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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:"Welt"
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Stochastischer Prozess
Welt
Option trading
238
Optionsgeschäft
238
Option pricing theory
117
Optionspreistheorie
117
Volatility
68
Volatilität
68
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63
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63
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49
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34
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Elliott, Robert J.
2
He, Xin-Jiang
2
Kang, Jangkoo
2
Lee, Hangsuck
2
Lin, Sha
2
Ryu, Doojin
2
Ahn, Hee-joon
1
Albert, Pascal
1
Alòs, Elisa
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Bojarčenko, Svetlana I.
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1
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1
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Doran, James S.
1
Emm, Ekaterina E.
1
Fodor, Andy
1
Gay, Gerald D.
1
Guéant, Olivier
1
Ha, Hongjun
1
Haesen, Dorien
1
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1
Herold, Michael
1
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Kalev, Petko S.
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Kim, Hwa-sung
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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
28
Quantitative finance
22
The journal of computational finance
16
Applied mathematical finance
14
Journal of banking & finance
11
Journal of economic dynamics & control
11
Finance and stochastics
10
International journal of financial engineering
10
Review of derivatives research
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
Journal of econometrics
8
Journal of mathematical finance
8
Annals of finance
7
Economic modelling
6
Insurance / Mathematics & economics
6
Operations research
5
Operations research letters
5
Research paper series / Swiss Finance Institute
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Asia-Pacific financial markets
4
Journal of financial economics
4
Risks : open access journal
4
The journal of derivatives : JOD
4
Advanced series on statistical science & applied probability
3
Applied economics
3
Applied financial economics
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
International review of economics & finance : IREF
3
Journal of risk and financial management : JRFM
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Mathematical methods of operations research
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Swiss Finance Institute Research Paper
3
The European journal of finance
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Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
28
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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
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
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:
8
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:
9
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:
10
Power-type derivatives for rough volatility with jumps
Wang, Liang
;
Xia, Weixuan
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1369-1406
Persistent link: https://www.econbiz.de/10013287974
Saved in:
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