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~isPartOf:"Applied financial economics"
~subject:"Incomplete market"
~subject:"United States"
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Search: subject:"Optionspreistheorie"
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United States
Option pricing theory
39
Optionspreistheorie
39
Volatility
12
Volatilität
12
Theorie
10
Theory
10
Stochastic process
9
Stochastischer Prozess
9
Option trading
8
Optionsgeschäft
8
Derivat
5
Derivative
5
Estimation
5
Schätzung
5
Index futures
4
Index-Futures
4
Interest rate
4
Taiwan
4
Zins
4
ARCH model
3
ARCH-Modell
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Unvollkommener Markt
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Asymmetric information
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Asymmetrische Information
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Black-Scholes model
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Black-Scholes-Modell
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Großbritannien
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Japan
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Risikopräferenz
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Simulation
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USA
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1967-1987
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1985-1997
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1987-1994
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Wang, Janchung
2
Gallagher, Liam
1
Hansen, Charlotte S.
1
Hsu, Hsinan
1
Hutchinson, Mark C.
1
Lin, Chih-yung
1
Shieh, Shwu-jane
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Tuypens, Bjorn E.
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Applied financial economics
The journal of futures markets
41
Mathematical finance : an international journal of mathematics, statistics and financial theory
30
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
The review of financial studies
28
International journal of theoretical and applied finance
26
The journal of finance : the journal of the American Finance Association
20
Journal of financial and quantitative analysis : JFQA
17
Working paper / National Bureau of Economic Research, Inc.
17
Journal of banking & finance
16
Journal of financial economics
16
Review of derivatives research
14
The journal of fixed income
11
Real estate economics : journal of the American Real Estate and Urban Economics Association
10
The journal of computational finance
10
The journal of real estate finance and economics
10
Applied mathematical finance
9
Asia-Pacific financial markets
7
Finance and stochastics
7
Insurance / Mathematics & economics
7
Research paper series / Swiss Finance Institute
7
American journal of agricultural economics
6
European journal of operational research : EJOR
6
Finance and economics discussion series
6
International review of economics & finance : IREF
6
Quantitative finance
6
Swiss Finance Institute Research Paper
6
The journal of business : B
6
Working paper
6
Discussion paper / Centre for Economic Policy Research
5
International journal of financial engineering
5
Journal of empirical finance
5
Mathematical finance : an international journal of mathematics, statistics and financial economics
5
Mathematical methods of operations research
5
Review of quantitative finance and accounting
5
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Federal Reserve Bank of Cleveland working paper series
4
Finance research letters
4
International journal of business
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Pricing credit default swap with nonlinear dependence
Shieh, Shwu-jane
;
Lin, Chih-yung
- In:
Applied financial economics
21
(
2011
)
4/6
,
pp. 261-269
Persistent link: https://www.econbiz.de/10009124603
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2
Degree of market imperfections : evidence from four Asian index futures markets
Wang, Janchung
- In:
Applied financial economics
18
(
2008
)
13/15
,
pp. 1233-1246
Persistent link: https://www.econbiz.de/10003760260
Saved in:
3
Simulating convertible bond arbitrage portfolios
Hutchinson, Mark C.
;
Gallagher, Liam
- In:
Applied financial economics
18
(
2008
)
13/15
,
pp. 1247-1262
Persistent link: https://www.econbiz.de/10003760264
Saved in:
4
Spanning tests for options using principal components methods
Hansen, Charlotte S.
;
Tuypens, Bjorn E.
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 739-746
Persistent link: https://www.econbiz.de/10003491227
Saved in:
5
Degree of market imperfection and the pricing of stock index futures
Wang, Janchung
;
Hsu, Hsinan
- In:
Applied financial economics
16
(
2006
)
3
,
pp. 245-258
Persistent link: https://www.econbiz.de/10003291890
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