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~type:"article"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of computational finance"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Finanzmathematik
15
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15
Option pricing theory
10
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5
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5
Black-Scholes model
3
Black-Scholes-Modell
3
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Applied mathematical finance
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calibration
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Anlageverhalten
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Reyners, Sofie
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1
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Chourdakis, Kyriakos
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Coleman, Thomas F.
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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1
Lord, Roger
1
Madan, Dilip B.
1
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1
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1
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Quantitative finance
The journal of computational finance
Insurance / Mathematics & economics
17
Finance and stochastics
6
International journal of financial engineering
5
Astin bulletin : the journal of the International Actuarial Association
3
International journal of theoretical and applied finance
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Journal of mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Scandinavian actuarial journal
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Aspects of mathematical finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
2
Mathematics and financial economics
2
Mathematics of operations research
2
The European journal of finance
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Advanced mathematical methods for finance
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Annals of financial economics
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Asia-Pacific financial markets
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Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
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Computational methods in decision-making, economics and finance
1
Decisions in economics and finance : a journal of applied mathematics
1
Die Zukunft der Finanzdienstleistungsindustrie in Deutschland : Innovationen zur Steigerung der Leistungs- und Wettbewerbsfähigkeit des Finanzplatzes Deutschland ; [Tagungsband zur Jubiläumskonferenz der Frankfurt School of Finance & Management]
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Economic developments in India : quarterly update : analysis, reports, policy documents
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International journal of bonds and derivatives
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Journal of business ethics : JOBE
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1
Mechanics of good trade execution in the framework of linear temporary market impact
Bellani, Claudio
;
Brigo, Damiano
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 143-163
Persistent link: https://www.econbiz.de/10012424640
Saved in:
2
Gradient boosting for quantitative finance
Davis, Jesse
;
Devos, Laurens
;
Reyners, Sofie
;
Schoutens, Wim
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012544161
Saved in:
3
The extended SSVI volatility surface
Hendriks, Sebas
;
Martini, Claude
- In:
The journal of computational finance
22
(
2018/2019
)
5
,
pp. 25-39
Persistent link: https://www.econbiz.de/10012042223
Saved in:
4
Machine learning for quantitative finance : fast derivative pricing, hedging and fitting
De Spiegeleer, Jan
;
Madan, Dilip B.
;
Reyners, Sofie
; …
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1635-1643
Persistent link: https://www.econbiz.de/10012259802
Saved in:
5
The efficient application of automatic differentiation for computing gradients in financial applications
Xu, Wei
;
Chen, Xi
;
Coleman, Thomas F.
- In:
The journal of computational finance
19
(
2016
)
3
,
pp. 71-96
Persistent link: https://www.econbiz.de/10011563485
Saved in:
6
Optimal fourier inversion in semi-analytical option pricing
Lord, Roger
;
Kahl, Christian
- In:
The journal of computational finance
10
(
2006/07
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10003542260
Saved in:
7
Robust numerical valuation of European and American options under the CGMY process
Wang, Iris R.
;
Wan, Justin W. L.
;
Forsyth, Peter A.
- In:
The journal of computational finance
10
(
2006/07
)
4
,
pp. 31-69
Persistent link: https://www.econbiz.de/10003542262
Saved in:
8
Option pricing using the fractional FFT
Chourdakis, Kyriakos
- In:
The journal of computational finance
8
(
2004/2005
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10002597392
Saved in:
9
Efficient pricing of Asian options by the PDE approach
Dubois, François
;
Lelièvre, Tony
- In:
The journal of computational finance
8
(
2004/2005
)
2
,
pp. 55-63
Persistent link: https://www.econbiz.de/10002597580
Saved in:
10
Pricing Asian options via Fourier and Laplace transforms
Fusai, Gianluca
- In:
The journal of computational finance
7
(
2004
)
3
,
pp. 87-106
Persistent link: https://www.econbiz.de/10002060731
Saved in:
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