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isPartOf:"Applied mathematical finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Derivat"
~type:"article"
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Search: subject_exact:"Optionsgeschäft"
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Derivat
Option trading
95
Optionsgeschäft
95
Option pricing theory
87
Optionspreistheorie
87
Volatility
35
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35
Derivative
29
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Wang, Xingchun
4
Cohen, Samuel N.
2
Kim, Geonwoo
2
Reisinger, Christoph
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Wang, Sheng
2
Zheng, Wendong
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Akuzawa, Toshinao
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Aly, Sidi Mohamed Ould
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Bao, Ying
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Bossu, Sébastien
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Cont, Rama
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Holtz, Markus
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Houdré, Christian
1
Jeon, Junkee
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Khedher, Asma
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Kijima, Masaaki
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Kim, Donghyun
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Kirkby, J. Lars
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Kutan, Ali Mustafa
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Kwok, Yue-Kuen
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Li, Shuang
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Applied mathematical finance
The North American journal of economics and finance : a journal of financial economics studies
The journal of futures markets
24
International journal of theoretical and applied finance
21
Review of derivatives research
17
International journal of financial engineering
13
International review of economics & finance : IREF
13
Journal of banking & finance
13
Finance research letters
12
Journal of financial economics
12
Quantitative finance
12
The journal of derivatives : JOD
12
European journal of operational research : EJOR
11
Journal of economic dynamics & control
8
Journal of financial markets
8
Journal of mathematical finance
8
The European journal of finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Risks : open access journal
7
International review of financial analysis
6
Applied economics letters
5
Computational economics
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Economic modelling
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Energy economics
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Global finance journal
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Review of quantitative finance and accounting
5
The journal of computational finance
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The journal of finance : the journal of the American Finance Association
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Annals of finance
4
Applied financial economics
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Cogent economics & finance
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Finance and stochastics
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Journal of derivatives & hedge funds
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Journal of econometrics
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Journal of risk and financial management : JRFM
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematics and financial economics
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Research bulletin / The Institute of Cost Accountants of India
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Review of financial economics : RFE
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ECONIS (ZBW)
29
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1
Simulation of arbitrage-free implied volatility surfaces
Cont, Rama
;
Vuletić, Milena
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 94-121
Persistent link: https://www.econbiz.de/10014443387
Saved in:
2
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
Saved in:
3
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
4
Hedging option books using neural-sde market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 366-401
Persistent link: https://www.econbiz.de/10014323483
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 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:
7
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:
8
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
Saved in:
9
The values and incentive effects of options on the maximum or the minimum of the stock prices and market index
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012667343
Saved in:
10
Static replication of European multi-asset options with homogeneous payoff
Bossu, Sébastien
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 381-394
Persistent link: https://www.econbiz.de/10013411710
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