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~subject:"Risiko"
~subject:"Volatilität"
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Search: "Option pricing theory"
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Risiko
Volatilität
Option pricing theory
48
Optionspreistheorie
48
Stochastic process
17
Stochastischer Prozess
17
Volatility
16
Option trading
15
Optionsgeschäft
15
Derivat
8
Derivative
8
Option pricing
5
Portfolio selection
5
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ARCH model
4
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Real options analysis
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Realoptionsansatz
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18
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Chen, Shijiang
1
Chen, Si
1
Chung, Richard
1
Degiannakis, Stavros
1
Gao, Y.
1
Hainaut, Donatien
1
Han, Xu
1
Huang, Jiexiang
1
Huang, Xiaoxia
1
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1
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1
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1
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1
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1
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1
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1
Marins, Jaqueline Terra Moura
1
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1
Odening, Martin
1
Omura, Akihiro
1
Papantonis, Ioannis
1
Plogmann, Jana Maria
1
Ritter, Matthias
1
Ruan, Xinfeng
1
Shen, Yang
1
Siu, Tak Kuen
1
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1
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1
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Wang, Xuting
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Economic modelling
International journal of theoretical and applied finance
169
Quantitative finance
106
Applied mathematical finance
78
Journal of banking & finance
78
The journal of futures markets
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
68
The journal of computational finance
67
Review of derivatives research
57
International journal of financial engineering
50
Finance and stochastics
46
Finance research letters
46
European journal of operational research : EJOR
43
The North American journal of economics and finance : a journal of financial economics studies
41
Insurance / Mathematics & economics
39
Journal of econometrics
39
Journal of economic dynamics & control
38
Journal of mathematical finance
37
The journal of derivatives : the official publication of the International Association of Financial Engineers
37
Computational economics
36
Risks : open access journal
34
Research paper series / Swiss Finance Institute
33
Annals of finance
28
Review of quantitative finance and accounting
28
Journal of financial economics
27
The European journal of finance
25
Applied economics
23
International review of economics & finance : IREF
23
Energy economics
22
Journal of risk and financial management : JRFM
22
Decisions in economics and finance : DEF ; a journal of applied mathematics
20
Journal of empirical finance
20
International review of financial analysis
19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Journal of financial and quantitative analysis : JFQA
18
The journal of finance : the journal of the American Finance Association
18
Mathematics and financial economics
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
17
Asia-Pacific financial markets
16
Swiss Finance Institute Research Paper
16
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1
Farmland sales under returns and price uncertainty
Plogmann, Jana Maria
;
Mußhoff, Oliver
;
Odening, Martin
; …
- In:
Economic modelling
117
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014229160
Saved in:
2
What determines volatility smile in China?
Li, Pengshi
;
Xian, Aichuan
;
Lin, Yan
- In:
Economic modelling
96
(
2021
),
pp. 326-335
Persistent link: https://www.econbiz.de/10012745422
Saved in:
3
A risk index to model uncertain portfolio investment with options
Wang, Xuting
;
Huang, Xiaoxia
- In:
Economic modelling
80
(
2019
),
pp. 284-293
Persistent link: https://www.econbiz.de/10012200594
Saved in:
4
Convenience yield, realised volatility and jumps : evidence from non-ferrous metals
Omura, Akihiro
;
Li, Bin
;
Chung, Richard
;
Todorova, Neda
- In:
Economic modelling
70
(
2018
),
pp. 496-510
Persistent link: https://www.econbiz.de/10012027980
Saved in:
5
Modelling the implied volatility surface based on Shanghai 50ETF options
Wang, Jinzhong
;
Chen, Shijiang
;
Tao, Qizhi
;
Zhang, Ting
- In:
Economic modelling
64
(
2017
),
pp. 295-301
Persistent link: https://www.econbiz.de/10011761005
Saved in:
6
A conditional autoregressive range model with gamma distribution for financial volatility modelling
Xie, Haibin
;
Wu, Xinyu
- In:
Economic modelling
64
(
2017
),
pp. 349-356
Persistent link: https://www.econbiz.de/10011761274
Saved in:
7
Do the central bank actions reduce interest rate volatility?
Marins, Jaqueline Terra Moura
;
Vicente, José Valentim …
- In:
Economic modelling
65
(
2017
),
pp. 129-137
Persistent link: https://www.econbiz.de/10011813619
Saved in:
8
Volatility risk premium implications of GARCH option pricing models
Papantonis, Ioannis
- In:
Economic modelling
58
(
2016
),
pp. 104-115
Persistent link: https://www.econbiz.de/10011647056
Saved in:
9
Equilibrium asset pricing under the Lévy process with stochastic volatility and moment risk premiums
Ruan, Xinfeng
;
Zhu, Wenli
;
Huang, Jiexiang
;
Zhang, Jin E.
- In:
Economic modelling
54
(
2016
),
pp. 326-338
Persistent link: https://www.econbiz.de/10011642179
Saved in:
10
A novel jump diffusion model based on SGT distribution and its applications
Xu, Weijun
;
Liu, Guifang
;
Li, Hongyi
- In:
Economic modelling
59
(
2016
),
pp. 74-92
Persistent link: https://www.econbiz.de/10011647763
Saved in:
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