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~isPartOf:"Applied financial economics"
~isPartOf:"Finance research letters"
~subject:"Option pricing theory"
~subject:"Share"
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Option pricing theory
Share
Option trading
74
Optionsgeschäft
74
Optionspreistheorie
48
Volatility
28
Volatilität
28
Derivat
16
Derivative
16
Stochastic process
11
Stochastischer Prozess
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Share price
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Aktienoption
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Option pricing
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Wang, Xingchun
5
Lee, Hangsuck
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Lee, Minha
3
Ha, Hongjun
2
Hsu, Pao-peng
2
Kong, Byungdoo
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Liao, Szu-Lang
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Altay-Salih, Aslihan
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Applied financial economics
Finance research letters
International journal of theoretical and applied finance
83
The journal of futures markets
79
Review of derivatives research
60
The journal of computational finance
59
Applied mathematical finance
51
Quantitative finance
49
The journal of derivatives : the official publication of the International Association of Financial Engineers
48
Journal of banking & finance
43
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
The North American journal of economics and finance : a journal of financial economics studies
38
Journal of economic dynamics & control
37
International journal of financial engineering
31
Finance and stochastics
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Computational economics
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European journal of operational research : EJOR
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Journal of mathematical finance
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Research paper series / Swiss Finance Institute
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International review of economics & finance : IREF
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Journal of financial economics
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Asia-Pacific financial markets
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Risks : open access journal
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Review of quantitative finance and accounting
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The European journal of finance
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The journal of derivatives : JOD
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Economic modelling
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Insurance / Mathematics & economics
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Applied economics
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Swiss Finance Institute Research Paper
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Journal of risk and financial management : JRFM
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Annals of finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Journal of financial markets
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Energy economics
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International review of financial analysis
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Journal of derivatives & hedge funds
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Operations research letters
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ECONIS (ZBW)
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1
A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options
Reesor, R. Mark
;
Stentoft, Lars
;
Zhu, Xiaotian
- In:
Finance research letters
64
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
Saved in:
2
Pricing first-touch digitals with a multi-step double boundary and American barrier options
Lee, Hangsuck
;
Ha, Hongjun
;
Kong, Byungdoo
- In:
Finance research letters
59
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014445122
Saved in:
3
Price discovery of the Chinese crude oil options and futures markets
Zou, Mi
;
Han, Lin
;
Yang, Zhini
- In:
Finance research letters
60
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490178
Saved in:
4
Traders' heterogeneous beliefs about stock volatility and the implied volatility skew in financial options markets
Nappo, Giovanna
;
Marchetti, Fabio Massimo
;
Vagnani, Gianluca
- In:
Finance research letters
53
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472484
Saved in:
5
Another application of call options : explaining the divergence between the housing market and the rental market
Lee, Hung-Wei
;
Lin, Che-Chun
;
Tsai, I-Chun
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472494
Saved in:
6
The COVID-19 risk in the cross-section of equity options
Jitsawatpaiboon, Kanokrak
;
Ruan, Xinfeng
- In:
Finance research letters
53
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
Saved in:
7
Pricing multi-step double barrier options by the efficient non-crossing probability
Lee, Hangsuck
;
Ha, Hongjun
;
Kong, Byungdoo
;
Lee, Minha
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472740
Saved in:
8
The pricing and static hedging of multi-step double barrier options
Lee, Hangsuck
;
Ko, Bangwon
;
Lee, Minha
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473264
Saved in:
9
Price discovery in the volatility index option market : a univariate GARCH approach
Venter, Pierre J
;
Maré, E.
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
Saved in:
10
Price dispersion and vanilla options in a financial market game
Toraubally, Waseem A.
- In:
Finance research letters
50
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014245352
Saved in:
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