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Optionsgeschäft
Fourier analysis
133
Fourier-Analyse
133
Fourier transform
112
Characteristic function
87
characteristic function
80
Optionspreistheorie
70
Option pricing theory
68
Theorie
64
Theory
60
Stochastic process
58
Stochastischer Prozess
58
Volatilität
58
Volatility
57
Time series analysis
53
Zeitreihenanalyse
53
Business cycle
38
Estimation theory
38
Konjunktur
38
Schätztheorie
38
Option trading
25
Characteristic Function
24
State space model
21
Statistical distribution
21
Statistische Verteilung
21
Zustandsraummodell
21
USA
20
United States
20
Forecasting model
19
Prognoseverfahren
19
Estimation
16
Schätzung
15
stochastic volatility
15
Decomposition method
14
Dekompositionsverfahren
14
Financial market
14
Finanzmarkt
14
Portfolio selection
14
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14
Probability theory
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Fusai, Gianluca
3
He, Xin-Jiang
2
Jabłecki, Juliusz
2
Kirkby, J. Lars
2
Levendorskij, Sergej Z.
2
Pasricha, Puneet
2
Todorov, Viktor
2
Alfeus, Mesias
1
Bankole, Philip Ajibola
1
Benth, Fred Espen
1
Bernard, Carole
1
Bojarčenko, Svetlana I.
1
Caldana, Ruggero
1
Chong, Carsten H.
1
Chung, Shing Fung
1
Cui, Zhenyu
1
Deng, Shijie
1
Gatarek, Dariusz
1
Germano, Guido
1
Herzel, Stefano
1
Kyriakou, Ioannis
1
Li, Chenxu
1
Lin, Sha
1
Liu, Allen
1
Ma, Chaoqun
1
Ma, Yong
1
Marazzina, Daniele
1
McLeish, Don L.
1
Nicolosi, Marco
1
Orzechowski, Arkadiusz
1
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1
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1
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1
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1
Ugbebor, Olabisi O.
1
Wang, Xingchun
1
Wong, Hoi Ying
1
Wu, Hui
1
Ye, Yongxin
1
Yue, Shengjie
1
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International journal of theoretical and applied finance
4
Computational economics
2
Journal of banking & finance
2
Journal of econometrics
2
Journal of mathematical finance
2
The journal of computational finance
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Application of operations research to financial markets
1
Computational Management Science : CMS
1
Economic modelling
1
Economics and business review
1
Finance and stochastics
1
Financial innovation : FIN
1
International journal of financial engineering
1
Journal of economic dynamics & control
1
Mathematics of operations research
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
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ECONIS (ZBW)
25
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Swap rate à la stock : Bermudan swaptions made easy
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
Options - 45 years since the publication of the …
,
(pp. 393-412)
.
2023
Persistent link: https://www.econbiz.de/10014366688
Saved in:
2
Bermudan swaption model risk analysis : a local volatility approach
Jabłecki, Juliusz
- In:
The journal of computational finance
22
(
2018
)
2
,
pp. 101-131
Persistent link: https://www.econbiz.de/10011976669
Saved in:
3
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
4
Analytically pricing European options in dynamic markets : incorporating liquidity variations and economic cycles
He, Xin-Jiang
;
Pasricha, Puneet
;
Lin, Sha
- In:
Economic modelling
139
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10015189810
Saved in:
5
Nearly exact option price simulation using characteristic functions
Bernard, Carole
;
Cui, Zhenyu
;
McLeish, Don L.
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009685897
Saved in:
6
A general closed-form spread option pricing formula
Caldana, Ruggero
;
Fusai, Gianluca
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4893-4906
Persistent link: https://www.econbiz.de/10010342187
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
A general closed form approximation pricing formula for basket and multi-asset spread options
Pellegrino, Tommaso
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 944-974
Persistent link: https://www.econbiz.de/10011658120
Saved in:
9
Pricing vulnerable options with stochastic volatility and stochastic interest rate
Ma, Chaoqun
;
Yue, Shengjie
;
Wu, Hui
;
Ma, Yong
- In:
Computational economics
56
(
2020
)
2
,
pp. 391-429
Persistent link: https://www.econbiz.de/10012272041
Saved in:
10
Swing option pricing by dynamic programming with B-spline density projection
Kirkby, J. Lars
;
Deng, Shijie
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-53
Persistent link: https://www.econbiz.de/10012183215
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