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Option pricing theory
Optionspreistheorie
32
Option trading
19
Optionsgeschäft
19
Theorie
15
Theory
15
Stochastic process
11
Stochastischer Prozess
11
Volatility
10
Volatilität
10
Black-Scholes model
9
Black-Scholes-Modell
9
Derivat
7
Derivative
7
Hedging
7
Lebensversicherung
7
Monte-Carlo-Simulation
7
Life insurance
6
Monte Carlo simulation
6
American options
5
Option pricing
5
Risikomaß
5
Yield curve
5
Zinsstruktur
5
Discrete-time models
4
Markov chain
4
Markov-Kette
4
Portfolio selection
4
Portfolio-Management
4
Risiko
4
Risikomodell
4
Risk
4
Risk measure
4
Risk model
4
Algorithm
3
Algorithmus
3
Artificial intelligence
3
Binomial algorithms
3
GB2
3
Interest rate
3
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1
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31
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31
Arbeitspapier
1
Conference paper
1
Graue Literatur
1
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1
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1
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1
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English
32
Author
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Zanette, Antonino
17
Costabile, Massimo
12
Gaudenzi, Marcellino
9
Russo, Emilio
7
Massabo, Ivar
6
Caramellino, Lucia
5
Molent, Andrea
5
Goudenège, Ludovic
4
Appolloni, Elisa
2
Briani, Maya
2
Leccadito, Arturo
2
Lepellere, Maria Antonietta
2
Massabó, Ivar
2
Pressacco, Flavio
2
Bally, Vlad
1
Goudenege, Ludovic
1
Jourdain, Benjamin
1
Spangaro, Alice
1
Stucchi, Patrizia
1
Terenzi, Giulia
1
Wei, Xiao
1
Ziani, Laura
1
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Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Computational Management Science : CMS
3
International journal of theoretical and applied finance
3
European journal of operational research : EJOR
2
IMA journal of management mathematics
2
Review of quantitative finance and accounting
2
The journal of computational finance
2
Applied mathematical finance
1
Decisions in economics and finance : a journal of applied mathematics
1
Insurance / Mathematics & economics
1
International journal of financial markets and derivatives
1
Quantitative finance
1
Review of derivatives research
1
Risk and decision analysis
1
The journal of derivatives : JOD
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Theoretical economics letters
1
Università degli studi di Udine, Dipartimento di scienze economiche e statistiche
1
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ECONIS (ZBW)
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1
Pricing American barrier options with discrete dividends by binomial trees
Gaudenzi, Marcellino
;
Zanette, Antonino
- In:
Decisions in economics and finance : DEF ; a journal of …
32
(
2009
)
2
,
pp. 129-148
Persistent link: https://www.econbiz.de/10003893186
Saved in:
2
Pricing cliquet options by tree methods
Gaudenzi, Marcellino
;
Zanette, Antonino
- In:
Computational Management Science : CMS
8
(
2011
)
1/2
,
pp. 125-135
Persistent link: https://www.econbiz.de/10008992059
Saved in:
3
The singular points binominal method for pricing American path-dependent options
Gaudenzi, Marcellino
;
Zanette, Antonino
;
Lepellere, …
- In:
The journal of computational finance
14
(
2010/11
)
1
,
pp. 29-56
Persistent link: https://www.econbiz.de/10008736753
Saved in:
4
The binomial interpolated lattice method for step double barrier options
Appolloni, Elisa
;
Gaudenzi, Marcellino
;
Zanette, Antonino
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010438537
Saved in:
5
New insights on testing the efficiency of methods of pricing and hedging American options
Pressacco, Flavio
;
Gaudenzi, Marcellino
;
Zanette, Antonino
- In:
European journal of operational research : EJOR
185
(
2008
)
1
,
pp. 235-254
Persistent link: https://www.econbiz.de/10003768761
Saved in:
6
Fast binomial procedures for pricing Parisian/ParAsian options
Gaudenzi, Marcellino
;
Zanette, Antonino
- In:
Computational Management Science : CMS
14
(
2017
)
3
,
pp. 313-331
Persistent link: https://www.econbiz.de/10011710827
Saved in:
7
A binomial model for pricing US-style average options with reset features
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
International journal of financial markets and derivatives
1
(
2010
)
3
,
pp. 258-273
Persistent link: https://www.econbiz.de/10008665670
Saved in:
8
A forward shooting grid method for option pricing with stochastic volatility
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
The journal of derivatives : the official publication …
20
(
2012
)
2
,
pp. 67-78
Persistent link: https://www.econbiz.de/10009718105
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9
A reduced lattice model for option pricing under regime-switching
Costabile, Massimo
;
Leccadito, Arturo
;
Massabo, Ivar
; …
- In:
Review of quantitative finance and accounting
42
(
2014
)
4
,
pp. 667-690
Persistent link: https://www.econbiz.de/10010433525
Saved in:
10
A path-independent humped volatility model for option pricing
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 191-210
Persistent link: https://www.econbiz.de/10010187670
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