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isPartOf:"Applied mathematical finance"
~subject:"European options"
~subject:"Estimation"
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European options
Estimation
Option trading
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Optionsgeschäft
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Option pricing theory
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Optionspreistheorie
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Volatility
24
Volatilität
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Derivat
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Derivative
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Stochastischer Prozess
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Black-Scholes model
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implied volatility
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stochastic volatility
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hedging
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Ismail, Amine
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Leung, Tim
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Pham, Huyên
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Applied mathematical finance
The journal of futures markets
17
Journal of banking & finance
9
Journal of financial economics
9
International review of economics & finance : IREF
7
Applied economics
6
The European journal of finance
6
Journal of financial markets
5
Quantitative finance
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Review of derivatives research
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Finance research letters
4
Journal of econometrics
4
Journal of international financial markets, institutions & money
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
CFS working paper series
3
International review of financial analysis
3
Journal of empirical finance
3
Risks : open access journal
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The journal of computational finance
3
The journal of finance : the journal of the American Finance Association
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Working paper
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Annals of finance
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Applied economics letters
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Asia-Pacific financial markets
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Discussion paper / Tinbergen Institute
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Financial innovation : FIN
2
International journal of theoretical and applied finance
2
Journal of derivatives & hedge funds
2
Journal of economic dynamics & control
2
Journal of financial and quantitative analysis : JFQA
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Research paper series / Swiss Finance Institute
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Review of quantitative finance and accounting
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School working papers / Accounting finance series / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
2
The journal of business : B
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Working paper / Centre for Financial Research
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Working paper / National Bureau of Economic Research, Inc.
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Arbitrage-free neural-SDE market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014390284
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2
Hedging option books using neural-sde market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 366-401
Persistent link: https://www.econbiz.de/10014323483
Saved in:
3
Regime-switching stochastic volatility model : estimation and calibration to VIX options
Goutte, Stéphane
;
Ismail, Amine
;
Pham, Huyên
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 38-75
Persistent link: https://www.econbiz.de/10011746993
Saved in:
4
Implied volatility of leveraged ETF options
Leung, Tim
;
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 162-188
Persistent link: https://www.econbiz.de/10010505139
Saved in:
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