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subject:"Option pricing theory"
~isPartOf:"The journal of futures markets"
~subject:"Capital market returns"
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Option pricing theory
Capital market returns
Statistical distribution
31
Statistische Verteilung
31
Optionspreistheorie
14
Estimation
12
Schätzung
12
Theorie
9
Theory
9
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Option trading
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Optionsgeschäft
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option pricing
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Corrado, Charles Joseph
2
Du, Lingshan
2
Liang, Fang
2
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1
Ardakani, Omid M.
1
Aschakulporn, Pakorn
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Blau, Benjamin
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1
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The journal of futures markets
International journal of theoretical and applied finance
24
Journal of econometrics
15
Quantitative finance
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
Review of derivatives research
11
Applied mathematical finance
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Computational economics
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Journal of banking & finance
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The journal of computational finance
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Finance research letters
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Journal of economic dynamics & control
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Journal of mathematical finance
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International journal of financial engineering
7
The North American journal of economics and finance : a journal of financial economics studies
7
European journal of operational research : EJOR
6
Insurance / Mathematics & economics
6
Journal of financial and quantitative analysis : JFQA
6
Review of quantitative finance and accounting
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Research paper series / Swiss Finance Institute
5
Risks : open access journal
5
SFB 649 discussion paper
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Applied economics
4
CREATES research paper
4
Journal of empirical finance
4
Journal of financial economics
4
Journal of international financial markets, institutions & money
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Journal of risk
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Asia-Pacific journal of financial studies
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Economic modelling
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Economics letters
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Finance and stochastics
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International review of economics & finance : IREF
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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1
Option pricing with dynamic conditional skewness
Liang, Fang
;
Du, Lingshan
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1154-1188
Persistent link: https://www.econbiz.de/10014553957
Saved in:
2
Option pricing with overnight and intraday volatility
Liang, Fang
;
Du, Lingshan
;
Huang, Zhuo
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1576-1614
Persistent link: https://www.econbiz.de/10014432919
Saved in:
3
Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators : an affine jump-diffusion approach
Aschakulporn, Pakorn
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 365-388
Persistent link: https://www.econbiz.de/10012817922
Saved in:
4
Option prices for risk-neutral density estimation using nonparametric methods through big data and large-scale problems
Monteiro, Ana M.
;
Santos, António A. F.
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 152-171
Persistent link: https://www.econbiz.de/10012796300
Saved in:
5
Option pricing with maximum entropy densities : the inclusion of higher-order moments
Ardakani, Omid M.
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1821-1836
Persistent link: https://www.econbiz.de/10013465823
Saved in:
6
Option introductions and the skewness of stock returns
Blau, Benjamin
;
Whitby, Ryan J.
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 892-912
Persistent link: https://www.econbiz.de/10011950906
Saved in:
7
Quantile estimation of optimal hedge ratio
Lien, Da-hsiang Donald
;
Shrestha, Keshab
;
Wu, Jing
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 194-214
Persistent link: https://www.econbiz.de/10011568071
Saved in:
8
Pricing S&P 500 index 0ptions : a conditional semi-nonparametric approach
Guidolin, Massimo
;
Hansen, Erwin
- In:
The journal of futures markets
36
(
2016
)
3
,
pp. 217-239
Persistent link: https://www.econbiz.de/10011568080
Saved in:
9
Pricing forward skew dependent derivatives : multifactor versus single-factor stochastic volatility models
Marabel Romo, Jacinto
- In:
The journal of futures markets
34
(
2014
)
2
,
pp. 124-144
Persistent link: https://www.econbiz.de/10010255495
Saved in:
10
High moment variations and their application
Choe, Geon Ho
;
Lee, Kyungsub
- In:
The journal of futures markets
34
(
2014
)
11
,
pp. 1040-1061
Persistent link: https://www.econbiz.de/10010508680
Saved in:
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