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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Option trading"
~subject:"Volatilität"
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Option trading
Volatilität
Option pricing theory
83
Optionspreistheorie
83
Volatility
38
Optionsgeschäft
36
Stochastic process
32
Stochastischer Prozess
32
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Wang, Xingchun
6
Lee, Hangsuck
5
Kim, Geonwoo
4
Jeon, Junkee
3
Ko, Bangwon
3
Labuschagne, Coenraad C. A.
3
Lin, Shih-kuei
3
Bao, Ying
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Li, Shaoyu
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Ma, Jingtang
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Bian, Zhicun
1
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1
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1
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The North American journal of economics and finance : a journal of financial economics studies
International journal of theoretical and applied finance
214
Quantitative finance
131
The journal of futures markets
124
The journal of computational finance
108
Applied mathematical finance
100
Journal of banking & finance
99
Mathematical finance : an international journal of mathematics, statistics and financial theory
93
Review of derivatives research
87
The journal of derivatives : the official publication of the International Association of Financial Engineers
77
Finance research letters
69
International journal of financial engineering
65
Finance and stochastics
64
Journal of economic dynamics & control
62
European journal of operational research : EJOR
58
Journal of mathematical finance
57
Computational economics
54
Risks : open access journal
44
Journal of econometrics
41
Research paper series / Swiss Finance Institute
41
Insurance / Mathematics & economics
39
Journal of financial economics
39
Review of quantitative finance and accounting
37
The European journal of finance
34
International review of economics & finance : IREF
33
Annals of finance
30
Asia-Pacific financial markets
30
Economic modelling
28
Journal of risk and financial management : JRFM
28
Applied economics
26
Decisions in economics and finance : DEF ; a journal of applied mathematics
26
Energy economics
25
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Journal of empirical finance
24
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
Journal of financial and quantitative analysis : JFQA
21
Swiss Finance Institute Research Paper
21
International review of financial analysis
20
Mathematics and financial economics
19
The journal of derivatives : JOD
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ECONIS (ZBW)
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1
Analytically pricing variance and volatility swaps under a Markov-modulated model with liquidity risks
He, Xin-Jiang
;
Lin, Sha
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483995
Saved in:
2
Robust optimal reinsurance-investment for αmaxmin mean-variance utility under Heston's SV model
Chen, Dengsheng
;
He, Yong
;
Li, Ziqiang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014484002
Saved in:
3
Min-max multi-step barrier options and their variants
Lee, Hangsuck
;
Lee, Gaeun
;
Song, Seongjoo
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014484160
Saved in:
4
Psychological barriers and option pricing in a local volatility model
Li, Dan
;
Liu, Lixin
;
Xu, Guangli
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246900
Saved in:
5
Pricing basket spread options with default risk under Heston-Nandi GARCH models
Wang, Xingchun
;
Zhang, Han
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413519
Saved in:
6
Pricing European continuous-installment currency options with mean-reversion
Jeon, Junkee
;
Kim, Geonwoo
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013413559
Saved in:
7
Pricing of vulnerable exchange options with early counterparty credit risk
Kim, Donghyun
;
Kim, Geonwoo
;
Yoon, Ji-Hun
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013413573
Saved in:
8
Pricing vulnerable options with stochastic liquidity risk
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013449096
Saved in:
9
Valuing lookback options with barrier
Lee, Hangsuck
;
Kim, Eunchae
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013449142
Saved in:
10
Jump dynamics, spillover effect and option valuation
Pan, Zhiyuan
;
Shuai, Jiangyu
;
Liang, Zhilei
;
Sun, Xianchao
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013534098
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