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~isPartOf:"Asia-Pacific financial markets"
~language:"eng"
~subject:"Behavioural finance"
~subject:"Black-Scholes-Modell"
~subject:"Derivative"
~subject:"Stochastischer Prozess"
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Behavioural finance
Black-Scholes-Modell
Derivative
Stochastischer Prozess
Option trading
22
Optionsgeschäft
22
Option pricing theory
18
Optionspreistheorie
18
Theorie
7
Theory
7
Black-Scholes model
4
Stochastic process
4
Volatility
4
Volatilität
4
Derivat
3
Incomplete market
3
Unvollkommener Markt
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Estimation
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Risikoprämie
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2001-2004
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ARCH model
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ARCH-Modell
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Additive models
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Aktienoption
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Arbitrage
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Asia
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Asian caps
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Asian options
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Asien
1
Asymptotic expansion
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Australia
1
Australien
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Barrier options
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Fujita, Takahiko
1
Grossinho, Maria do Rosário
1
Hishida, Yuji
1
Ishigaki, Yuta
1
Kawanishi, Yasuhiro
1
Kord, Yaser
1
Lindensjö, Kristoffer
1
Miura, Ryozo
1
Nakajima, Katsushi
1
Okumura, Toshiki
1
Prayoga, Adrian
1
Privault, Nicolas
1
Sasaki, Hiroshi
1
Shirakawa, Hiroshi
1
Ōhashi, Kazuhiko
1
Ševčovič, Daniel
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Asia-Pacific financial markets
International journal of theoretical and applied finance
58
The journal of futures markets
51
Quantitative finance
32
Applied mathematical finance
31
Review of derivatives research
30
Journal of banking & finance
29
The North American journal of economics and finance : a journal of financial economics studies
27
Journal of economic dynamics & control
22
The journal of computational finance
22
Finance research letters
20
International journal of financial engineering
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
Computational economics
19
European journal of operational research : EJOR
17
Finance and stochastics
17
International review of economics & finance : IREF
17
Wiley trading series
17
Journal of financial economics
16
Journal of mathematical finance
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
The journal of derivatives : JOD
13
The European journal of finance
12
Annals of finance
11
Journal of financial markets
11
Review of quantitative finance and accounting
11
Risks : open access journal
11
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Research paper series / Swiss Finance Institute
10
Economic modelling
9
Journal of econometrics
9
Applied financial economics
8
Insurance / Mathematics & economics
8
International review of financial analysis
8
Journal of derivatives & hedge funds
8
Journal of risk and financial management : JRFM
8
Swiss Finance Institute Research Paper
8
Bloomberg financial series
7
Cogent economics & finance
7
The journal of finance : the journal of the American Finance Association
7
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1
A numerical scheme for expectations with first hitting time to smooth boundary
Hishida, Yuji
;
Ishigaki, Yuta
;
Okumura, Toshiki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 553-565
Persistent link: https://www.econbiz.de/10012309819
Saved in:
2
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:
3
Pricing CIR yield options by conditional moment matching
Prayoga, Adrian
;
Privault, Nicolas
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 19-38
Persistent link: https://www.econbiz.de/10011742283
Saved in:
4
Commodity spread option with cointegration
Nakajima, Katsushi
;
Ōhashi, Kazuhiko
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011619864
Saved in:
5
The end of the month option and other embedded options in futures contracts
Lindensjö, Kristoffer
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 69-83
Persistent link: https://www.econbiz.de/10011619869
Saved in:
6
Understanding delta-hedged option returns in stochastic volatility environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
Saved in:
7
A new type of barrier options : lizard option
Kawanishi, Yasuhiro
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10010511547
Saved in:
8
Edokko options : a new framework of barrier options
Fujita, Takahiko
;
Miura, Ryozo
- In:
Asia-Pacific financial markets
9
(
2002
)
2
,
pp. 141-151
Persistent link: https://www.econbiz.de/10001758329
Saved in:
9
Evaluation of the Asian option by the dual martingale measure
Shirakawa, Hiroshi
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 183-194
Persistent link: https://www.econbiz.de/10001449324
Saved in:
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