Zvan, R.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
The journal of computational finance
3
(
1999
)
1
,
pp. 41-67
Persistent link: https://www.econbiz.de/10001517411
Saved in:
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