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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Quantitative finance"
~subject:"Capital income"
~subject:"Kreditrisiko"
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Search: "Option pricing theory"
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Capital income
Kreditrisiko
Option pricing theory
248
Optionspreistheorie
248
Volatility
115
Volatilität
115
Stochastic process
101
Stochastischer Prozess
101
Option trading
56
Optionsgeschäft
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43
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Option pricing
30
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Feunou, Bruno
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González-Urteaga, Ana
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Rubio, Gonzalo
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Agarwal, Ankush
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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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Journal of financial and quantitative analysis : JFQA
Quantitative finance
International journal of theoretical and applied finance
32
Journal of banking & finance
29
Review of derivatives research
19
Journal of financial economics
18
The North American journal of economics and finance : a journal of financial economics studies
14
The journal of futures markets
14
Applied mathematical finance
13
Insurance / Mathematics & economics
13
The journal of computational finance
12
Finance research letters
11
International journal of financial engineering
10
International review of financial analysis
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Research paper series / Swiss Finance Institute
10
Asia-Pacific financial markets
9
Journal of economic dynamics & control
9
Journal of empirical finance
9
The European journal of finance
9
Applied economics letters
8
Journal of mathematical finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Review of quantitative finance and accounting
8
The review of financial studies
8
Finance and stochastics
7
Journal of financial markets
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
The journal of finance : the journal of the American Finance Association
7
European journal of operational research : EJOR
6
Journal of risk and financial management : JRFM
6
International review of economics & finance : IREF
5
Journal of econometrics
5
The journal of fixed income
5
Annals of financial economics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Review of finance : journal of the European Finance Association
4
Scandinavian actuarial journal
4
Serie documentos de trabajo
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Swiss Finance Institute Research Paper
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ECONIS (ZBW)
23
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1
A default contagion model for pricing defaultable bonds from an information based perspective
Nakagawa, Hidetoshi
;
Takada, Hideyuki
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 169-185
Persistent link: https://www.econbiz.de/10013490963
Saved in:
2
The pricing of volatility and jump risks in the cross-section of index option returns
Hu, Guanglian
;
Liu, Yuguo
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
6
,
pp. 2385-2411
Persistent link: https://www.econbiz.de/10013367097
Saved in:
3
Volatility is (mostly) path-dependent
Guyon, Julien
;
Lekeufack, Jordan
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1221-1258
Persistent link: https://www.econbiz.de/10014339908
Saved in:
4
The EWMA Heston model
Parent, Léo
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10013490955
Saved in:
5
Moment risk premia and stock return predictability
Fan, Zhenzhen
;
Xiao, Xiao
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
1
,
pp. 67-93
Persistent link: https://www.econbiz.de/10012805776
Saved in:
6
Cheapest-to-deliver collateral : a common factor approach
Wolf, Felix Lukas
;
Grzelak, Lech A.
;
Deelstra, Griselda
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 707-723
Persistent link: https://www.econbiz.de/10013367854
Saved in:
7
Valuation of non-negative equity guarantees, considering contagion risk for house prices under the HJM interest rate model
Chen, Fen-Ying
;
Yang, Sharon S.
;
Huang, Hong Chih
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1551-1565
Persistent link: https://www.econbiz.de/10012624157
Saved in:
8
Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
González-Urteaga, Ana
;
Nieto, Belén
;
Rubio, Gonzalo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 713-727
Persistent link: https://www.econbiz.de/10012500183
Saved in:
9
Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
González-Urteaga, Ana
;
Nieto Domenech, Belen
;
Rubio, …
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 713-727
Persistent link: https://www.econbiz.de/10012500184
Saved in:
10
Speed-up credit exposure calculations for pricing and risk management
Glau, Kathrin
;
Pachón, Ricardo
;
Pötz, Christian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012483835
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