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~isPartOf:"Journal of banking & finance"
~subject:"Option pricing theory"
~subject:"Wechselkurs"
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Option pricing theory
Wechselkurs
Volatility
375
Volatilität
374
Capital income
110
Kapitaleinkommen
110
Theorie
109
Theory
109
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102
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Optionsgeschäft
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Alexander, Carol
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Andreou, Panayiotis C.
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Ederington, Louis H.
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Gkionis, Konstantinos
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Grasselli, Martino
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Journal of banking & finance
International journal of theoretical and applied finance
161
Quantitative finance
106
The North American journal of economics and finance : a journal of financial economics studies
85
Journal of international money and finance
81
Applied economics
79
The journal of futures markets
76
Applied mathematical finance
73
NBER working paper series
69
Finance research letters
68
The journal of computational finance
64
Economic modelling
62
Mathematical finance : an international journal of mathematics, statistics and financial theory
62
International review of economics & finance : IREF
61
NBER Working Paper
61
Journal of international financial markets, institutions & money
58
Working paper / National Bureau of Economic Research, Inc.
54
Journal of econometrics
51
Review of derivatives research
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Computational economics
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Energy economics
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International journal of financial engineering
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Applied economics letters
45
Applied financial economics
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International journal of finance & economics : IJFE
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European journal of operational research : EJOR
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Journal of economic dynamics & control
41
Finance and stochastics
40
The journal of derivatives : the official publication of the International Association of Financial Engineers
40
Journal of empirical finance
39
CESifo working papers
37
Economics letters
37
International review of financial analysis
37
Journal of mathematical finance
37
The European journal of finance
37
Discussion paper / Centre for Economic Policy Research
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Journal of financial economics
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Journal of risk and financial management : JRFM
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Working paper
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International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
96
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1
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
Saved in:
2
Detecting political event risk in the option market
Kostakis, Alexandros
;
Mu, Liangyi
;
Otsubo, Yoichi
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248198
Saved in:
3
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
4
GARCH option pricing with volatility derivatives
Oh, Dong Hwan
;
Park, Yang-Ho
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248216
Saved in:
5
A stochastic programming model for dynamic portfolio management with financial derivatives
Barro, Diana
;
Consigli, Giorgio
;
Varun, Vivek
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013463145
Saved in:
6
Positive stock information in out-of-the-money option prices
Gkionis, Konstantinos
;
Kostakis, Alexandros
; …
- In:
Journal of banking & finance
128
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012821608
Saved in:
7
The effects of asset price volatility on market participation : Evidence from the Thai foreign exchange market
Jakree Koosakul
;
Shim, Ilhyock
- In:
Journal of banking & finance
124
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012816601
Saved in:
8
Model risk and model choice in the case of barrier options and bonus certificates
Baule, Rainer
;
Shkel, David Sebastian
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013256692
Saved in:
9
Pricing individual stock options using both stock and market index information
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012221075
Saved in:
10
The surface of implied firm's asset volatility
Lovreta, Lidija
;
Silaghi, Florina
- In:
Journal of banking & finance
112
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012225265
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