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Option pricing theory
127
Optionspreistheorie
127
Stochastic process
62
Stochastischer Prozess
62
Option trading
51
Optionsgeschäft
51
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Kim, Junseok
5
Fabozzi, Frank J.
4
Villani, Giovanni
4
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3
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3
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2
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2
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2
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2
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Computational economics
MPRA Paper
769
IZA Discussion Papers
527
International journal of theoretical and applied finance
482
NBER Working Papers
476
CEPR Discussion Papers
349
Discussion paper series / IZA
290
The journal of futures markets
289
Working Paper
283
IZA Discussion Paper
279
Mathematical finance : an international journal of mathematics, statistics and financial theory
257
The journal of computational finance
256
Applied mathematical finance
253
Journal of banking & finance
245
Economics Papers from University Paris Dauphine
244
CESifo Working Paper
242
Journal of Banking & Finance
241
Finance and stochastics
234
Research paper series / Swiss Finance Institute
230
Quantitative finance
225
The journal of derivatives : the official publication of the International Association of Financial Engineers
220
ECB Working Paper
207
CESifo working papers
184
Review of derivatives research
182
NBER working paper series
167
CESifo Working Paper Series
159
Insurance / Mathematics & economics
158
Finance research letters
157
Discussion paper / Tinbergen Institute
151
Journal of Corporate Finance
147
Tinbergen Institute Discussion Paper
147
Finance
146
Swiss Finance Institute Research Paper
146
Journal of Financial Economics
142
IMF Working Paper
140
European journal of operational research : EJOR
137
Journal of economic dynamics & control
136
Risks : open access journal
136
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131
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ECONIS (ZBW)
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1
Modeling and simulation of an artificial stock option market
Ecca, Sabrina
;
Marchesi, Michele
;
Setzu, Alessio
- In:
Computational economics
32
(
2008
)
1/2
,
pp. 37-53
Persistent link: https://www.econbiz.de/10003755537
Saved in:
2
Compact finite difference scheme with hermite interpolation for pricing American put options based on regime switching model
Nwankwo, Chinonso I.
;
Dai, Weizhong
;
Liu, Rui Hua
- In:
Computational economics
62
(
2023
)
3
,
pp. 817-854
Persistent link: https://www.econbiz.de/10014382839
Saved in:
3
Numerical approximation to a variable-order time-fractional Black-Scholes model with applications in option pricing
Zhang, Meihui
;
Zheng, Xiangcheng
- In:
Computational economics
62
(
2023
)
3
,
pp. 1155-1175
Persistent link: https://www.econbiz.de/10014382889
Saved in:
4
The convergence analysis of the numerical calculation to price the time-fractional black-scholes model
Mesgarani, H.
;
Bakhshandeh, M.
;
Aghdam, Y. Esmaeelzade
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1845-1856
Persistent link: https://www.econbiz.de/10014437608
Saved in:
5
On the numerical option pricing methods : fractional black-scholes equations with CEV assets
Banihashemi, S.
;
Ghasemifard, A.
;
Babaei, A.
- In:
Computational economics
64
(
2024
)
3
,
pp. 1463-1488
Persistent link: https://www.econbiz.de/10015143934
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6
Machine learning solutions for fast real estate derivatives pricing
Cao, Peiwei
;
He, Xubiao
- In:
Computational economics
64
(
2024
)
4
,
pp. 2003-2032
Persistent link: https://www.econbiz.de/10015143987
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7
Pricing fade-in options under garch-jump processes
Wang, Xingchun
;
Zhang, Han
- In:
Computational economics
64
(
2024
)
4
,
pp. 2563-2584
Persistent link: https://www.econbiz.de/10015144032
Saved in:
8
Learning Bermudans
Aiolfi, Riccardo
;
Moreni, Nicola
;
Bianchetti, Marco
; …
- In:
Computational economics
64
(
2024
)
5
,
pp. 2813-2852
Persistent link: https://www.econbiz.de/10015144081
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9
Testing the closed-form spread option pricing formula based on Gauss-hermite quadrature for a jump-diffusion model
Lin, Xenos Chang-Shuo
;
Miao, Daniel Wei-Chung
;
Chang, …
- In:
Computational economics
64
(
2024
)
5
,
pp. 2879-2908
Persistent link: https://www.econbiz.de/10015144084
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10
Option pricing and local volatility surface by physics-informed neural network
Bae, Hyeong-Ohk
;
Kang, Seunggu
;
Lee, Muhyun
- In:
Computational economics
64
(
2024
)
5
,
pp. 3143-3159
Persistent link: https://www.econbiz.de/10015144116
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