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subject:"Börsenkurs"
~isPartOf:"Applied economics"
~subject:"Option pricing theory"
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Börsenkurs
Option pricing theory
Option trading
20
Optionsgeschäft
20
Optionspreistheorie
14
Volatility
12
Volatilität
12
Black-Scholes model
5
Black-Scholes-Modell
5
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5
Schätzung
5
Aktienoption
3
CAPM
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Index futures
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Stock option
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Aktienmarkt
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option pricing
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1994
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English
15
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Elyasiani, Elyas
2
Gehricke, Sebastian A.
2
Muzzioli, Silvia
2
Zhang, Jin E.
2
Aziz, Saqib
1
Barai, Parama
1
Chen, Dar-hsin
1
Chen, Jian
1
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1
Dempsey, Michael
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Gambarelli, Luca
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1
Lin, Chuang Yuang
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Lin, Jyh-horng
1
Ma, Chenghu
1
Matkovskyy, Roman
1
Pati, Pratap Chandra
1
Rajib, Prabina
1
Ruan, Xinfeng
1
Seo, Byoung Ki
1
Tanha, Hassan
1
Tong, Chen
1
Tsai, Chin Yu
1
Wang, Tianyi
1
Ze-To, Samuel Yau Man
1
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Applied economics
The journal of futures markets
97
International journal of theoretical and applied finance
83
Review of derivatives research
59
The journal of computational finance
57
Applied mathematical finance
51
The journal of derivatives : the official publication of the International Association of Financial Engineers
51
Journal of banking & finance
50
Quantitative finance
50
Finance research letters
41
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Journal of economic dynamics & control
37
The North American journal of economics and finance : a journal of financial economics studies
36
International journal of financial engineering
31
Finance and stochastics
29
Journal of mathematical finance
28
Computational economics
27
European journal of operational research : EJOR
27
Journal of financial economics
25
International review of economics & finance : IREF
24
Research paper series / Swiss Finance Institute
23
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Risks : open access journal
19
Asia-Pacific financial markets
18
Review of quantitative finance and accounting
18
The European journal of finance
18
International review of financial analysis
16
Journal of financial markets
16
The journal of derivatives : JOD
16
Economic modelling
15
Insurance / Mathematics & economics
15
Swiss Finance Institute Research Paper
15
Journal of risk and financial management : JRFM
14
Annals of finance
12
Decisions in economics and finance : DEF ; a journal of applied mathematics
12
Journal of derivatives & hedge funds
12
Journal of financial and quantitative analysis : JFQA
12
Theoretical economics letters
12
Energy economics
10
Journal of econometrics
10
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ECONIS (ZBW)
15
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1
Insurer acquisition in a narrow-synergy structure and policyholder protection under capital regulation
Lin, Jyh-horng
;
Chen, Shi
;
Huang, Fu-Wei
- In:
Applied economics
53
(
2021
)
32
,
pp. 3679-3693
Persistent link: https://www.econbiz.de/10012589532
Saved in:
2
Heterogeneous trading of option implied volatility
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics
55
(
2023
)
9
,
pp. 990-998
Persistent link: https://www.econbiz.de/10013498968
Saved in:
3
The power of deterministic option-implied trees in pricing European options
Elyasiani, Elyas
;
Muzzioli, Silvia
- In:
Applied economics
54
(
2022
)
22
,
pp. 2596-2609
Persistent link: https://www.econbiz.de/10013171107
Saved in:
4
The Bitcoin options market : a first look at pricing and risk
Jalan, Akanksha
;
Matkovskyy, Roman
;
Aziz, Saqib
- In:
Applied economics
53
(
2021
)
17
,
pp. 2026-2041
Persistent link: https://www.econbiz.de/10012500934
Saved in:
5
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
6
Analytic formula for option margin with liquidity costs under dynamic delta hedging
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Applied economics
53
(
2021
)
29
,
pp. 3391-3407
Persistent link: https://www.econbiz.de/10012589463
Saved in:
7
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
8
Which volatility model for option valuation in China? : empirical evidence from SSE 50 ETF options
Huang, Zhuo
;
Tong, Chen
;
Wang, Tianyi
- In:
Applied economics
52
(
2020
)
17
,
pp. 1866-1880
Persistent link: https://www.econbiz.de/10012197620
Saved in:
9
The use of option prices to assess the skewness risk premium
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Applied economics
52
(
2020
)
55
,
pp. 6057-6074
Persistent link: https://www.econbiz.de/10012308429
Saved in:
10
Forecasting stock market volatility and information content of implied volatility index
Pati, Pratap Chandra
;
Barai, Parama
;
Rajib, Prabina
- In:
Applied economics
50
(
2018
)
23
,
pp. 2552-2568
Persistent link: https://www.econbiz.de/10011850295
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