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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
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Option Prices with Stochastic...
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Currency option
Kapitaleinkommen
Monte Carlo simulation
Option pricing theory
203
Optionspreistheorie
203
Theorie
104
Theory
104
Option trading
54
Optionsgeschäft
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Derivat
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Derivative
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Statistical distribution
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Statistische Verteilung
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Aktienoption
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Interest rate derivative
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Index futures
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ARCH model
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Babsiri, Mohamed el
1
Bennett, Michael N.
1
Boogert, Alexander
1
Chateauneuf, Alain
1
Choi, Seung-mook S.
1
Duan, Jin-Chuan
1
Duck, Peter W.
1
Dutt, Samir K.
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Gesser, Vincent
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Ghamami, Samim
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Jong, Cyriel de
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Kennedy, Joanne E.
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1
Newton, David P.
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Noel, Gerald
1
Poncet, Patrice
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Ratcliff, Ryan
1
Reiswich, Dimitri
1
Ross, Sheldon M.
1
Vyncke, David
1
Walter, Christian A.
1
Wei, Jason
1
Welke, Gerd M.
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The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of computational finance
45
International journal of theoretical and applied finance
39
Quantitative finance
33
The journal of futures markets
24
Journal of banking & finance
20
Journal of financial economics
20
Applied mathematical finance
18
Finance and stochastics
18
Computational economics
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
European journal of operational research : EJOR
15
Journal of risk and financial management : JRFM
15
Finance research letters
14
The North American journal of economics and finance : a journal of financial economics studies
14
Energy economics
13
Journal of economic dynamics & control
12
Review of derivatives research
12
Working paper series / Centre for Practical Quantitative Finance
12
International journal of financial engineering
11
Risks : open access journal
11
Insurance / Mathematics & economics
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Journal of financial and quantitative analysis : JFQA
9
Research paper series / Swiss Finance Institute
9
Review of quantitative finance and accounting
9
The European journal of finance
9
Journal of econometrics
8
Journal of empirical finance
8
The journal of finance : the journal of the American Finance Association
8
Asia-Pacific financial markets
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
International review of financial analysis
7
Journal of mathematical finance
7
The review of financial studies
7
Working paper
7
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
7
Applied economics
6
International journal of economics and finance
6
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1
Simulating path-dependent options : a new approach
Babsiri, Mohamed el
;
Noel, Gerald
- In:
The journal of derivatives : the official publication …
6
(
1998
)
2
,
pp. 65-83
Persistent link: https://www.econbiz.de/10001355631
Saved in:
2
Volatility patterns : theory and some evidence from the dollar-mark option market
Gesser, Vincent
- In:
The journal of derivatives : the official publication …
5
(
1997
)
2
,
pp. 46-61
Persistent link: https://www.econbiz.de/10001232635
Saved in:
3
Comonotonic Monte Carlo simulation and its applications in option pricing and quantification of risk
Chateauneuf, Alain
;
Mostoufi, Mina
;
Vyncke, David
- In:
The journal of derivatives : the official publication …
24
(
2016
)
1
,
pp. 18-28
Persistent link: https://www.econbiz.de/10011687326
Saved in:
4
A numerical approach to American currency option valuation
Choi, Seung-mook S.
;
Marcozzi, Michael D.
- In:
The journal of derivatives : the official publication …
9
(
2001
)
2
,
pp. 19-29
Persistent link: https://www.econbiz.de/10001634680
Saved in:
5
Pricing foreign currency and cross-currency options under GARCH
Duan, Jin-Chuan
;
Wei, Jason
- In:
The journal of derivatives : the official publication …
7
(
1999
)
1
,
pp. 51-68
Persistent link: https://www.econbiz.de/10001432469
Saved in:
6
Is implied correlation worth calculating? : Evidence from foering exchange options
Walter, Christian A.
;
López, José A.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 65-81
Persistent link: https://www.econbiz.de/10001497759
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7
Calculation of volatility in a jump-diffusion model
Navas, Javier F.
- In:
The journal of derivatives : the official publication …
11
(
2003
)
2
,
pp. 66-72
Persistent link: https://www.econbiz.de/10001861586
Saved in:
8
Quanto pricing with copulas
Bennett, Michael N.
;
Kennedy, Joanne E.
- In:
The journal of derivatives : the official publication …
12
(
2004
)
1
,
pp. 26-45
Persistent link: https://www.econbiz.de/10002210955
Saved in:
9
Efficient Monte Carlo barrier option pricing when the underlying security price follows a jump-diffusion process
Ross, Sheldon M.
;
Ghamami, Samim
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 45-52
Persistent link: https://www.econbiz.de/10003961017
Saved in:
10
Relative option prices and risk-neutral skew as predictors of index returns
Ratcliff, Ryan
- In:
The journal of derivatives : the official publication …
21
(
2013
)
2
,
pp. 89-105
Persistent link: https://www.econbiz.de/10010358117
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