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subject:"Black-Scholes model"
~isPartOf:"International review of financial analysis"
~subject:"USA"
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Black-Scholes model
USA
Option trading
27
Optionsgeschäft
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Volatility
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Option pricing theory
12
Optionspreistheorie
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Arnold, Tom
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Bougias, Alexandros
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Episcopos, Athanasios
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Kang, Byung Jin
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International review of financial analysis
The journal of futures markets
51
International journal of theoretical and applied finance
23
The journal of derivatives : the official publication of the International Association of Financial Engineers
23
The review of financial studies
22
Journal of financial and quantitative analysis : JFQA
19
Journal of banking & finance
15
Working paper / National Bureau of Economic Research, Inc.
15
The journal of finance : the journal of the American Finance Association
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Review of derivatives research
13
Applied mathematical finance
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The journal of computational finance
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
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International journal of financial engineering
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Journal of financial economics
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The North American journal of economics and finance : a journal of financial economics studies
9
Journal of economic dynamics & control
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Journal of mathematical finance
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Finance and stochastics
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Journal of derivatives & hedge funds
6
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Applied economics
5
Applied financial economics
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Discussion paper / Centre for Economic Policy Research
5
Journal of risk and financial management : JRFM
5
Review of quantitative finance and accounting
5
Asia-Pacific financial markets
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Economic review
4
Finance research letters
4
Global finance journal
4
International journal of theoretical and applied finance : IJTAF
4
International review of economics & finance : IREF
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Journal of econometrics
4
The journal of fixed income
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The journal of trading
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Working papers / Rodney L. White Center for Financial Research
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ECONIS (ZBW)
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1
Risk appetite and option prices : evidence from the Chinese SSE50 options market
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248927
Saved in:
2
The role of asset payouts in the estimation of default barriers
Bougias, Alexandros
;
Episcopos, Athanasios
;
Leledakis, …
- In:
International review of financial analysis
81
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013396237
Saved in:
3
Efficient estimation of lower and upper bounds for pricing higher-dimensional American arithmetic average options by approximating their payoff functions
Jin, Xing
;
Yang, Cheng-Yu
- In:
International review of financial analysis
44
(
2016
),
pp. 65-77
Persistent link: https://www.econbiz.de/10011623807
Saved in:
4
Do stylized facts of equity-based volatility indices apply to fixed-income volatility indices? Evidence from the US Treasury market
López, Raquel
- In:
International review of financial analysis
42
(
2015
),
pp. 292-303
Persistent link: https://www.econbiz.de/10011573500
Saved in:
5
Empirical risk aversion functions-estimates and assessment of their reliability
Kang, Byung Jin
;
Kim, Tong Suk
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 1123-1138
Persistent link: https://www.econbiz.de/10003792451
Saved in:
6
Do option markets substitute for stock markets? Evidence from trading on anticipated tender offer announcements
Arnold, Tom
;
Erwin, Gayle R.
;
Nail, Lance
;
Nixon, Terry
- In:
International review of financial analysis
15
(
2006
)
3
,
pp. 247-255
Persistent link: https://www.econbiz.de/10003348604
Saved in:
7
Pricing UK and US securities with in the CKLS model : further results
Nowman, Kalid Ben
;
Sorwar, Ghulam
- In:
International review of financial analysis
8
(
1999
)
3
,
pp. 235-245
Persistent link: https://www.econbiz.de/10001495523
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