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~subject:"Behavioural finance"
~subject:"Derivative"
~subject:"Black-Scholes-Modell"
~subject:"American option pricing"
~isPartOf:"Computational economics"
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Behavioural finance
Derivative
Black-Scholes-Modell
American option pricing
Option trading
29
Optionsgeschäft
29
Option pricing theory
27
Optionspreistheorie
27
Black-Scholes model
10
Stochastic process
9
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9
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9
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American option
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Option pricing
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American basket options
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American options
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Adl, A.
1
Aghdam, Y. Esmaeelzade
1
Ahmadian, D.
1
Ballestra, L. V.
1
Beheshti, M. Hossein
1
Casas, Isabel
1
Chen, Chien-Ming
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1
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Huh, Jeonggyu
1
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1
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1
Malek, Alaeddin
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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Veiga, Helena
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1
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Computational economics
The journal of futures markets
41
International journal of theoretical and applied finance
40
Journal of banking & finance
26
Review of derivatives research
26
Applied mathematical finance
23
The North American journal of economics and finance : a journal of financial economics studies
21
Quantitative finance
19
International journal of financial engineering
17
Wiley trading series
17
International review of economics & finance : IREF
16
Finance research letters
15
Journal of financial economics
15
The journal of derivatives : the official publication of the International Association of Financial Engineers
15
Journal of economic dynamics & control
14
Journal of mathematical finance
14
European journal of operational research : EJOR
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
The journal of computational finance
13
The journal of derivatives : JOD
12
The European journal of finance
11
Journal of financial markets
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Finance and stochastics
9
Review of quantitative finance and accounting
9
Risks : open access journal
9
International review of financial analysis
8
Journal of derivatives & hedge funds
8
Bloomberg financial series
7
Cogent economics & finance
7
Journal of risk and financial management : JRFM
7
Always learning
6
Annals of finance
6
Applied economics
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Applied financial economics
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Asia-Pacific financial markets
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ECONIS (ZBW)
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1
Valuation of standard call options using the Euler-Maruyama method with strong approximation
Suescún-Díaz, Daniel
;
Girón, Luis Eduardo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014327069
Saved in:
2
The convergence investigation of a numerical scheme for the tempered fractional black-scholes model arising European double barrier option
Aghdam, Y. Esmaeelzade
;
Mesgarani, H.
;
Adl, A.
;
Farnam, B.
- In:
Computational economics
61
(
2023
)
2
,
pp. 513-528
Persistent link: https://www.econbiz.de/10014228450
Saved in:
3
Option pricing by the Legendre wavelets method
Doostaki, Reza
;
Hosseini, Mohammad Mehdi
- In:
Computational economics
59
(
2022
)
2
,
pp. 749-773
Persistent link: https://www.econbiz.de/10013169051
Saved in:
4
Kelly-based options trading strategies on settlement date via supervised learning algorithms
Wu, Mu-En
;
Syu, Jia-Hao
;
Chen, Chien-Ming
- In:
Computational economics
59
(
2022
)
4
,
pp. 1627-1644
Persistent link: https://www.econbiz.de/10013262110
Saved in:
5
Exploring option pricing and hedging via volatility asymmetry
Casas, Isabel
;
Veiga, Helena
- In:
Computational economics
57
(
2021
)
4
,
pp. 1015-1039
Persistent link: https://www.econbiz.de/10012543248
Saved in:
6
A computational method based on the moving least-squares approach for pricing double barrier options in a time-fractional Black-Scholes model
Golbabai, Ahmad
;
Nikan, Omid
- In:
Computational economics
55
(
2020
)
1
,
pp. 119-141
Persistent link: https://www.econbiz.de/10012222594
Saved in:
7
Static hedges of barrier options under fast mean-reverting stochastic volatility
Huh, Jeonggyu
;
Jeon, Jaegi
;
Ma, Yong-Ki
- In:
Computational economics
55
(
2020
)
1
,
pp. 185-210
Persistent link: https://www.econbiz.de/10012222596
Saved in:
8
About long-term cross-currency Bermuda swaption pricing
Erkan, Bünyamin
;
Prigent, Jean-Luc
- In:
Computational economics
56
(
2020
)
1
,
pp. 239-262
Persistent link: https://www.econbiz.de/10012272028
Saved in:
9
An efficient algorithm for options under Merton’s jump-diffusion model on nonuniform grids
Chen, Yingzi
;
Wang, Wansheng
;
Xiao, Aiguo
- In:
Computational economics
53
(
2019
)
4
,
pp. 1565-1591
Persistent link: https://www.econbiz.de/10012135577
Saved in:
10
A numerical method for discrete single barrier option pricing with time-dependent parameters
Farnoosh, Rahman
;
Rezazadeh, Hamidreza
;
Sobhani, Amirhossein
- In:
Computational economics
48
(
2016
)
1
,
pp. 131-145
Persistent link: https://www.econbiz.de/10011646608
Saved in:
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