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Option pricing theory
Optionspreistheorie
711
option pricing
688
Option pricing
634
Stochastischer Prozess
425
Stochastic process
417
Volatilität
312
Volatility
306
Optionsgeschäft
258
Option trading
254
Lévy processes
236
Derivative
167
Derivat
166
Option Pricing
164
Black-Scholes model
141
Black-Scholes-Modell
140
stochastic volatility
94
Theorie
77
Statistische Verteilung
76
Statistical distribution
74
Stochastic volatility
71
Monte Carlo simulation
69
CAPM
64
Archimedean copula
63
Markov chain
62
Markov-Kette
59
Portfolio-Management
58
Hedging
57
Portfolio selection
57
Schätztheorie
56
Monte-Carlo-Simulation
55
Estimation theory
53
Risk
53
Risiko
52
Theory
52
ARCH-Modell
47
Schätzung
46
ARCH model
44
Estimation
44
Börsenkurs
43
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Undetermined
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Free
139
CC license
28
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Article in journal
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Fabozzi, Frank J.
11
Račev, Svetlozar T.
9
Ballotta, Laura
7
Kim, Young Shin
7
Vives, Josep
7
Elliott, Robert J.
6
Leippold, Markus
6
Aguilar, Jean-Philippe
5
Cui, Zhenyu
5
Fusai, Gianluca
5
Godin, Frédéric
5
Levendorskij, Sergej Z.
5
Li, Lingfei
5
Marazzina, Daniele
5
Zhu, Song-Ping
5
Ballestra, Luca Vincenzo
4
Bayer, Christian
4
Benth, Fred Espen
4
Bormetti, Giacomo
4
Corsi, Fulvio
4
Filipović, Damir
4
He, Xin-Jiang
4
Howison, Sam
4
Hughston, Lane P.
4
Kim, Junseok
4
SenGupta, Indranil
4
Shirvani, Abootaleb
4
Siu, Tak Kuen
4
Stentoft, Lars
4
Ackerer, Damien
3
Almeida, Caio
3
Arai, Takuji
3
Barbachan, José Santiago Fajardo
3
Bermin, Hans-Peter
3
Bianchi, Michele Leonardo
3
Brignone, Riccardo
3
Carr, Peter
3
Chan, Tat Lung
3
Ciocan, Dragos Florin
3
Dapena, José P.
3
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International journal of theoretical and applied finance
46
Quantitative finance
39
Computational economics
26
International journal of financial engineering
23
European journal of operational research : EJOR
20
Risks : open access journal
20
Review of derivatives research
18
Applied mathematical finance
17
Journal of mathematical finance
16
Finance research letters
15
The journal of computational finance
15
Journal of banking & finance
12
The North American journal of economics and finance : a journal of financial economics studies
12
Finance and stochastics
11
The journal of futures markets
11
Journal of risk and financial management : JRFM
10
Research paper series / Swiss Finance Institute
10
Insurance / Mathematics & economics
8
Asia-Pacific financial markets
7
Journal of econometrics
7
Review of quantitative finance and accounting
7
Applied economics
6
Journal of economic dynamics & control
6
Journal of financial econometrics
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Mathematical finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Annals of finance
5
Economic modelling
5
International Journal of Financial Markets and Derivatives : IJFMD
5
International review of economics & finance : IREF
5
Journal of financial economics
5
Mathematics of operations research
5
The European journal of finance
5
Annals of financial economics
4
Digital finance : smart data analytics, investment innovation, and financial technology
4
Discussion paper / Tinbergen Institute
4
Economics letters
4
Energy economics
4
International Journal of Financial Studies : open access journal
4
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ECONIS (ZBW)
690
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1
Pricing and hedging of lookback options in hyper-exponential jump diffusion models
Hofer, Markus
;
Mayer, Philipp
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 489-511
Persistent link: https://www.econbiz.de/10010235585
Saved in:
2
Option pricing with time-changed Lévy processes
Klingler, Sven
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1231-1238
Persistent link: https://www.econbiz.de/10010204746
Saved in:
3
U.S. stock market crash risk, 1926–2010
Bates, David S.
- In:
Journal of financial economics
105
(
2012
)
2
,
pp. 229-259
Persistent link: https://www.econbiz.de/10009666837
Saved in:
4
Option pricing for symmetric Lévy returns with applications
Hamza, Kais
;
Klebaner, Fima C.
;
Landsman, Zinoviy
;
Tan, …
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 27-52
Persistent link: https://www.econbiz.de/10010511553
Saved in:
5
Variational solutions of the pricing PIDEs for European options in Lévy models
Eberlein, Ernst
;
Glau, Kathrin
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 417-450
Persistent link: https://www.econbiz.de/10010500880
Saved in:
6
Adaptive radial basis function methods for pricing options under jump-diffusion models
Chan, Tat Lung
- In:
Computational economics
47
(
2016
)
4
,
pp. 623-643
Persistent link: https://www.econbiz.de/10011712485
Saved in:
7
Approximate pricing of call options on the quadratic variation in Lévy models
Jahncke, Giso
;
Kallsen, Jan
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 241-256)
.
2016
Persistent link: https://www.econbiz.de/10011800371
Saved in:
8
Variance Gamma model in hedging vanilla and exotic options
Bollin, Bartłomiej
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322240
Saved in:
9
Determination of the Lévy exponent in asset pricing models
Bouzianis, George
;
Hughston, Lane P.
- In:
International journal of theoretical and applied finance
22
(
2019
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012012832
Saved in:
10
A simplified Wiener-Hopf factorization method for pricing double barrier options under Lévy processes
Kudryavtsev, Oleg
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014636822
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