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Search: subject_exact:"American+option"
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Option trading
20
Optionsgeschäft
20
Option pricing theory
19
Optionspreistheorie
19
Volatility
9
Volatilität
9
Black-Scholes model
5
Black-Scholes-Modell
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Elyasiani, Elyas
2
Fujii, Masaaki
2
Gehricke, Sebastian A.
2
Muzzioli, Silvia
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Takahashi, Akihiko
2
Zhang, Jin E.
2
Aziz, Saqib
1
Barai, Parama
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1
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Lindensjö, Kristoffer
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Ma, Chenghu
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Matkovskyy, Roman
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Nakajima, Katsushi
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Ryu, Doojin
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Applied economics
Asia-Pacific financial markets
The journal of futures markets
55
Quantitative finance
45
Finance research letters
41
The North American journal of economics and finance : a journal of financial economics studies
39
International journal of theoretical and applied finance
37
Journal of banking & finance
32
Review of derivatives research
31
International journal of financial engineering
28
The journal of computational finance
26
International review of economics & finance : IREF
24
Computational economics
20
European journal of operational research : EJOR
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Applied mathematical finance
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Journal of economic dynamics & control
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Journal of financial economics
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Journal of financial markets
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Management science : journal of the Institute for Operations Research and the Management Sciences
18
The journal of derivatives : JOD
17
International review of financial analysis
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Journal of mathematical finance
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Discussion paper / Centre for Economic Policy Research
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Finance and stochastics
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The European journal of finance
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Theoretical economics letters
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Annals of finance
10
The journal of asset management
10
Applied economics letters
9
Energy economics
9
Research paper series / Swiss Finance Institute
9
Review of quantitative finance and accounting
9
SpringerLink / Bücher
9
Working paper / National Bureau of Economic Research, Inc.
9
Insurance / Mathematics & economics
8
Journal of econometrics
8
Journal of empirical finance
8
The Numerical Solution of the American Option Pricing Problem:Finite Difference and Transform Approaches
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
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1
Heterogeneous trading of option implied volatility
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics
55
(
2023
)
9
,
pp. 990-998
Persistent link: https://www.econbiz.de/10013498968
Saved in:
2
The power of deterministic option-implied trees in pricing European options
Elyasiani, Elyas
;
Muzzioli, Silvia
- In:
Applied economics
54
(
2022
)
22
,
pp. 2596-2609
Persistent link: https://www.econbiz.de/10013171107
Saved in:
3
Contract size changes in the options market : effects on market efficiency and investor behaviour
Park, Seongkyu
;
Ryu, Doojin
- In:
Applied economics
53
(
2021
)
57
,
pp. 6670-6682
Persistent link: https://www.econbiz.de/10012697955
Saved in:
4
The Bitcoin options market : a first look at pricing and risk
Jalan, Akanksha
;
Matkovskyy, Roman
;
Aziz, Saqib
- In:
Applied economics
53
(
2021
)
17
,
pp. 2026-2041
Persistent link: https://www.econbiz.de/10012500934
Saved in:
5
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
6
Analytic formula for option margin with liquidity costs under dynamic delta hedging
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Applied economics
53
(
2021
)
29
,
pp. 3391-3407
Persistent link: https://www.econbiz.de/10012589463
Saved in:
7
Insurer acquisition in a narrow-synergy structure and policyholder protection under capital regulation
Lin, Jyh-horng
;
Chen, Shi
;
Huang, Fu-Wei
- In:
Applied economics
53
(
2021
)
32
,
pp. 3679-3693
Persistent link: https://www.econbiz.de/10012589532
Saved in:
8
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
9
Which volatility model for option valuation in China? : empirical evidence from SSE 50 ETF options
Huang, Zhuo
;
Tong, Chen
;
Wang, Tianyi
- In:
Applied economics
52
(
2020
)
17
,
pp. 1866-1880
Persistent link: https://www.econbiz.de/10012197620
Saved in:
10
The use of option prices to assess the skewness risk premium
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Applied economics
52
(
2020
)
55
,
pp. 6057-6074
Persistent link: https://www.econbiz.de/10012308429
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