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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Journal of mathematical finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Experiment"
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Search: subject:"Option"
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Experiment
Option pricing theory
267
Optionspreistheorie
267
Stochastic process
106
Stochastischer Prozess
106
Volatility
103
Volatilität
103
Option trading
90
Optionsgeschäft
90
Derivat
67
Derivative
67
Black-Scholes model
54
Black-Scholes-Modell
54
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44
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17
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Zins
17
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15
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Option Pricing
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Option pricing
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Ko, Bangwon
2
Lee, Hangsuck
2
Abramov, Anatoly Markovich
1
Ahn, Soohan
1
Alim, Md. Abdul
1
Appadoo, Srimantoorao S.
1
Bian, Baojun
1
Biswas, Md. Haider Ali
1
Chan, Tat Lung
1
Chen, Xinfu
1
Chung, Tsz-Kin
1
Contreras, Mauricio
1
Drakos, Stefanos
1
Fatone, Lorella
1
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1
Grossinho, Maria do Rosário
1
Huang, Shang-Ho
1
Jing, Bo
1
Kim, Eunchae
1
Kord, Yaser
1
Kutalia, Tsotne
1
Li, Shenghong
1
Liu, Zhibin
1
Ma, Yong
1
Mariani, Francesca
1
Mondal, Mitun Kumar
1
Nagashima, Kazuki
1
Pellicer, Rely
1
Rahman, Md. Faizur
1
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Yamada, Toshihiro
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1
Zeng, Xudong
1
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Asia-Pacific financial markets
Journal of mathematical finance
The North American journal of economics and finance : a journal of financial economics studies
Quantitative finance
25
International journal of theoretical and applied finance
21
Computational economics
13
Applied mathematical finance
11
European journal of operational research : EJOR
10
The journal of computational finance
10
International journal of financial engineering
9
Risks : open access journal
8
Finance research letters
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Review of derivatives research
6
Applied economics letters
5
Energy economics
4
Insurance / Mathematics & economics
4
International review of economics & finance : IREF
4
The European journal of finance
4
Applied economics
3
Economic modelling
3
Experimental economics : a journal of the Economic Science Association
3
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
3
Journal of banking & finance
3
Journal of economic behavior & organization : JEBO
3
Journal of economic theory
3
LSF research working paper series
3
Mathematics of operations research
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Annals of finance
2
Annals of financial economics
2
CARF working paper
2
CEDEX discussion paper series
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Computational Management Science : CMS
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
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Discussion Papers / Centre for Decision Research and Experimental Economics (CeDEx), School of Economics
2
Discussion paper series / IZA
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Finance and economics discussion series
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Finance and stochastics
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ECONIS (ZBW)
17
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1
Valuing lookback options with barrier
Lee, Hangsuck
;
Kim, Eunchae
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013449142
Saved in:
2
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:
3
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:
4
Generalizing the reflection principle of Brownian motion, and closed-form pricing of barrier options and autocallable investments
Lee, Hangsuck
;
Ahn, Soohan
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012203169
Saved in:
5
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
Saved in:
6
Optimal hedging of basket barrier options with additive models and its application to equity value separation problem
Yamada, Yuji
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011742282
Saved in:
7
Carbon
option
price forecasting based on modified fractional Brownian motion optimized by GARCH model in carbon emission trading
Liu, Zhibin
;
Huang, Shang-Ho
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012667720
Saved in:
8
Option
portfolio management in a risk-neutral world
Golembiovsky, Dmitry Jurievich
;
Abramov, Anatoly Markovich
- In:
Journal of mathematical finance
8
(
2018
)
4
,
pp. 710-733
Persistent link: https://www.econbiz.de/10012016559
Saved in:
9
Calibration and simulation of arbitrage effects in a non-equilibrium quantum black-scholes model by using semi-classical methods
Contreras, Mauricio
;
Pellicer, Rely
;
Santiagos, Daniel
; …
- In:
Journal of mathematical finance
6
(
2016
)
4
,
pp. 541-561
Persistent link: https://www.econbiz.de/10011656953
Saved in:
10
Mathematical analysis of financial model on market price with stochastic volatility
Mondal, Mitun Kumar
;
Alim, Md. Abdul
;
Rahman, Md. Faizur
; …
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 351-365
Persistent link: https://www.econbiz.de/10011673935
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