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~isPartOf:"Applied mathematical finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Wiley trading series"
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Search: subject_exact:"Parisian option"
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Option trading
118
Optionsgeschäft
118
Option pricing theory
92
Optionspreistheorie
92
Volatility
37
Volatilität
37
Derivat
33
Derivative
33
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Lee, Hangsuck
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4
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3
Jeon, Junkee
3
Ko, Bangwon
3
Reisinger, Christoph
3
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3
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3
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2
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2
Keene, Andrew
2
Kwok, Yue-Kuen
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2
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2
Lin, William
2
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1
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1
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1
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1
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1
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1
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Applied mathematical finance
The North American journal of economics and finance : a journal of financial economics studies
Wiley trading series
The journal of futures markets
189
International journal of theoretical and applied finance
111
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
The journal of computational finance
59
Finance research letters
54
Quantitative finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
49
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47
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Journal of financial markets
34
International journal of financial engineering
31
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31
The review of financial studies
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Working paper / National Bureau of Economic Research, Inc.
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Computational economics
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European journal of operational research : EJOR
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Journal of mathematical finance
27
Research paper series / Swiss Finance Institute
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Review of quantitative finance and accounting
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NBER working paper series
26
Management science : journal of the Institute for Operations Research and the Management Sciences
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International review of financial analysis
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The European journal of finance
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The journal of finance : the journal of the American Finance Association
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Asia-Pacific financial markets
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Applied economics
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Applied financial economics
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NBER Working Paper
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Risks : open access journal
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Swiss Finance Institute Research Paper
19
Journal of risk and financial management : JRFM
18
Annals of finance
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The journal of derivatives : JOD
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ECONIS (ZBW)
118
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21
Consistent pricing of VIX options with the Hawkes jump-diffusion model
Jing, Bo
;
Li, Shenghong
;
Ma, Yong
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012821987
Saved in:
22
Static replication of European multi-asset options with homogeneous payoff
Bossu, Sébastien
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 381-394
Persistent link: https://www.econbiz.de/10013411710
Saved in:
23
Valuation of piecewise linear barrier options
Lee, Hangsuck
;
Ha, Hongjun
;
Lee, Minha
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013186470
Saved in:
24
Explicit expressions to counterparty credit exposures for Forward and European Option
Li, Shuang
;
Peng, Cheng
;
Bao, Ying
;
Zhao, Yanlong
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012656950
Saved in:
25
An effective hybrid variance reduction method for pricing the Asian options and its variants
Lu, King-Jeng
;
Liang, Chiung-Ju
;
Hsieh, Ming-Hua
;
Lee, …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012659091
Saved in:
26
The effect of market sentiment and information asymmetry on option pricing
Zghal, Imen
;
Ben Hamad, Salah
;
Eleuch, Hichem
;
Nobanee, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012664661
Saved in:
27
Valuing spread options with counterparty risk and jump risk
Li, Zelei
;
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012665103
Saved in:
28
Catastrophe equity put options with floating strike prices
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012665469
Saved in:
29
Is the nonlinear hedge of options more effective? : evidence from the SSE 50 ETF options in China
Yu, Xiao-Jian
;
Wang, Zi-Ling
;
Xiao, Wei-Lin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012665985
Saved in:
30
Hedging and pricing early-exercise options with complex fourier series expansion
Chan, Tat Lung
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012666044
Saved in:
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