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~isPartOf:"Computational economics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"American option pricing"
~subject:"Behavioural finance"
~subject:"Black-Scholes-Modell"
~subject:"Derivative"
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American option pricing
Behavioural finance
Black-Scholes-Modell
Derivative
Option trading
54
Optionsgeschäft
54
Option pricing theory
45
Optionspreistheorie
45
Volatility
21
Volatilität
21
Derivat
12
Stochastic process
12
Stochastischer Prozess
12
Black-Scholes model
11
Capital income
6
Kapitaleinkommen
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Risikoprämie
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Risk premium
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options
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American option
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Börsenkurs
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CAPM
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Estimation
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European option
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Experiment
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Schätzung
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Anlageverhalten
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Barrier option
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Credit risk
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EU countries
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EU-Staaten
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Forecasting model
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Index futures
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Index-Futures
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Kreditrisiko
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Option pricing
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Computational economics
Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of futures markets
41
International journal of theoretical and applied finance
40
Journal of banking & finance
26
Review of derivatives research
26
Applied mathematical finance
23
The North American journal of economics and finance : a journal of financial economics studies
21
Quantitative finance
19
International journal of financial engineering
17
Wiley trading series
17
International review of economics & finance : IREF
16
Finance research letters
15
Journal of financial economics
15
The journal of derivatives : the official publication of the International Association of Financial Engineers
15
Journal of economic dynamics & control
14
Journal of mathematical finance
14
European journal of operational research : EJOR
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
The journal of computational finance
13
The journal of derivatives : JOD
12
The European journal of finance
11
Journal of financial markets
10
Finance and stochastics
9
Review of quantitative finance and accounting
9
Risks : open access journal
9
International review of financial analysis
8
Journal of derivatives & hedge funds
8
Bloomberg financial series
7
Cogent economics & finance
7
Journal of risk and financial management : JRFM
7
Always learning
6
Annals of finance
6
Applied economics
6
Applied financial economics
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Asia-Pacific financial markets
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Global finance journal
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ECONIS (ZBW)
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1
Valuation of standard call options using the Euler-Maruyama method with strong approximation
Suescún-Díaz, Daniel
;
Girón, Luis Eduardo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014327069
Saved in:
2
Option trading activity, news releases, and stock return predictability
Weinbaum, David
;
Fodor, Andrew
;
Muravyev, Dmitriy
; …
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4810-4827
Persistent link: https://www.econbiz.de/10014339460
Saved in:
3
Investor attention and option returns
Choy, Siu Kai
;
Wei, Jason
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4845-4863
Persistent link: https://www.econbiz.de/10014339468
Saved in:
4
The convergence investigation of a numerical scheme for the tempered fractional black-scholes model arising European double barrier option
Aghdam, Y. Esmaeelzade
;
Mesgarani, H.
;
Adl, A.
;
Farnam, B.
- In:
Computational economics
61
(
2023
)
2
,
pp. 513-528
Persistent link: https://www.econbiz.de/10014228450
Saved in:
5
Option pricing by the Legendre wavelets method
Doostaki, Reza
;
Hosseini, Mohammad Mehdi
- In:
Computational economics
59
(
2022
)
2
,
pp. 749-773
Persistent link: https://www.econbiz.de/10013169051
Saved in:
6
Kelly-based options trading strategies on settlement date via supervised learning algorithms
Wu, Mu-En
;
Syu, Jia-Hao
;
Chen, Chien-Ming
- In:
Computational economics
59
(
2022
)
4
,
pp. 1627-1644
Persistent link: https://www.econbiz.de/10013262110
Saved in:
7
Firm-specific risk-neutral distributions with options and CDS
Aramonte, Sirio
;
Jahan-Parvar, Mohammad R.
;
Rosen, Samuel
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 7018-7033
Persistent link: https://www.econbiz.de/10013373168
Saved in:
8
Time-varying skew in vix derivatives pricing
Yuan, Peixuan
- In:
Management science : journal of the Institute for …
68
(
2022
)
10
,
pp. 7761-7791
Persistent link: https://www.econbiz.de/10013546174
Saved in:
9
Exploring option pricing and hedging via volatility asymmetry
Casas, Isabel
;
Veiga, Helena
- In:
Computational economics
57
(
2021
)
4
,
pp. 1015-1039
Persistent link: https://www.econbiz.de/10012543248
Saved in:
10
A computational method based on the moving least-squares approach for pricing double barrier options in a time-fractional Black-Scholes model
Golbabai, Ahmad
;
Nikan, Omid
- In:
Computational economics
55
(
2020
)
1
,
pp. 119-141
Persistent link: https://www.econbiz.de/10012222594
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