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Search: subject_exact:"Optionspreismodell"
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Option pricing theory
285
Optionspreistheorie
285
Volatility
90
Volatilität
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Option trading
61
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61
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61
Theory
61
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Takahashi, Akihiko
9
Leippold, Markus
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Martzoukos, Spiros A.
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Nawalkha, Sanjay K.
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Andreou, Panayiotis C.
3
Fujii, Masaaki
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Fusai, Gianluca
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Kim, Young Shin
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Koussis, Nicos
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Muroi, Yoshifumi
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Platen, Eckhard
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Prokopczuk, Marcel
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Shirakawa, Hiroshi
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Skiadopoulos, George
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Stentoft, Lars
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Trigeorgis, Lenos
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Yamada, Yuji
3
Agarwal, Vineet
2
Alexander, Carol
2
Back, Janis
2
Baldeaux, Jan
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Barbachan, José Santiago Fajardo
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Barone-Adesi, Giovanni
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Bernales, Alejandro
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Bianchi, Michele Leonardo
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Choy, Siu Kai
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Chung, San-Lin
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Chung, San-lin
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Coleman, Thomas F.
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Câmara, António
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Das, Sanjiv R.
2
Dias, José Carlos
2
Ederington, Louis H.
2
Elliott, Robert J.
2
Fabozzi, Frank J.
2
Fuh, Cheng-der
2
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Asia-Pacific financial markets
Journal of banking & finance
International journal of theoretical and applied finance
467
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of futures markets
253
The journal of computational finance
251
Applied mathematical finance
240
Finance and stochastics
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of econometrics
66
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NBER working paper series
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Energy economics
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Review of quantitative finance and accounting
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SFB 649 discussion paper
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Economic modelling
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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International review of economics & finance : IREF
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
Delta hedging and volatility-price elasticity : a two-step approach
Xia, Kun
;
Yang, Xuewei
;
Zhu, Peng
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014490307
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
Stock valuation during the COVID-19 pandemic : an explanation using option-based discount rates
Berkman, Henk
;
Malloch, Hamish
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248234
Saved in:
6
Can real options explain the skewness of stock returns?
Ho, Tuan
;
Kim, Kirak
;
Li, Yang
;
Xu, Fangming
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248283
Saved in:
7
Tax-loss harvesting under uncertainty
McKeever, Daniel
;
Rydqvist, Kristian
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013463082
Saved in:
8
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:
9
Why do firms issue callable convertible bonds? : a critique of the “backdoor equity financing” theory
Burlacu, Radu
;
Jimenez-Garcès, Sonia
- In:
Journal of banking & finance
144
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013538879
Saved in:
10
Expected and unexpected jumps in the overnight rate : consistent management of the libor transition
Backwell, Alex
;
Hayes, Joshua
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013538970
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