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isPartOf:"The European journal of finance"
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~subject:"Stochastic process"
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Search: subject_exact:"Option trading"
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Stochastic process
Option trading
41
Optionsgeschäft
41
Option pricing theory
29
Optionspreistheorie
29
Volatility
13
Volatilität
13
Derivat
12
Derivative
12
Stochastischer Prozess
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Estimation
7
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6
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Markov chain
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Theorie
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Theory
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options
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EU countries
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EU-Staaten
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bid-ask spread
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Chan, Leunglung
2
Elliott, Robert J.
2
Ballotta, Laura
1
Brignone, Riccardo
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Bufalo, Michele
1
Di Bari, Antonio
1
Gerrard, Russell
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Junike, Gero
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Kirkby, J. Lars
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Kyriakou, Ioannis
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Li, Zelei
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Marabel Romo, Jacinto
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Nguyen, Duy
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Schoutens, Wim
1
Sgarra, Carlo
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Siu, Tak Kuen
1
Stier, Hauke
1
Tang, Dan
1
Villani, Giovanni
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Wang, Xingchun
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1
Zhang, Mengzhe
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The European journal of finance
Annals of finance
International journal of theoretical and applied finance
28
Quantitative finance
21
The journal of computational finance
16
Applied mathematical finance
14
The journal of futures markets
13
Journal of economic dynamics & control
11
Finance and stochastics
10
Review of derivatives research
10
Computational economics
9
European journal of operational research : EJOR
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International journal of financial engineering
9
The North American journal of economics and finance : a journal of financial economics studies
9
Finance research letters
8
Journal of banking & finance
8
Journal of econometrics
8
Journal of mathematical finance
8
Insurance / Mathematics & economics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Operations research
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Operations research letters
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Research paper series / Swiss Finance Institute
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Asia-Pacific financial markets
4
Economic modelling
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Risks : open access journal
4
The journal of derivatives : JOD
4
Advanced series on statistical science & applied probability
3
Applied economics
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Applied financial economics
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
International review of economics & finance : IREF
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Journal of financial economics
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Journal of risk and financial management : JRFM
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical methods of operations research
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Swiss Finance Institute Research Paper
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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ECONIS (ZBW)
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1
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes
Li, Zelei
;
Tang, Dan
;
Wang, Xingchun
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1406-1431
Persistent link: https://www.econbiz.de/10014323018
Saved in:
2
Performance of advanced stock price models when it becomes exotic : an empirical study
Junike, Gero
;
Schoutens, Wim
;
Stier, Hauke
- In:
Annals of finance
18
(
2022
)
1
,
pp. 109-119
Persistent link: https://www.econbiz.de/10013194639
Saved in:
3
Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate
Bufalo, Michele
;
Di Bari, Antonio
;
Villani, Giovanni
- In:
Annals of finance
18
(
2022
)
2
,
pp. 247-266
Persistent link: https://www.econbiz.de/10013278984
Saved in:
4
Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models
Kirkby, J. Lars
;
Nguyen, Duy
- In:
Annals of finance
16
(
2020
)
3
,
pp. 307-351
Persistent link: https://www.econbiz.de/10012496337
Saved in:
5
Asian options pricing in Hawkes-type jump-diffusion models
Brignone, Riccardo
;
Sgarra, Carlo
- In:
Annals of finance
16
(
2020
)
1
,
pp. 101-119
Persistent link: https://www.econbiz.de/10012495966
Saved in:
6
A simple efficient approximation to price basket stock options with volatility smile
Wu, Ping
;
Elliott, Robert J.
- In:
Annals of finance
13
(
2017
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011944955
Saved in:
7
Hedging of Asian options under exponential Lévy models : computation and performance
Ballotta, Laura
;
Gerrard, Russell
;
Kyriakou, Ioannis
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 297-323
Persistent link: https://www.econbiz.de/10011736257
Saved in:
8
Pricing volatility options under stochastic skew with application to the VIX index
Marabel Romo, Jacinto
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 353-374
Persistent link: https://www.econbiz.de/10011736265
Saved in:
9
Saddlepoint approximations to option price in a regime-switching model
Zhang, Mengzhe
;
Chan, Leunglung
- In:
Annals of finance
12
(
2016
)
1
,
pp. 55-69
Persistent link: https://www.econbiz.de/10011555421
Saved in:
10
A PDE approach for risk measures for derivatives with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Annals of finance
4
(
2008
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10003589415
Saved in:
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