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isPartOf:"The journal of futures markets"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Derivative"
~subject:"Stochastischer Prozess"
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Derivative
Stochastischer Prozess
Option trading
238
Optionsgeschäft
238
Option pricing theory
117
Optionspreistheorie
117
Volatility
68
Volatilität
68
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63
Theory
63
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34
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43
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Elliott, Robert J.
2
He, Xin-Jiang
2
Kang, Jangkoo
2
Lee, Hangsuck
2
Lin, Sha
2
Mahul, Olivier
2
Ryu, Doojin
2
Adam-Müller, Axel F. A.
1
Agarwalla, Sobhesh Kumar
1
Ahn, Hee-joon
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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
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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
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1
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1
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The journal of futures markets
Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
45
Quantitative finance
29
Applied mathematical finance
25
Review of derivatives research
24
The North American journal of economics and finance : a journal of financial economics studies
20
Journal of banking & finance
18
Journal of economic dynamics & control
18
The journal of computational finance
18
Finance research letters
17
International journal of financial engineering
17
European journal of operational research : EJOR
16
International review of economics & finance : IREF
15
Journal of financial economics
14
Computational economics
13
Finance and stochastics
13
Journal of mathematical finance
13
The journal of derivatives : JOD
13
Annals of finance
10
Risks : open access journal
10
Journal of financial markets
9
The European journal of finance
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
Economic modelling
8
Journal of econometrics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Applied financial economics
7
Asia-Pacific financial markets
7
Insurance / Mathematics & economics
7
Review of quantitative finance and accounting
7
Applied economics letters
6
Energy economics
6
International review of financial analysis
6
Mathematics and financial economics
6
Research paper series / Swiss Finance Institute
6
The journal of finance : the journal of the American Finance Association
6
Theoretical economics letters
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Global finance journal
5
Journal of derivatives & hedge funds
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ECONIS (ZBW)
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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
Effects of the Covid-19 pandemic on derivatives markets : evidence from global futures and options exchanges
Emm, Ekaterina E.
;
Gay, Gerald D.
;
Ma, Han
;
Ren, Honglin
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 823-851
Persistent link: https://www.econbiz.de/10013187605
Saved in:
4
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:
5
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:
6
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:
7
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:
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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