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~subject:"Option pricing theory"
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Option pricing theory
Elektrofahrzeug
2,694
Electric vehicle
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Strategic planning
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1,033
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Yang, Zhaojun
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Zheng, Wendong
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7
Kwok, Yue-Kuen
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Longstaff, Francis A.
7
Cui, Zhenyu
6
Jain, Shashi
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Kim, Jeong-Hoon
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SenGupta, Indranil
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Bösch, Martin
5
Fleckenstein, Matthias
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Karlsson, Patrik
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Kim, See-Woo
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Lian, Guanghua
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Lustig, Hanno
5
Oosterlee, Cornelis Willebrordus
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Pelsser, Antoon André Jean
5
Rolloos, Frido
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Chance, Don M.
4
Chao Yang
4
Fabozzi, Frank J.
4
He, Xin-Jiang
4
Houweling, Patrick
4
Lin, Shih-kuei
4
Schoutens, Wim
4
Van Appel, Jacques
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Vorst, Ton
4
Alòs, Elisa
3
Blake, David
3
Brigo, Damiano
3
Burgess, Nicholas
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Cairns, Andrew
3
Chen, Son-nan
3
Dawson, Paul
3
Dowd, Kevin
3
Filipović, Damir
3
Gruber, Peter H.
3
Hong, Yi
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1
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1
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1
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International journal of theoretical and applied finance
24
The journal of computational finance
14
Applied mathematical finance
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
European journal of operational research : EJOR
9
The journal of futures markets
9
Review of derivatives research
8
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
International journal of financial engineering
7
Computational economics
6
Finance and stochastics
6
Insurance / Mathematics & economics
6
Quantitative finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
Vahlens Kurzlehrbücher
5
International review of financial analysis
4
Journal of financial economics
4
Journal of mathematical finance
4
Risks : open access journal
4
Discussion paper / Tinbergen Institute
3
Finance research letters
3
Operations research letters
3
The journal of credit risk : published quarterly by Incisive Media
3
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
3
Annals of finance
2
Annals of financial economics
2
Applied economics letters
2
CARF working paper
2
Decisions in economics and finance : a journal of applied mathematics
2
Discussion paper / The Pensions Institute, Cass Business School, City University
2
Economic modelling
2
International journal of financial research
2
International review of economics & finance : IREF
2
Journal of banking & finance
2
Journal of econometrics
2
Journal of economic dynamics & control
2
Management science : journal of the Institute for Operations Research and the Management Sciences
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Research in finance
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Research paper series / Swiss Finance Institute
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The North American journal of economics and finance : a journal of theory and practice
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ECONIS (ZBW)
401
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1
A common shock model for multidimensional electricity intraday price modelling with application to
battery
valuation
Deschatre, Thomas
;
Warin, Xavier
- In:
Quantitative finance
24
(
2024
)
8
,
pp. 1157-1176
Persistent link: https://www.econbiz.de/10015196875
Saved in:
2
Risk factors in derivatives markets
Martinkutė-Kaulienė, Raimonda
- In:
Entrepreneurial business and economics review : EBER
2
(
2014
)
4
,
pp. 71-83
Persistent link: https://www.econbiz.de/10011450054
Saved in:
3
On the American swaption in the linear-rational framework
Filipović, Damir
;
Kitapbayev, Yerkin
-
2016
and the optimal exercise strategies in terms of
swap
rates for both fixed-rate payer and receiver swaps. Finally, we show …
Persistent link: https://www.econbiz.de/10011516038
Saved in:
4
A simple approach to the pricing of Bermudan swaptions in the multifactor LIBOR market model
Andersen, Leif
- In:
The journal of computational finance
3
(
1999/2000
)
2
,
pp. 5-32
Persistent link: https://www.econbiz.de/10001517417
Saved in:
5
Calibration of Gaussian Heath, Jarrow and Morton and random field interest rate term structure models
Pang, Kin
- In:
Review of derivatives research
2
(
1999
)
4
,
pp. 315-345
Persistent link: https://www.econbiz.de/10001445802
Saved in:
6
A guide to volatility and variance swaps
Demeterfi, Kresimir
(
contributor
)
- In:
The journal of derivatives : the official publication …
6
(
1999
)
4
,
pp. 9-32
Persistent link: https://www.econbiz.de/10001432447
Saved in:
7
Three essays on contingent claims
Baz, Jamil
-
1996
Persistent link: https://www.econbiz.de/10000982060
Saved in:
8
On the term structure of default premia in the
swap
and LIBOR markets
Collin-Dufresne, Pierre
;
Solnik, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000996176
Saved in:
9
Swap
rates and credit quality
Duffie, Darrell
- In:
The journal of finance : the journal of the American …
51
(
1996
)
3
,
pp. 921-949
Persistent link: https://www.econbiz.de/10001203636
Saved in:
10
Pricing a class of American and European path dependent securities
Hilliard, Jimmy E.
;
Kau, James B.
;
Keenan, Donald C.
; …
- In:
Management science : journal of the Institute for …
41
(
1995
)
12
,
pp. 1892-1899
Persistent link: https://www.econbiz.de/10001196045
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