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subject:"Schätzung"
~isPartOf:"Economic modelling"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Optionsgeschäft"
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Schätzung
Optionsgeschäft
Derivat
88
Derivative
88
Option pricing theory
38
Optionspreistheorie
38
Theorie
23
Theory
23
Portfolio selection
20
Portfolio-Management
20
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19
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19
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16
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16
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Cao, Yi
2
Liu, Xiaoquan
2
Park, Sung Y.
2
Wang, Yudong
2
Alibeiki, Hedayat
1
Bandi, Chaithanya
1
Bao, Qunfang
1
Bertsimas, Dimitris
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Economic modelling
European journal of operational research : EJOR
The journal of futures markets
63
International journal of theoretical and applied finance
25
Applied financial economics
24
Journal of banking & finance
24
Review of derivatives research
21
International review of economics & finance : IREF
19
Applied mathematical finance
17
Finance research letters
17
Journal of financial economics
17
International review of financial analysis
16
Quantitative finance
16
The North American journal of economics and finance : a journal of financial economics studies
16
Energy economics
14
The European journal of finance
14
International journal of financial engineering
13
The journal of derivatives : JOD
13
Applied economics letters
12
Journal of financial markets
12
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Journal of mathematical finance
10
Journal of econometrics
9
The journal of finance : the journal of the American Finance Association
9
Working paper / National Bureau of Economic Research, Inc.
9
Journal of economic dynamics & control
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
NBER working paper series
8
Risks : open access journal
8
Journal of risk and financial management : JRFM
7
Working paper
7
Gabler Edition Wissenschaft
6
International journal of bonds and derivatives
6
Pacific-Basin finance journal
6
Review of financial economics : RFE
6
Review of quantitative finance and accounting
6
The journal of computational finance
6
Always learning
5
Cogent economics & finance
5
Computational economics
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ECONIS (ZBW)
23
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1
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
2
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
3
To expand and to abandon : real options under asset variance risk premium
Alibeiki, Hedayat
;
Lotfaliei, Babak
- In:
European journal of operational research : EJOR
300
(
2022
)
2
,
pp. 771-787
Persistent link: https://www.econbiz.de/10013207304
Saved in:
4
Counterparty choice in the UK credit default swap market : an empirical matching approach
Ferrara, Gerardo
;
Kim, Jun Sung
;
Koo, Bonsoo
;
Liu, Zijun
- In:
Economic modelling
94
(
2021
),
pp. 58-74
Persistent link: https://www.econbiz.de/10012694709
Saved in:
5
Pricing discretely-monitored double barrier options with small probabilities of execution
Kontosakos, Vasileios E.
;
Mendonca, Keegan
;
Pantelous, …
- In:
European journal of operational research : EJOR
290
(
2021
)
1
,
pp. 313-330
Persistent link: https://www.econbiz.de/10012436366
Saved in:
6
The complete Gaussian kernel in the multi-factor Heston model : option pricing and implied volatility applications
Recchioni, Maria Cristina
;
Iori, Giulia
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 336-360
Persistent link: https://www.econbiz.de/10012502484
Saved in:
7
Option valuation under no-arbitrage constraints with neural networks
Cao, Yi
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 361-374
Persistent link: https://www.econbiz.de/10012502485
Saved in:
8
VIX derivatives, hedging and vol-of-vol risk
Kaeck, Andreas
;
Seeger, Norman
- In:
European journal of operational research : EJOR
283
(
2020
)
2
,
pp. 767-782
Persistent link: https://www.econbiz.de/10012294919
Saved in:
9
Wavelet-based option pricing : an empirical study
Liu, Xiaoquan
;
Cao, Yi
;
Ma, Chenghu
;
Shen, Liya
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1132-1142
Persistent link: https://www.econbiz.de/10011942861
Saved in:
10
Liquidity tail risk and credit default swap spreads
Irresberger, Felix
;
Weiß, Gregor
;
Gabrysch, Janet
; …
- In:
European journal of operational research : EJOR
269
(
2018
)
3
,
pp. 1137-1153
Persistent link: https://www.econbiz.de/10011866884
Saved in:
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