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~isPartOf:"Always learning"
~isPartOf:"Applied economics letters"
~isPartOf:"The journal of computational finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Volatilität"
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Search: subject_exact:"Option trading"
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Volatilität
Optionsgeschäft
104
Option trading
103
Option pricing theory
74
Optionspreistheorie
74
Theorie
29
Theory
29
Volatility
27
Derivat
19
Derivative
19
Stochastic process
19
Stochastischer Prozess
19
USA
15
United States
15
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11
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stochastic volatility
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barrier options
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Führungskräfte
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Index futures
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Index-Futures
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Managers
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Numerical analysis
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27
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Kirkby, J. Lars
2
Poteshman, Allen M.
2
Ryu, Doojin
2
Yang, Heejin
2
Bain, Alan
1
Barraclough, Kathryn
1
Bourgey, Florian
1
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1
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1
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1
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Gulisashvili, Archil
1
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1
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Always learning
Applied economics letters
The journal of computational finance
The journal of finance : the journal of the American Finance Association
The journal of futures markets
61
Journal of banking & finance
42
International journal of theoretical and applied finance
34
Applied mathematical finance
24
Review of derivatives research
24
Quantitative finance
21
Finance research letters
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Journal of financial markets
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International review of financial analysis
14
International journal of financial engineering
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Applied economics
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International review of economics & finance : IREF
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11
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10
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9
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9
European journal of operational research : EJOR
9
Review of quantitative finance and accounting
9
Research paper series / Swiss Finance Institute
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Discussion paper / Tinbergen Institute
7
Journal of financial and quantitative analysis : JFQA
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
The European journal of finance
7
Working paper / National Bureau of Economic Research, Inc.
7
Annals of finance
6
Asia-Pacific journal of financial studies
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Finance and stochastics
6
Journal of international financial markets, institutions & money
6
Swiss Finance Institute Research Paper
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Energy economics
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Finanzmarkt und Portfolio-Management
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ECONIS (ZBW)
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1
Option momentum
Heston, Steven L.
;
Jones, Christopher S.
;
Khorram, Mehdi
; …
- In:
The journal of finance : the journal of the American …
78
(
2023
)
6
,
pp. 3141-3192
Persistent link: https://www.econbiz.de/10014437686
Saved in:
2
Intraday option price changes and net buying pressure
Ryu, Doojin
;
Yang, Heejin
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 292-297
Persistent link: https://www.econbiz.de/10012803523
Saved in:
3
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:
4
Delta-hedged gains of SSE 50 ETF options
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1864-1867
Persistent link: https://www.econbiz.de/10013412320
Saved in:
5
Multilevel Monte Carlo simulation for VIX options in the rough Bergomi model
Bourgey, Florian
;
De Marco, Stefano
- In:
The journal of computational finance
26
(
2022
)
2
,
pp. 53-82
Persistent link: https://www.econbiz.de/10013549658
Saved in:
6
The CTMC–Heston model : calibration and exotic option pricing with SWIFT
Leitao, Álvaro
;
Kirkby, J. Lars
;
Ortiz-Garcia, Luis
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 71-114
Persistent link: https://www.econbiz.de/10012544164
Saved in:
7
Calibration of local-stochastic and path-dependent volatility models to vanilla and no-touch options
Bain, Alan
;
Mariapragassam, Matthieu
;
Reisinger, Christoph
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 115-161
Persistent link: https://www.econbiz.de/10012544167
Saved in:
8
Co-movement of volatility risk premium : evidence from single stock options market in India
Chakrabarti, Prasenjit
- In:
Applied economics letters
28
(
2021
)
14
,
pp. 1181-1186
Persistent link: https://www.econbiz.de/10012589986
Saved in:
9
Vega-informed trading and options market reform
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10012205363
Saved in:
10
High-order approximations to call option prices in the Heston model
Gulisashvili, Archil
;
Lagunas-Merino, Marc
;
Merino, Raúl
; …
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012421960
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