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~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
77
Theory
76
Option pricing theory
34
Volatility
31
Volatilität
31
Derivat
24
Derivative
24
Börsenkurs
20
Risk management
20
Share price
20
Risikomanagement
19
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19
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19
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18
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18
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17
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16
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16
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Finanzkrise
12
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11
Clearing
10
Financial clearing
10
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10
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9
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9
Financial market regulation
9
Finanzmarktregulierung
9
Index futures
9
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9
Mathematical finance
9
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9
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19
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16
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17
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1
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1
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English
35
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Cont, Rama
21
Avellaneda, Marco
14
Deguest, Romain
3
Kokholm, Thomas
3
Vuletić, Milena
3
Chiu, Henry
2
Laurence, Peter
2
Tankov, Peter
2
Bentata, Amel
1
Bruyère, Richard
1
Buff, Robert
1
Carelli, A.
1
Copinot, Régis
1
Dobi, Doris
1
Durrleman, Valdo
1
Fery, Loi͏̈c
1
Fonseca, José da
1
Genaro, Alan
1
Genaro, Alan de
1
Hamida, Sana Ben
1
Jaeck, Christophe
1
Kan, Yu Hang (Gabriel)
1
Lantos, Nicolas
1
Pironneau, Olivier
1
Spitz, Thomas
1
Stella, F.
1
Voltchkova, Ekaterina
1
Wu, Lixin
1
Zhu, Yingzi
1
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New York University / Mathematical Finance Seminar
1
New York University Mathematical Finance Seminar
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Applied mathematical finance
4
International journal of theoretical and applied finance
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
The journal of computational finance
3
Finance and stochastics
2
Chapman & Hall/CRC financial mathematics series
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Wiley finance series
1
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ECONIS (ZBW)
34
USB Cologne (EcoSocSci)
1
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1
Minimum-relative-entropy calibration of asset-pricing models
Avellaneda, Marco
- In:
International journal of theoretical and applied finance
1
(
1998
)
4
,
pp. 447-472
Persistent link: https://www.econbiz.de/10001255560
Saved in:
2
Model uncertainty and its impact on the pricing of derivative instruments
Cont, Rama
- In:
Mathematical finance : an international journal of …
16
(
2006
)
3
,
pp. 519-547
Persistent link: https://www.econbiz.de/10003338693
Saved in:
3
Quantitative modeling of derivative securities : from theory to practice
Avellaneda, Marco
-
2000
Persistent link: https://www.econbiz.de/10004551133
Saved in:
4
A Bayesian approach for constructing implied volatility surfaces through neural networks
Avellaneda, Marco
;
Carelli, A.
;
Stella, F.
- In:
The journal of computational finance
4
(
2000
)
1
,
pp. 83-107
Persistent link: https://www.econbiz.de/10001528165
Saved in:
5
Combinatorial implications of nonlinear uncertain volatility models : the case of barrier options
Avellaneda, Marco
;
Buff, Robert
- In:
Applied mathematical finance
6
(
1999
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001449223
Saved in:
6
Quantitative modeling of derivative securities : from theory to practice
Avellaneda, Marco
-
2000
Persistent link: https://www.econbiz.de/10001403079
Saved in:
7
A risk-neutral stochastic volatility model
Zhu, Yingzi
- In:
International journal of theoretical and applied finance
1
(
1998
)
2
,
pp. 289-310
Persistent link: https://www.econbiz.de/10001240151
Saved in:
8
Pricing Parislan-style options with a lattice method
Avellaneda, Marco
;
Wu, Lixin
- In:
International journal of theoretical and applied finance
2
(
1999
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10001372086
Saved in:
9
Calibrating volatility surfaces via relative-entropy minimization
Avellaneda, Marco
(
contributor
)
- In:
Applied mathematical finance
4
(
1997
)
1
,
pp. 37-64
Persistent link: https://www.econbiz.de/10001226743
Saved in:
10
Quantitative analysis in financial markets : collected papers of the New York University Mathematical Finance Seminar
Avellaneda, Marco
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001700519
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