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~isPartOf:"The journal of computational finance"
~subject:"Optionsgeschäft"
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Optionsgeschäft
Option pricing theory
251
Optionspreistheorie
251
Stochastic process
84
Stochastischer Prozess
84
Theorie
69
Theory
69
Volatility
67
Volatilität
67
Option trading
57
Monte Carlo simulation
42
Monte-Carlo-Simulation
42
Derivat
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Derivative
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Black-Scholes-Modell
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Yield curve
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Interest rate derivative
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Zinsderivat
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Simulation
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stochastic volatility
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Swap
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Finanzmathematik
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Mathematical finance
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USA
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United States
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Credit risk
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Experiment
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Kreditrisiko
10
option pricing
10
Hedging
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Interest rate
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Statistical distribution
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Statistische Verteilung
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Zins
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Kirkby, J. Lars
3
Forsyth, Peter A.
2
Hafner, Reinhold
2
Vetzal, Kenneth R.
2
Zvan, R.
2
AitSahlia, Farid
1
Andersen, Leif B. G.
1
Bain, Alan
1
Becker, Martin
1
Benhamou, Eric
1
Bernard, Carole
1
Bhatoo, Omishwary
1
Bhuruth, M.
1
Bojarčenko, Svetlana I.
1
Bourgey, Florian
1
Brunner, Bernhard
1
Burkovska, Olena
1
Chalasani, Prasad
1
Chevalier, Etienne
1
Chhabra, Ashvin
1
Christara, Christina C.
1
Cont, Rama
1
Crocce, Fabián
1
Cui, Zhenyu
1
Dang, Duy Minh
1
Davis, Jesse
1
De Marco, Stefano
1
Del Moral, Pierre
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Devos, Laurens
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The journal of computational finance
The journal of futures markets
97
International journal of theoretical and applied finance
83
Review of derivatives research
59
Applied mathematical finance
51
The journal of derivatives : the official publication of the International Association of Financial Engineers
51
Journal of banking & finance
50
Quantitative finance
50
Finance research letters
41
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Journal of economic dynamics & control
37
The North American journal of economics and finance : a journal of financial economics studies
36
International journal of financial engineering
31
Finance and stochastics
29
Computational economics
27
European journal of operational research : EJOR
27
Journal of mathematical finance
27
Journal of financial economics
25
International review of economics & finance : IREF
24
Research paper series / Swiss Finance Institute
23
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Asia-Pacific financial markets
18
Review of quantitative finance and accounting
18
Risks : open access journal
18
The European journal of finance
18
International review of financial analysis
16
Journal of financial markets
16
The journal of derivatives : JOD
16
Applied economics
15
Economic modelling
15
Insurance / Mathematics & economics
15
Swiss Finance Institute Research Paper
15
Journal of risk and financial management : JRFM
14
Annals of finance
12
Decisions in economics and finance : DEF ; a journal of applied mathematics
12
Journal of derivatives & hedge funds
12
Journal of financial and quantitative analysis : JFQA
12
Theoretical economics letters
12
Energy economics
10
Journal of econometrics
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ECONIS (ZBW)
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1
Accurate approximations for European-style Asian options
Chalasani, Prasad
;
Jha, Somesh
;
Varikooty, Ashok
- In:
The journal of computational finance
1
(
1998
)
4
,
pp. 11-30
Persistent link: https://www.econbiz.de/10001366213
Saved in:
2
Efficient conservative second-order central-upwind schemes for option-pricing problems
Bhatoo, Omishwary
;
Peer, Arshad Ahmud Iqbal
;
Tadmor, Eitan
- In:
The journal of computational finance
22
(
2018/2019
)
5
,
pp. 71-101
Persistent link: https://www.econbiz.de/10012042237
Saved in:
3
Complexity reduction for calibration to American options
Burkovska, Olena
;
Glau, Kathrin
;
Mahlstedt, Mirco
; …
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 25-60
Persistent link: https://www.econbiz.de/10012064981
Saved in:
4
Path-dependent American options
Chevalier, Etienne
;
Ly Vath, Vathana
;
Mnif, Mohamed
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 61-95
Persistent link: https://www.econbiz.de/10012064988
Saved in:
5
Hedging of options in the presence of jump clustering
Hainaut, Donatien
;
Moraux, Franck
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011988188
Saved in:
6
Portfolio optimization for American options
Zeng, Yaxiong
;
Klabjan, Diego
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 37-64
Persistent link: https://www.econbiz.de/10011988191
Saved in:
7
American and exotic option pricing with jump diffusions and other Lévy processes
Kirkby, J. Lars
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 89-148
Persistent link: https://www.econbiz.de/10011988194
Saved in:
8
Accelerated trinomial trees applied to American basket options and American options under the Bates model
O'Sullivan, Conall
;
O'Sullivan, Stephen
- In:
The journal of computational finance
19
(
2016
)
4
,
pp. 29-72
Persistent link: https://www.econbiz.de/10011603176
Saved in:
9
Stratified approximations for the pricing of options on average
Privault, Nicolas
;
Yu, Jiadong
- In:
The journal of computational finance
19
(
2016
)
4
,
pp. 95-113
Persistent link: https://www.econbiz.de/10011603193
Saved in:
10
High-performance American option pricing
Andersen, Leif B. G.
;
Lake, Mark
;
Offengenden, Dimitri
- In:
The journal of computational finance
20
(
2016
)
1
,
pp. 39-87
Persistent link: https://www.econbiz.de/10011639531
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