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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of empirical finance"
~subject:"Estimation"
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Search: subject:"Option"
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Estimation
Option pricing theory
247
Optionspreistheorie
247
Volatility
89
Volatilität
89
Stochastic process
85
Stochastischer Prozess
85
Option trading
66
Optionsgeschäft
66
Theorie
56
Theory
56
Derivat
48
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48
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41
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40
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40
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32
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32
Yield curve
32
Zinsstruktur
32
Black-Scholes model
31
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31
Risikoprämie
27
Risk premium
27
Option pricing
25
Real options analysis
24
Realoptionsansatz
24
Schätzung
24
Markov chain
21
Markov-Kette
21
Monte Carlo simulation
21
Monte-Carlo-Simulation
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Portfolio selection
21
Portfolio-Management
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CAPM
18
Hedging
17
Estimation theory
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Alfay, Elia
1
Aretz, Kevin
1
Ballestra, Luca Vincenzo
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Cao, Yi
1
Caporin, Massimiliano
1
Chalamandaris, George
1
Chiang, Min-Hsien
1
Chourdakis, Kyriakos
1
D'Addona, Stefano
1
D'Innocenzo, Enzo
1
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1
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1
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1
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1
Guan, Zhengfei
1
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1
Hafner, Christian M.
1
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1
Herwartz, Helmut
1
Hirukawa, Masayuki
1
Huang, Hsin-yi
1
Irresberger, Felix
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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Asia-Pacific financial markets
European journal of operational research : EJOR
Journal of empirical finance
The journal of futures markets
53
Journal of banking & finance
33
Working paper / National Bureau of Economic Research, Inc.
27
The journal of finance : the journal of the American Finance Association
24
Journal of econometrics
22
Journal of financial economics
22
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
NBER working paper series
18
International review of financial analysis
17
Applied financial economics
14
International review of economics & finance : IREF
14
NBER Working Paper
14
Finance research letters
13
International journal of theoretical and applied finance
13
Review of derivatives research
13
SFB 649 discussion paper
13
Discussion paper / Centre for Economic Policy Research
12
Quantitative finance
12
Journal of international financial markets, institutions & money
11
Review of quantitative finance and accounting
11
The European journal of finance
11
Applied economics
10
Journal of financial and quantitative analysis : JFQA
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Research paper series / Swiss Finance Institute
10
The review of financial studies
10
Working paper
10
Journal of financial markets
9
Journal of international money and finance
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Applied economics letters
7
Discussion paper / Deutsche Bundesbank
7
Discussion paper / Tinbergen Institute
7
Gabler Edition Wissenschaft
7
Journal of risk and financial management : JRFM
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of fixed income
7
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
7
CESifo working papers
6
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ECONIS (ZBW)
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1
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
2
Option
gamma and stock returns
Soebhag, Amar
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477131
Saved in:
3
Consumption risks in
option
returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
4
Spillover effects in managerial compensation
Kieschnick, Robert L.
;
Shi, Wenyun
- In:
Journal of empirical finance
70
(
2023
),
pp. 62-73
Persistent link: https://www.econbiz.de/10014423607
Saved in:
5
Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices
Wu, Feng
;
Myers, Robert J.
;
Guan, Zhengfei
;
Wang, Zhiguang
- In:
Journal of empirical finance
34
(
2015
),
pp. 260-274
Persistent link: https://www.econbiz.de/10011557143
Saved in:
6
Wavelet-based
option
pricing : an empirical study
Liu, Xiaoquan
;
Cao, Yi
;
Ma, Chenghu
;
Shen, Liya
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1132-1142
Persistent link: https://www.econbiz.de/10011942861
Saved in:
7
Out-of-sample equity premium prediction : the role of
option
-implied constraints
Wang, Yunqi
;
Zhou, Ti
- In:
Journal of empirical finance
70
(
2023
),
pp. 199-226
Persistent link: https://www.econbiz.de/10014423642
Saved in:
8
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
Saved in:
9
Empirical study of Nikkei 225 options with the Markov switching GARCH model
Satoyoshi, Kiyotaka
;
Mitsui, Hidetoshi
- In:
Asia-Pacific financial markets
18
(
2011
)
1
,
pp. 55-68
Persistent link: https://www.econbiz.de/10009237749
Saved in:
10
Bond and
option
prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
1
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