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~isPartOf:"Applied mathematical finance"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"The journal of futures markets"
~isPartOf:"Working papers"
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Search: subject_exact:"Optionspreistheorie"
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Option pricing theory
550
Optionspreistheorie
550
Volatility
164
Volatilität
164
Option trading
145
Optionsgeschäft
145
Theorie
145
Theory
145
Stochastic process
138
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138
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98
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option pricing
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Kwok, Yue-Kuen
9
Chung, San-lin
7
Câmara, António
7
Kang, Jangkoo
7
Wang, Yaw-huei
7
Eberlein, Ernst
6
Elliott, Robert J.
6
Hung, Mao-Wei
6
Sabino, Piergiacomo
6
Kim, Hwa-sung
5
Liao, Szu-Lang
5
Lyuu, Yuh-dauh
5
Pianca, Paolo
5
Alòs, Elisa
4
Benth, Fred Espen
4
Corrado, Charles Joseph
4
Costabile, Massimo
4
Gauthier, Geneviève
4
Guo, Jia-hau
4
Howison, Sam
4
Liu, Qiang
4
Nardon, Martina
4
Oosterlee, Cornelis Willebrordus
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Ryu, Doojin
4
Sircar, Kaushik Ronnie
4
Siu, Tak Kuen
4
Wang, Xingchun
4
Wong, Hoi Ying
4
Zagst, Rudi
4
Zhang, Jin E.
4
Zheng, Wendong
4
Alexander, Carol
3
Atkinson, Colin
3
Bermin, Hans-Peter
3
Chesney, Marc
3
Chiarella, Carl
3
Cohen, Samuel N.
3
Cui, Zhenyu
3
Escobar, Marcos
3
Glau, Kathrin
3
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
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Applied mathematical finance
Decisions in economics and finance : DEF ; a journal of applied mathematics
The journal of futures markets
Working papers
International journal of theoretical and applied finance
467
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
251
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218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
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190
Review of derivatives research
170
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139
European journal of operational research : EJOR
131
Journal of economic dynamics & control
130
International journal of financial engineering
115
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107
Finance research letters
104
Computational economics
102
Risks : open access journal
93
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
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NBER working paper series
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Energy economics
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Review of quantitative finance and accounting
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SFB 649 discussion paper
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The journal of finance : the journal of the American Finance Association
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Annals of finance
50
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
48
International review of economics & finance : IREF
47
SpringerLink / Bücher
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ECONIS (ZBW)
550
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1
Calibration in the "real world" of a partially specified stochastic volatility model
Fatone, Lorella
;
Mariani, Francesca
;
Zirilli, Francesco
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10014475426
Saved in:
2
Leveraging prices from credit and equity option markets for portfolio risk management
Bégin, Jean-François
;
Boudreault, Mathieu
; …
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 122-147
Persistent link: https://www.econbiz.de/10014475433
Saved in:
3
Arbitrage-free neural-SDE market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014390284
Saved in:
4
Estimation of rare disaster concerns from option prices : an arbitrage-free RND-based smile construction approach
Albert, Pascal
;
Herold, Michael
;
Muck, Matthias
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1807-1835
Persistent link: https://www.econbiz.de/10014433013
Saved in:
5
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
6
Hedging options in a hidden Markov-switching local-volatility model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
Saved in:
7
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
8
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
9
Valuation of European options under an uncertain market price of volatility risk
Jaroszkowski, Bartosz
;
Jensen, Max
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 213-226
Persistent link: https://www.econbiz.de/10013554804
Saved in:
10
Can technical indicators based on underlying assets help to predict implied volatility index
Shi, Yafeng
;
Shi, Yanlong
;
Ying, Tingting
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10014475424
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