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subject:"Option pricing theory"
~isPartOf:"The journal of futures markets"
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Option pricing theory
Statistical distribution
30
Statistische Verteilung
30
Optionspreistheorie
13
Estimation
12
Schätzung
12
Theorie
9
Theory
9
USA
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Capital income
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option pricing
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Corrado, Charles Joseph
2
Ané, Thierry
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Ardakani, Omid M.
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Aschakulporn, Pakorn
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Ch'oe, Pyŏng-uk
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Chang, Kook-hyun
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Marabel Romo, Jacinto
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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
14
Quantitative finance
13
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
Review of derivatives research
11
Applied mathematical finance
10
Computational economics
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Journal of banking & finance
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The journal of computational finance
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Journal of economic dynamics & control
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International journal of financial engineering
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The North American journal of economics and finance : a journal of financial economics studies
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Review of quantitative finance and accounting
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Finance research letters
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Risks : open access journal
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SFB 649 discussion paper
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Mathematics and financial economics
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Asia-Pacific journal of financial studies
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CREATES research paper
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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 empirical finance
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Journal of financial and quantitative analysis : JFQA
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Journal of risk
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Research paper series / Swiss Finance Institute
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Staff reports / Federal Reserve Bank of New York
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Working papers / Rutgers University, Department of Economics
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Asia-Pacific financial markets
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Center for Research in Economics and Finance (CIEF), Working Papers
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Central European journal of economic modelling and econometrics
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Computational Management Science : CMS
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
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1
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:
2
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:
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 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:
5
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:
6
Pricing American exchange options in a jump-diffusion model
Lindset, Snorre
- In:
The journal of futures markets
27
(
2007
)
3
,
pp. 257-273
Persistent link: https://www.econbiz.de/10003493048
Saved in:
7
The hidden martingale restriction in Gram-Charlier option prices
Corrado, Charles Joseph
- In:
The journal of futures markets
27
(
2007
)
6
,
pp. 517-534
Persistent link: https://www.econbiz.de/10003493103
Saved in:
8
What moves the tail? : The determinants of the option-implied probability density function of the DAX index
Glatzer, Ernst
;
Scheicher, Martin
- In:
The journal of futures markets
25
(
2005
)
6
,
pp. 515-536
Persistent link: https://www.econbiz.de/10002846386
Saved in:
9
Option pricing under extended normal distribution
Ki, Hosam
;
Ch'oe, Pyŏng-uk
;
Chang, Kook-hyun
;
Lee, Miyoung
- In:
The journal of futures markets
25
(
2005
)
9
,
pp. 845-871
Persistent link: https://www.econbiz.de/10003105998
Saved in:
10
Distributions inplied by American currency futures options : A ghost's smile?
Cincibuch, Martin
- In:
The journal of futures markets
24
(
2004
)
2
,
pp. 147-178
Persistent link: https://www.econbiz.de/10001905030
Saved in:
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