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isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"International review of financial analysis"
~subject:"Börsenkurs"
~subject:"Commodity derivative"
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Börsenkurs
Commodity derivative
Option pricing theory
95
Optionspreistheorie
95
Theorie
45
Theory
45
Volatility
30
Volatilität
30
USA
23
United States
23
Derivat
19
Derivative
19
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16
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7
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Alsakka, Rasha
1
Ap Gwilym, Owain
1
Bollerslev, Tim
1
Brunner, Bernhard
1
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1
Chen, Jilong
1
Ewald, Christian-Oliver
1
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1
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1
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1
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1
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1
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1
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1
Schwartz, Eduardo S.
1
Seppi, Duane J.
1
Shi, Yunkun
1
Spatt, Chester S.
1
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1
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1
Todorov, Viktor
1
Tran, Vu
1
Veronesi, Pietro
1
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The journal of finance : the journal of the American Finance Association
International review of financial analysis
The journal of futures markets
21
Journal of banking & finance
19
Finance research letters
12
Research paper series / Swiss Finance Institute
12
International journal of theoretical and applied finance
10
Quantitative finance
10
Energy economics
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
European journal of operational research : EJOR
7
Journal of econometrics
7
Journal of financial and quantitative analysis : JFQA
7
Review of derivatives research
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
CREATES research paper
5
Journal of empirical finance
5
Journal of mathematical finance
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Review of quantitative finance and accounting
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SpringerLink / Bücher
5
The review of financial studies
5
Tübinger Diskussionsbeiträge
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ECONIS (ZBW)
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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
Pricing commodity futures options in the Schwartz multi factor model with stochastic volatility : an asymptotic method
Chen, Jilong
;
Ewald, Christian-Oliver
- In:
International review of financial analysis
52
(
2017
),
pp. 144-151
Persistent link: https://www.econbiz.de/10011868721
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
Pricing of derivatives on commodity indices
Rauch, Johannes
;
Krayzler, Mikhail
;
Brunner, Bernhard
; …
- In:
International review of financial analysis
29
(
2013
),
pp. 143-151
Persistent link: https://www.econbiz.de/10010244113
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 economic value of volatility timing
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 329-352
Persistent link: https://www.econbiz.de/10001575075
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
Equilibrium forward curves for commodities
Routledge, Bryan R.
;
Seppi, Duane J.
;
Spatt, Chester S.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
3
,
pp. 1297-1338
Persistent link: https://www.econbiz.de/10001497602
Saved in:
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