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isPartOf:"The journal of futures markets"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Stochastic process"
~subject:"Theory"
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Search: subject_exact:"Optionshandel"
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Stochastic process
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Option trading
204
Optionsgeschäft
204
Option pricing theory
94
Optionspreistheorie
94
Volatility
63
Volatilität
63
USA
49
United States
48
Theorie
30
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26
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25
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20
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48
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Kit, Pong Wong
3
Chung, San-lin
2
Elliott, Robert J.
2
He, Xin-Jiang
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Lee, Hangsuck
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1
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1
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1
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1
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The journal of futures markets
Insurance / Mathematics & economics
International journal of theoretical and applied finance
49
Mathematical finance : an international journal of mathematics, statistics and financial theory
37
Finance and stochastics
33
The journal of derivatives : the official publication of the International Association of Financial Engineers
32
Journal of banking & finance
31
The journal of computational finance
31
Review of derivatives research
26
Applied mathematical finance
24
Journal of economic dynamics & control
22
Quantitative finance
22
The review of financial studies
15
Journal of financial economics
14
Finance research letters
12
Asia-Pacific financial markets
11
Working paper / National Bureau of Economic Research, Inc.
11
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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European journal of operational research : EJOR
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Finance : revue de l'Association Française de Finance
10
Journal of econometrics
10
The North American journal of economics and finance : a journal of financial economics studies
10
International journal of financial engineering
9
International review of economics & finance : IREF
9
Journal of financial markets
9
The journal of finance : the journal of the American Finance Association
9
Finanzmarkt und Portfolio-Management
8
Journal of mathematical finance
8
NBER working paper series
8
Annals of finance
7
Journal of risk and financial management : JRFM
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NBER Working Paper
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Research paper series / Swiss Finance Institute
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The European journal of finance
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Applied financial economics
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Discussion paper / Centre for Economic Policy Research
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Journal of financial and quantitative analysis : JFQA
6
Report / Erasmus Center for Financial Research, Erasmus University
6
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
6
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ECONIS (ZBW)
48
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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
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:
3
Changes in the options contract size and arbitrage opportunities
Song, Joonhyuk
;
Ryu, Doojin
;
Yu, Jinyoung
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 122-137
Persistent link: https://www.econbiz.de/10013465898
Saved in:
4
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:
5
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:
6
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:
7
Information and the arrival rate of option trading volume
Zhang, Mengyu
;
Verousis, Thanos
;
Kalaitzoglou, Iordanis
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 605-644
Persistent link: https://www.econbiz.de/10013187564
Saved in:
8
Multi-step reflection principle and barrier options
Lee, Hangsuck
;
Lee, Gaeun
;
Song, Seongjoo
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 692-721
Persistent link: https://www.econbiz.de/10013187581
Saved in:
9
Pricing VXX options by modeling VIX directly
Lin, Wei
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 888-922
Persistent link: https://www.econbiz.de/10013187612
Saved in:
10
Approximate pricing of American exchange options with jumps
Lian, Guanghua
;
Elliott, Robert J.
;
Kalev, Petko S.
; …
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 983-1001
Persistent link: https://www.econbiz.de/10013287907
Saved in:
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