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isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"Applied economics letters"
~isPartOf:"International review of financial analysis"
~subject:"Börsenkurs"
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Search: subject_exact:"Optionspreistheorie"
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Börsenkurs
Option pricing theory
127
Optionspreistheorie
127
Theorie
46
Theory
46
Volatility
39
Volatilität
39
Derivat
32
Derivative
32
Option trading
23
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23
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23
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17
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17
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17
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Aktienoption
10
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Ryu, Doojin
2
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Ap Gwilym, Owain
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1
Tran, Vu
1
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The journal of finance : the journal of the American Finance Association
Applied economics letters
International review of financial analysis
The journal of futures markets
12
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11
Research paper series / Swiss Finance Institute
11
Journal of banking & finance
9
Journal of econometrics
7
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7
International journal of theoretical and applied finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
CREATES research paper
4
Gabler Edition Wissenschaft
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Journal of empirical finance
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Journal of financial economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
4
Review of quantitative finance and accounting
4
Swiss Finance Institute Research Paper
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The European journal of finance
4
Applied economics
3
Asia-Pacific journal of financial studies
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
IMES discussion paper series / Englische Ausgabe
3
International journal of financial engineering
3
Journal of economic dynamics & control
3
Journal of financial and quantitative analysis : JFQA
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Journal of international financial markets, institutions & money
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Review of finance : journal of the European Finance Association
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The North American journal of economics and finance : a journal of financial economics studies
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1
Jump-diffusion volatility models for variance swaps : an empirical performance analysis
Jin, Xing
;
Hong, Yi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014457699
Saved in:
2
Intraday option price changes and net buying pressure
Ryu, Doojin
;
Yang, Heejin
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 292-297
Persistent link: https://www.econbiz.de/10012803523
Saved in:
3
Stock price default boundary : a Black-Cox model approach
Shi, Yunkun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
Saved in:
4
The price of political uncertainty : theory and evidence from the option market
Kelly, Bryan T.
;
Pástor, Ľuboš
;
Veronesi, Pietro
- In:
The journal of finance : the journal of the American …
71
(
2016
)
5
,
pp. 2417-2480
Persistent link: https://www.econbiz.de/10011562365
Saved in:
5
Sovereign rating actions and the implied volatility of stock index options
Tran, Vu
;
Alsakka, Rasha
;
Ap Gwilym, Owain
- In:
International review of financial analysis
34
(
2014
),
pp. 101-113
Persistent link: https://www.econbiz.de/10010528470
Saved in:
6
ELW pricing kernel and empirical risk aversion
Kim, Jun Sik
;
Kim, Hyeyoen
;
Ryu, Doojin
- In:
Applied economics letters
21
(
2014
)
4/6
,
pp. 372-376
Persistent link: https://www.econbiz.de/10010413719
Saved in:
7
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
8
The American put option and its critical stock price
Bunch, David S.
;
Johnson, Herbert
- In:
The journal of finance : the journal of the American …
55
(
2000
)
5
,
pp. 2333-2356
Persistent link: https://www.econbiz.de/10001524444
Saved in:
9
Papers and proceedings : Fifty-ninth annual meeting, New York, New York January 4-6, 1999 // American Finance Association. Hans R. Stoll, selection ed.
Stoll, Hans R.
(
contributor
)
-
American Finance Association
-
1999
Persistent link: https://www.econbiz.de/10001395744
Saved in:
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