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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Option pricing theory
4
Option trading
4
Optionsgeschäft
4
Optionspreistheorie
4
Stochastic process
3
Stochastischer Prozess
3
barrier options
2
American option
1
Arbitrage
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Black-Scholes model
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Black-Scholes-Modell
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Credit derivative
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Credit risk
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Derivat
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Derivative
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Experiment
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Hedging
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Kreditderivat
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Kreditrisiko
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Legendre-Fenchel transformation
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Lévy processes
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Malliavin calculus
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Portfolio selection
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Portfolio-Management
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Skorokhod embedding
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Swap
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Transaktionskosten
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Volatility
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Volatilität
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Wiener-Hopf factorization
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Yield curve
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Zins
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Zinsstruktur
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convex conjugate
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credit default swaps
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illiquid markets
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model-independent arbitrage
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optimal execution
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Alòs, Elisa
1
Bojarčenko, Svetlana I.
1
Chen, Zhanyu
1
Cox, Alexander M. G.
1
Guéant, Olivier
1
Hoeggerl, Christoph
1
Levendorskij, Sergej Z.
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Pu, Jiang
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Rheinländer, Thorsten
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
55
Quantitative finance
45
Finance research letters
41
The North American journal of economics and finance : a journal of financial economics studies
39
International journal of theoretical and applied finance
37
Journal of banking & finance
32
Review of derivatives research
31
International journal of financial engineering
28
The journal of computational finance
26
International review of economics & finance : IREF
24
Computational economics
19
European journal of operational research : EJOR
19
Applied mathematical finance
18
Journal of economic dynamics & control
18
Journal of financial economics
18
Journal of financial markets
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
The journal of derivatives : JOD
17
International review of financial analysis
15
Journal of mathematical finance
14
Applied economics
13
Journal of financial and quantitative analysis : JFQA
13
Discussion paper / Centre for Economic Policy Research
11
Finance and stochastics
11
The European journal of finance
11
Theoretical economics letters
11
Annals of finance
10
The journal of asset management
10
Applied economics letters
9
Energy economics
9
Research paper series / Swiss Finance Institute
9
Review of quantitative finance and accounting
9
SpringerLink / Bücher
9
Working paper / National Bureau of Economic Research, Inc.
9
Insurance / Mathematics & economics
8
Journal of econometrics
8
Journal of empirical finance
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
The review of financial studies
8
Asia-Pacific financial markets
7
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Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
2
Efficent pricing of barrier options and credit default swapts in Lévy models with stochastic interest rate
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1089-1123
Persistent link: https://www.econbiz.de/10011765022
Saved in:
3
Model-independent no-arbitrage conditions on American put options
Cox, Alexander M. G.
;
Hoeggerl, Christoph
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 431-458
Persistent link: https://www.econbiz.de/10011577173
Saved in:
4
Valuation of barrier options via a general self-duality
Alòs, Elisa
;
Chen, Zhanyu
;
Rheinländer, Thorsten
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 492-515
Persistent link: https://www.econbiz.de/10011583542
Saved in:
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