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isPartOf:"The journal of futures markets"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Kapitaleinkommen"
~subject:"Stochastic process"
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Kapitaleinkommen
Stochastic process
Option trading
204
Optionsgeschäft
204
Option pricing theory
94
Optionspreistheorie
94
Volatility
63
Volatilität
63
USA
49
United States
48
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30
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30
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26
Derivat
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Index futures
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28
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Doran, James S.
2
Elliott, Robert J.
2
He, Xin-Jiang
2
Kang, Jangkoo
2
Lee, Hangsuck
2
Lin, Sha
2
Peterson, David R.
2
Zhang, Jin E.
2
Agarwalla, Sobhesh Kumar
1
Albert, Pascal
1
Alexiou, Lykourgos
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1
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1
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1
Ha, Hongjun
1
Haesen, Dorien
1
Heng, Zin Yau
1
Herold, Michael
1
Kalev, Petko S.
1
Kang, Jongho
1
Kim, Hwa-sung
1
Kumar, Sudarshan
1
Leccadito, Arturo
1
Lee, Gaeun
1
Lee, Jaeram
1
Lee, Minha
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Leung, Henry
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1
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McCarthy, David J.
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1
Padungsaksawasdi, Chaiyuth
1
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The journal of futures markets
Insurance / Mathematics & economics
International journal of theoretical and applied finance
29
Quantitative finance
24
Journal of banking & finance
22
The journal of computational finance
16
Applied mathematical finance
14
Journal of economic dynamics & control
13
Review of derivatives research
12
Journal of financial economics
11
Finance and stochastics
10
International journal of financial engineering
10
The North American journal of economics and finance : a journal of financial economics studies
10
Computational economics
9
European journal of operational research : EJOR
9
Journal of mathematical finance
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Finance research letters
8
Journal of econometrics
8
Journal of financial markets
8
Research paper series / Swiss Finance Institute
8
Annals of finance
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The European journal of finance
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Applied economics
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Operations research
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Operations research letters
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The journal of derivatives : JOD
5
The journal of finance : the journal of the American Finance Association
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Applied financial economics
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Asia-Pacific financial markets
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Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Discussion paper / Tinbergen Institute
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Economic modelling
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International journal of economics and finance
4
International review of economics & finance : IREF
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International review of financial analysis
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Journal of empirical finance
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ECONIS (ZBW)
28
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1
Estimation of rare disaster concerns from option prices : an arbitrage-free RND-based smile construction approach
Albert, Pascal
;
Herold, Michael
;
Muck, Matthias
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1807-1835
Persistent link: https://www.econbiz.de/10014433013
Saved in:
2
The role of option-based information on StockTwits, options trading volume, and stock returns
Heng, Zin Yau
;
Leung, Henry
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1091-1125
Persistent link: https://www.econbiz.de/10014339375
Saved in:
3
Hedging options in a hidden Markov-switching local-volatility model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
Saved in:
4
VIX option-implied volatility slope and VIX futures returns
Yoon, Jungah
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1002-1038
Persistent link: https://www.econbiz.de/10013287910
Saved in:
5
Harvesting the volatility smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
6
Analytically pricing exchange options with stochastic liquidity and regime switching
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 662-676
Persistent link: https://www.econbiz.de/10014293179
Saved in:
7
Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 951-967
Persistent link: https://www.econbiz.de/10014293271
Saved in:
8
Piecewise linear double barrier options
Lee, Hangsuck
;
Ha, Hongjun
;
Lee, Minha
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 125-151
Persistent link: https://www.econbiz.de/10012796299
Saved in:
9
Who and what drives informed options trading after the market opens?
Kang, Jongho
;
Kang, Jangkoo
;
Lee, Jaeram
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 338-364
Persistent link: https://www.econbiz.de/10012817917
Saved in:
10
Option-implied moments and the cross-section of stock returns
Alexiou, Lykourgos
;
Rompolis, Leonidas S.
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 668-691
Persistent link: https://www.econbiz.de/10013187580
Saved in:
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