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isPartOf:"The journal of futures markets"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Stochastischer Prozess"
~subject:"Volatility"
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Search: subject_exact:"Optionshandel"
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Stochastischer Prozess
Volatility
Option trading
238
Optionsgeschäft
238
Option pricing theory
117
Optionspreistheorie
117
Volatilität
68
Theorie
63
Theory
63
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49
United States
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34
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28
Derivative
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76
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Zhang, Jin E.
3
Daigler, Robert T.
2
Elliott, Robert J.
2
Guo, Biao
2
He, Xin-Jiang
2
Lee, Hangsuck
2
Lin, Sha
2
Ruan, Xinfeng
2
Ryu, Doojin
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Shackleton, Mark B.
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1
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Alvarez, Luis H. R.
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An, Yunbi
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Bae, Kwangil
1
Bojarčenko, Svetlana I.
1
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1
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Chan, Kam C.
1
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1
Chaput, J. Scott
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Chatrath, Arjun
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The journal of futures markets
Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of banking & finance
45
International journal of theoretical and applied finance
43
Quantitative finance
32
Review of derivatives research
30
Applied mathematical finance
27
Finance research letters
24
The journal of derivatives : the official publication of the International Association of Financial Engineers
21
The journal of computational finance
20
International journal of financial engineering
16
The North American journal of economics and finance : a journal of financial economics studies
16
International review of financial analysis
15
Journal of economic dynamics & control
15
Journal of financial markets
15
Applied economics
14
International review of economics & finance : IREF
14
Journal of financial economics
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Computational economics
12
European journal of operational research : EJOR
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Finance and stochastics
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Journal of econometrics
12
Research paper series / Swiss Finance Institute
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Applied financial economics
10
Journal of mathematical finance
10
Annals of finance
9
Review of quantitative finance and accounting
9
The European journal of finance
9
Swiss Finance Institute Research Paper
8
Applied economics letters
7
Discussion paper / Tinbergen Institute
7
Journal of financial and quantitative analysis : JFQA
7
Journal of risk and financial management : JRFM
7
Operations research
7
The journal of finance : the journal of the American Finance Association
7
Working paper / National Bureau of Economic Research, Inc.
7
Asia-Pacific financial markets
6
Asia-Pacific journal of financial studies
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
76
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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
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
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:
10
Volatility model applications in China's SSE50 options market
Chi, Yeguang
;
Hao, Wenyan
;
Zhang, Yifei
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1704-1720
Persistent link: https://www.econbiz.de/10013465807
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