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isPartOf:"The journal of futures markets"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Handelsvolumen der Börse"
~subject:"Stochastischer Prozess"
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Handelsvolumen der Börse
Stochastischer Prozess
Option trading
238
Optionsgeschäft
238
Option pricing theory
117
Optionspreistheorie
117
Volatility
68
Volatilität
68
Theorie
63
Theory
63
USA
49
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48
Hedging
34
Derivat
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18
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Stochastic process
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Risikoprämie
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Welt
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English
31
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Elliott, Robert J.
2
He, Xin-Jiang
2
Kang, Jangkoo
2
Lee, Hangsuck
2
Lei, Adrian C. H.
2
Lin, Sha
2
Verousis, Thanos
2
Albert, Pascal
1
Alòs, Elisa
1
Ap Gwilym, Owain
1
Bae, Kwangil
1
Bojarčenko, Svetlana I.
1
Cai, Wenye
1
Carr, Peter
1
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1
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Chou, Robin K.
1
Doran, James S.
1
Gu, Chen
1
Guo, Xu
1
Guéant, Olivier
1
Ha, Hongjun
1
Haesen, Dorien
1
Heng, Zin Yau
1
Herold, Michael
1
Kalaitzoglou, Iordanis
1
Kalev, Petko S.
1
Kang, Jongho
1
Kim, Da-Hea
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1
Lee, Minha
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1
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1
Levendorskij, Sergej Z.
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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
29
Quantitative finance
21
The journal of computational finance
16
Applied mathematical finance
14
Journal of banking & finance
14
Review of derivatives research
12
Journal of economic dynamics & control
11
Finance and stochastics
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
Finance research letters
9
International journal of financial engineering
9
Journal of econometrics
8
Journal of mathematical finance
8
Annals of finance
7
Journal of financial economics
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Insurance / Mathematics & economics
6
Applied financial economics
5
International review of economics & finance : IREF
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Operations research
5
Operations research letters
5
Research paper series / Swiss Finance Institute
5
The European journal of finance
5
Asia-Pacific financial markets
4
Economic modelling
4
Journal of derivatives & hedge funds
4
Journal of financial markets
4
Review of quantitative finance and accounting
4
Risks : open access journal
4
The journal of derivatives : JOD
4
Advanced series on statistical science & applied probability
3
Applied economics
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Journal of risk and financial management : JRFM
3
Mathematical methods of operations research
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ECONIS (ZBW)
31
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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
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
One session options : playing the announcement lottery?
Smales, Lee A.
;
Liu, Zhangxin
;
Robertson, Cameron D.
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 192-211
Persistent link: https://www.econbiz.de/10012817850
Saved in:
8
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:
9
The information content of the volatility index options trading volume
Gu, Chen
;
Guo, Xu
;
Kurov, Alexander
;
Stan, Raluca
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1721-1737
Persistent link: https://www.econbiz.de/10013465809
Saved in:
10
Information contents of intraday SSE 50 ETF options trades
Luo, Xingguo
;
Cai, Wenye
;
Ryu, Doojin
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 580-604
Persistent link: https://www.econbiz.de/10013187563
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