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isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~subject:"Index-Futures"
~subject:"Portfolio-Management"
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Search: subject_exact:"Optionspreistheorie"
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Index-Futures
Portfolio-Management
Option pricing theory
65
Optionspreistheorie
65
Theorie
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Theory
41
USA
21
United States
21
Volatility
17
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17
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Carr, Peter
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Delong, Łukasz
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Wu, Liuren
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Barigou, Karim
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Bollerslev, Tim
1
Buraschi, Andrea
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1
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Fournier, Mathieu
1
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1
Heston, Steven L.
1
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1
Huang, Jing-Zhi
1
Jackwerth, Jens Carsten
1
Jacobs, Kris
1
Jiltsov, Alexei
1
Jones, Christopher S.
1
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1
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Kling, Alexander
1
Li, Shuaiqi
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Mo, Haitao
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Ruß, Jochen
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The journal of finance : the journal of the American Finance Association
Astin bulletin : the journal of the International Actuarial Association
International journal of theoretical and applied finance
36
Insurance / Mathematics & economics
32
The journal of futures markets
28
Mathematical finance : an international journal of mathematics, statistics and financial theory
26
Journal of economic dynamics & control
24
Quantitative finance
23
Finance and stochastics
21
Journal of banking & finance
20
International journal of financial engineering
16
Applied mathematical finance
15
European journal of operational research : EJOR
13
Journal of mathematical finance
13
Review of derivatives research
13
Research paper series / Swiss Finance Institute
12
International review of financial analysis
11
Mathematics and financial economics
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
The review of financial studies
11
Finance research letters
10
Journal of financial economics
9
Journal of risk and financial management : JRFM
9
SpringerLink / Bücher
9
The North American journal of economics and finance : a journal of financial economics studies
9
International review of economics & finance : IREF
8
The journal of computational finance
8
Journal of empirical finance
7
Mathematical methods of operations research
7
NBER Working Paper
7
NBER working paper series
7
Risks : open access journal
7
Scandinavian actuarial journal
7
The journal of derivatives : JOD
7
Working paper / National Bureau of Economic Research, Inc.
7
Annals of finance
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
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ECONIS (ZBW)
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1
Modeling conditional factor risk premia implied by index option returns
Fournier, Mathieu
;
Jacobs, Kris
;
Orłowski, Piotr
- In:
The journal of finance : the journal of the American …
79
(
2024
)
3
,
pp. 2289-2338
Persistent link: https://www.econbiz.de/10014535668
Saved in:
2
Option momentum
Heston, Steven L.
;
Jones, Christopher S.
;
Khorram, Mehdi
; …
- In:
The journal of finance : the journal of the American …
78
(
2023
)
6
,
pp. 3141-3192
Persistent link: https://www.econbiz.de/10014437686
Saved in:
3
Fair valuation of insurance liability cash-flow streams in continuous time : applications
Delong, Łukasz
;
Dhaene, Jan
;
Barigou, Karim
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
2
,
pp. 299-333
Persistent link: https://www.econbiz.de/10012056592
Saved in:
4
Risk management of financial crises : an optimal investment strategy with multivariate jump-diffusion models
Wang, Chou-Wen
;
Huang, Hong-Chih
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
2
,
pp. 501-525
Persistent link: https://www.econbiz.de/10011729607
Saved in:
5
Optimal investment for a defined-contribution pension scheme under a regime switching model
Chen, An
;
Delong, Łukasz
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
2
,
pp. 397-419
Persistent link: https://www.econbiz.de/10011312280
Saved in:
6
Spectral methods for the calculation of risk measures for variable annuity guaranteed benefits
Feng, Runhuan
;
Volkmer, Hans W.
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
3
,
pp. 653-681
Persistent link: https://www.econbiz.de/10010407941
Saved in:
7
On the optimal dividend problem for a spectrally positive Lévy process
Yin, Chuancun
;
Wen, Yuzhen
;
Zhao, Yongxia
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
3
,
pp. 635-651
Persistent link: https://www.econbiz.de/10010407942
Saved in:
8
Risk analysis of annuity conversion options in a stochastic mortality environment
Kling, Alexander
;
Ruß, Jochen
;
Schilling, Katja
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
2
,
pp. 197-236
Persistent link: https://www.econbiz.de/10010393961
Saved in:
9
On the relative pricing of long-maturity index options and collateralized debt obligations
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Yang, Fan
- In:
The journal of finance : the journal of the American …
67
(
2012
)
6
,
pp. 1983-2014
Persistent link: https://www.econbiz.de/10009716214
Saved in:
10
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
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