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subject:"Schätzung"
~isPartOf:"Applied economics letters"
~isPartOf:"International journal of financial engineering"
~subject:"Stochastischer Prozess"
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Schätzung
Stochastischer Prozess
Derivat
68
Derivative
68
Option pricing theory
36
Optionspreistheorie
36
Volatility
24
Volatilität
24
Option trading
18
Optionsgeschäft
18
Stochastic process
16
Börsenkurs
10
Hedging
10
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Theorie
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Behavioural finance
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Option pricing
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futures
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Wang, Xingchun
2
Aghili, A.
1
Arai, Takuji
1
Azhar Mohamad
1
Chen, Wen-Chin
1
Cui, Zhenyu
1
Endo, Misao
1
Filler, Guenther
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Fink, Holger Maria
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Florescu, Ionuţ
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1
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Kwok, Yue-Kuen
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1
Leung, Tim
1
Li, Meng
1
Li, Yu
1
Liu, Jianguo
1
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1
Ma, Changfu
1
Marzo, Massimiliano
1
Mudzimbabwe, Walter
1
Odening, Martin
1
Olasolo, A.
1
Oosterlee, Cornelis Willebrordus
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Romanov, Maksim Y.
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1
Ryu, Doojin
1
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1
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Applied economics letters
International journal of financial engineering
International journal of theoretical and applied finance
63
The journal of futures markets
38
Applied mathematical finance
25
Journal of banking & finance
23
Quantitative finance
23
Applied financial economics
19
Journal of mathematical finance
17
Review of derivatives research
16
Energy economics
15
Journal of econometrics
15
European journal of operational research : EJOR
14
International review of financial analysis
14
The European journal of finance
13
Annals of finance
12
The journal of computational finance
12
Journal of economic dynamics & control
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Finance and stochastics
10
Finance research letters
10
International review of economics & finance : IREF
10
Journal of financial economics
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
Insurance / Mathematics & economics
8
Journal of risk and financial management : JRFM
8
NBER working paper series
8
Risks : open access journal
8
International journal of bonds and derivatives
7
Working paper / National Bureau of Economic Research, Inc.
7
Applied economics
6
Computational economics
6
Economic modelling
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
The journal of derivatives : JOD
6
Working paper
6
Gabler Edition Wissenschaft
5
Journal of financial and quantitative analysis : JFQA
5
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ECONIS (ZBW)
24
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24
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1
Price discovery in bitcoin spot or futures during the Covid-19 pandemic? : Evidence from the time-varying parameter vector autoregressive model with stochastic volatility
Azhar Mohamad
;
Inani, Sarveshwar Kumar
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2749-2757
Persistent link: https://www.econbiz.de/10014368575
Saved in:
2
Stochastic method of dynamic hedging applied to the high liquid asset markets
Romanov, Maksim Y.
;
Vavilov, Sergey A.
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014444714
Saved in:
3
Pricing European basket warrants with default risk under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10012803500
Saved in:
4
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
Saved in:
5
Duration dependence among agricultural futures with different maturities
Volkenand, Steffen
;
Filler, Guenther
;
Kionka, Marlene
; …
- In:
Applied economics letters
27
(
2020
)
2
,
pp. 150-155
Persistent link: https://www.econbiz.de/10012205399
Saved in:
6
Willow tree algorithms for pricing VIX derivatives under stochastic volatility models
Ma, Changfu
;
Xu, Wei
;
Kwok, Yue-Kuen
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012602678
Saved in:
7
A time consistent derivative strategy
Mudzimbabwe, Walter
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012602691
Saved in:
8
Optimal dynamic futures portfolio in a regime-switching market framework
Leung, Tim
;
Zhou, Yang
- In:
International journal of financial engineering
6
(
2019
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012314525
Saved in:
9
Dynamic hedging in stock index futures via copula multiplicative error model
Chen, Wen-Chin
;
Liu, Kai-ping
;
Yang, Yung-lieh
;
Lai, Yi-hao
- In:
Applied economics letters
21
(
2014
)
10/12
,
pp. 801-805
Persistent link: https://www.econbiz.de/10010416262
Saved in:
10
VIX derivatives valuation and estimation based on closed-form series expansions
Zhao, Zhe
;
Cui, Zhenyu
;
Florescu, Ionuţ
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011923012
Saved in:
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