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~isPartOf:"International journal of financial engineering"
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Option pricing theory
121
Optionspreistheorie
121
Stochastic process
63
Stochastischer Prozess
63
Volatility
52
Volatilität
52
Option trading
45
Optionsgeschäft
45
Derivat
29
Derivative
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Black-Scholes model
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Black-Scholes-Modell
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13
Credit risk
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Kreditrisiko
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Monte Carlo simulation
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Portfolio-Management
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Interest rate derivative
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Zinsderivat
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option pricing
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Option pricing
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Swap
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Zins
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Credit derivative
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Estimation
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Kreditderivat
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Schätzung
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Giribone, Pier Giuseppe
6
Ligato, Simone
4
Cui, Zhenyu
3
Liu, Allen
3
Mi, Yanhui
3
Schoutens, Wim
3
Takahashi, Akihiko
3
Tong, Zhigang
3
Ahlip, Rehez
2
Arai, Takuji
2
Dastranj, Elham
2
De Spiegeleer, Jan
2
Engelmann, Bernd
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Feng, Yuqiang
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Karlsson, Patrik
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Khedher, Asma
2
Lalit, Prasad Narahar
2
Lo, C. F.
2
Lorig, Matthew
2
Mehrdoust, Farshid
2
Mulas, Martina
2
Park, Laurence A. F.
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Prodan, Ante
2
Purohit, Seema Uday
2
Radoičić, Radoš
2
SenGupta, Indranil
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Spreij, Peter
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Stefanica, Dan
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Wang, Xianjia
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Yamada, Toshihiro
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Yen, Joseph
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Yu, Jicheng
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Zhang, Shengliang
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Zhong, Yangfan
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Adinya, Ini
1
Aghili, A.
1
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International journal of financial engineering
The journal of futures markets
543
International journal of theoretical and applied finance
516
Mathematical finance : an international journal of mathematics, statistics and financial theory
282
Applied mathematical finance
266
The journal of computational finance
265
Journal of banking & finance
260
The journal of derivatives : the official publication of the International Association of Financial Engineers
245
Finance and stochastics
243
Quantitative finance
231
MPRA Paper
221
Review of derivatives research
192
Finance research letters
168
Insurance / Mathematics & economics
160
Research paper series / Swiss Finance Institute
142
European journal of operational research : EJOR
138
Journal of economic dynamics & control
132
Computational economics
131
Risks : open access journal
129
Journal of mathematical finance
117
Working Paper
110
The North American journal of economics and finance : a journal of financial economics studies
102
The European journal of finance
99
International review of economics & finance : IREF
96
NBER Working Papers
96
Finance
95
Journal of financial economics
94
Economics Papers from University Paris Dauphine
93
Asia-Pacific financial markets
92
International review of financial analysis
88
Swiss Finance Institute Research Paper
85
Applied financial economics
82
Journal of econometrics
80
Journal of financial and quantitative analysis : JFQA
79
Research Paper Series / Finance Discipline Group, Business School
79
Review of quantitative finance and accounting
77
The journal of finance : the journal of the American Finance Association
77
NBER working paper series
76
Journal of empirical finance
75
The review of financial studies
73
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ECONIS (ZBW)
125
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1
Modeling of implied volatility surfaces of nifty index options
Dash, Mihir
- In:
International journal of financial engineering
6
(
2019
)
3
,
pp. 1-11
Persistent link: https://www.econbiz.de/10012314517
Saved in:
2
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Saved in:
3
On a recursive algorithm for pricing discrete barrier options
Llemit, Dennis G.
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011493320
Saved in:
4
Does model misspecification matter for hedging? : a computational finance experiment based approach
Sun, Youfa
;
Yuan, George
;
Guo, Shimin
;
Liu, Jianguo
; …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011403136
Saved in:
5
Implied volatility surfaces during the period of global financial crisis
Wirjanto, Tony S.
;
Zhu, Anyi
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011922944
Saved in:
6
The source of error behavior for the solution of Black-Scholes PDE by finite difference and finite element methods
Özer, H. Ünsal
;
Duran, Ahmet
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011923061
Saved in:
7
An exact and explicit implied volatility inversion formula
Xia, Yuxuan
;
Cui, Zhenyu
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011923068
Saved in:
8
Negative interest rates effects on option pricing : back to basics?
Burro, Giacomo
;
Giribone, Pier Giuseppe
;
Ligato, Simone
; …
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011778279
Saved in:
9
A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan
;
Radoičić, Radoš
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
Saved in:
10
Pricing European options and currency options by time changed mixed fractional Brownian motion with transaction costs
Shokrollahi, Foad
;
Kılıçman, Adem
;
Magdziarz, Marcin
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011532750
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