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isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"International review of financial analysis"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Börsenkurs"
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Search: subject_exact:"Optionspreistheorie"
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Börsenkurs
Option pricing theory
298
Optionspreistheorie
298
Theorie
135
Theory
135
Volatility
66
Volatilität
66
Option trading
61
Optionsgeschäft
61
USA
51
United States
51
Derivat
36
Derivative
36
Estimation
33
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Aktienoption
16
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Alsakka, Rasha
1
Ap Gwilym, Owain
1
Bollerslev, Tim
1
Bunch, David S.
1
Chen, Son-nan
1
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1
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1
Shi, Yunkun
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1
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1
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1
Tran, Vu
1
Veronesi, Pietro
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The journal of finance : the journal of the American Finance Association
International review of financial analysis
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
12
Finance research letters
11
Research paper series / Swiss Finance Institute
11
Journal of banking & finance
9
Journal of econometrics
7
Quantitative finance
7
International journal of theoretical and applied finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
CREATES research paper
4
Gabler Edition Wissenschaft
4
Journal of empirical finance
4
Journal of financial economics
4
Journal of mathematical finance
4
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
4
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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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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The journal of corporate finance : contracting, governance and organization
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ECONIS (ZBW)
12
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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
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:
3
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:
4
Stein's overreaction puzzle : option anomaly or perfectly rational behavior?
Lehnert, Thorsten
;
Lin, Yuehao
;
Martelin, Nicolas
- In:
The journal of derivatives : the official publication …
23
(
2016
)
3
,
pp. 22-35
Persistent link: https://www.econbiz.de/10011687179
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
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:
7
Efficient Monte Carlo barrier option pricing when the underlying security price follows a jump-diffusion process
Ross, Sheldon M.
;
Ghamami, Samim
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 45-52
Persistent link: https://www.econbiz.de/10003961017
Saved in:
8
Cross-currency equity swaps in the BGM model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 60-76
Persistent link: https://www.econbiz.de/10003673317
Saved in:
9
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:
10
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
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