Item talk:Q167902

{

 "id": "https://openalex.org/T10067",
 "display_name": "Theory and Applications of Option Pricing Models",
 "description": "This cluster of papers focuses on the theory and applications of option pricing models, including topics such as stochastic calculus, jump diffusion, volatility modeling, mean field games, term structure models, risk premia, Monte Carlo simulation, and market microstructure noise in the context of financial economics.",
 "keywords": [
   "Option Pricing",
   "Stochastic Calculus",
   "Jump Diffusion",
   "Volatility Modeling",
   "Mean Field Games",
   "Term Structure Models",
   "Risk Premia",
   "Monte Carlo Simulation",
   "Market Microstructure Noise",
   "Financial Economics"
 ],
 "ids": {
   "openalex": "https://openalex.org/T10067",
   "wikipedia": "https://en.wikipedia.org/wiki/Option_pricing_model"
 },
 "subfield": {
   "id": "https://openalex.org/subfields/2003",
   "display_name": "Finance"
 },
 "field": {
   "id": "https://openalex.org/fields/20",
   "display_name": "Economics, Econometrics and Finance"
 },
 "domain": {
   "id": "https://openalex.org/domains/2",
   "display_name": "Social Sciences"
 },
 "siblings": [
   {
     "id": "https://openalex.org/T14464",
     "display_name": "Analysis of Impact Investing in Finance and Social Policy"
   },
   {
     "id": "https://openalex.org/T11976",
     "display_name": "Application of Real Options in Investment Strategies"
   },
   {
     "id": "https://openalex.org/T10047",
     "display_name": "Asset Pricing and Market Efficiency"
   },
   {
     "id": "https://openalex.org/T10127",
     "display_name": "Banking and Finance in Economic Systems"
   },
   {
     "id": "https://openalex.org/T14166",
     "display_name": "Causes and Consequences of Eurozone Financial Crisis"
   },
   {
     "id": "https://openalex.org/T11496",
     "display_name": "Determinants of Credit Risk in Financial Markets"
   },
   {
     "id": "https://openalex.org/T14317",
     "display_name": "Evolution of Global Financial Systems"
   },
   {
     "id": "https://openalex.org/T11817",
     "display_name": "Financialization of the Economy"
   },
   {
     "id": "https://openalex.org/T11531",
     "display_name": "Financing of Health Care Systems and Universal Coverage"
   },
   {
     "id": "https://openalex.org/T14154",
     "display_name": "Global Financial Crisis and Banking Regulations"
   },
   {
     "id": "https://openalex.org/T13074",
     "display_name": "Global Governance of Financial Regulation and Supervision"
   },
   {
     "id": "https://openalex.org/T13146",
     "display_name": "Impact of Green Bonds on Climate Finance"
   },
   {
     "id": "https://openalex.org/T10503",
     "display_name": "International Finance and Capital Flows"
   },
   {
     "id": "https://openalex.org/T10282",
     "display_name": "Modeling and Forecasting Financial Volatility"
   },
   {
     "id": "https://openalex.org/T14101",
     "display_name": "The First Global Financial Crisis of the 21st Century"
   }
 ],
 "works_count": 99103,
 "cited_by_count": 1454112,
 "updated_date": "2024-08-26T05:17:29.854576",
 "created_date": "2024-01-23"

}