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isPartOf:"The journal of futures markets"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Optionspreistheorie"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Optionshandel"
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Optionspreistheorie
Stochastischer Prozess
Option trading
238
Optionsgeschäft
238
Option pricing theory
117
Volatility
68
Volatilität
68
Theorie
63
Theory
63
USA
49
United States
48
Hedging
34
Derivat
28
Derivative
28
Börsenkurs
22
Share price
22
Capital market returns
18
Kapitalmarktrendite
18
Stochastic process
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Estimation
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Schätzung
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Black-Scholes model
15
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Risikoprämie
10
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Welt
10
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10
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English
119
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Kang, Jangkoo
4
Chung, San-lin
3
Lee, Hangsuck
3
Zhang, Jin E.
3
Dai, Min
2
Dolinsky, Yan
2
Elliott, Robert J.
2
Guo, Shuxin
2
Ha, Hongjun
2
He, Xin-Jiang
2
Hung, Mao-Wei
2
Kim, Hwa-sung
2
Kim, In-joon
2
Kuo, I.-doun
2
Kwok, Yue-Kuen
2
Lee, Minha
2
Lin, Sha
2
Liu, Qiang
2
Lyuu, Yuh-dauh
2
Pelsser, Antoon André Jean
2
Tchuindjo, Léonard
2
Tsai, Wei-che
2
Wang, Yaw-huei
2
Zaevski, Tsvetelin S.
2
Agarwalla, Sobhesh Kumar
1
Albert, Pascal
1
Alexander, Carol
1
Alexander, Gordon J.
1
Alvarez, Luis H. R.
1
Alòs, Elisa
1
An, Yunbi
1
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1
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1
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1
Baldi, Paolo
1
Barraquand, Jérôme
1
Bojarčenko, Svetlana I.
1
Brace, Alan
1
Brown, Christine
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
84
Review of derivatives research
58
The journal of computational finance
57
Applied mathematical finance
51
The journal of derivatives : the official publication of the International Association of Financial Engineers
50
Quantitative finance
49
Journal of banking & finance
44
Finance research letters
40
Journal of economic dynamics & control
38
The North American journal of economics and finance : a journal of financial economics studies
36
International journal of financial engineering
31
Finance and stochastics
30
Computational economics
27
European journal of operational research : EJOR
27
Journal of mathematical finance
26
Research paper series / Swiss Finance Institute
22
International review of economics & finance : IREF
21
Journal of financial economics
21
Asia-Pacific financial markets
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Risks : open access journal
18
Review of quantitative finance and accounting
17
The European journal of finance
17
The journal of derivatives : JOD
16
Economic modelling
15
Insurance / Mathematics & economics
15
Applied economics
14
Swiss Finance Institute Research Paper
14
Annals of finance
13
Journal of econometrics
13
Journal of risk and financial management : JRFM
13
Decisions in economics and finance : DEF ; a journal of applied mathematics
12
Journal of financial markets
11
Energy economics
10
International review of financial analysis
10
Journal of derivatives & hedge funds
10
Journal of risk
10
Operations research letters
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ECONIS (ZBW)
119
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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
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
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
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
Pricing arithmetic Asian and Amerasian options : a diffusion operator integral expansion approach
Ding, Kailin
;
Cui, Zhenyu
;
Yang, Xiaoguang
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 217-241
Persistent link: https://www.econbiz.de/10014293009
Saved in:
6
Pricing multiasset time-varying double-barrier options with time-dependent parameters
Lyuu, Yuh-dauh
;
Zhang, Yu-Quan
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 404-434
Persistent link: https://www.econbiz.de/10014293107
Saved in:
7
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:
8
American strangle options with arbitrary strikes
Zaevski, Tsvetelin S.
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 880-903
Persistent link: https://www.econbiz.de/10014293264
Saved in:
9
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:
10
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
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