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~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
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Search: subject_exact:"Option pricing theory"
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Option pricing theory
168
Optionspreistheorie
168
Volatility
76
Volatilität
76
Stochastic process
59
Stochastischer Prozess
59
Derivat
41
Derivative
41
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Todorov, Viktor
5
Aït-Sahalia, Yacine
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Xiu, Dacheng
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Benth, Fred Espen
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Bondarenko, Oleg
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Costabile, Massimo
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Decisions in economics and finance : DEF ; a journal of applied mathematics
Energy economics
Journal of econometrics
International journal of theoretical and applied finance
467
Mathematical finance : an international journal of mathematics, statistics and financial theory
254
The journal of futures markets
252
The journal of computational finance
247
Applied mathematical finance
240
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
190
Review of derivatives research
169
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
131
Journal of economic dynamics & control
127
International journal of financial engineering
115
Journal of mathematical finance
107
Finance research letters
104
Computational economics
102
Risks : open access journal
93
The North American journal of economics and finance : a journal of financial economics studies
83
Journal of financial economics
79
Asia-Pacific financial markets
77
The European journal of finance
77
Journal of financial and quantitative analysis : JFQA
58
Review of quantitative finance and accounting
55
The journal of finance : the journal of the American Finance Association
52
Annals of finance
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Journal of risk and financial management : JRFM
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The journal of real estate finance and economics
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The review of financial studies
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Economic modelling
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International review of economics & finance : IREF
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematics and financial economics
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Applied economics
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International review of financial analysis
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Applied financial economics
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Journal of empirical finance
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ECONIS (ZBW)
168
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1
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
2
Pricing and hedging wind power prediction risk with binary option contracts
Thakur, Jagruti
;
Hesamzadeh, Mohammad Reza
;
Date, Paresh
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014483492
Saved in:
3
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
4
Jumps in commodity prices : new approaches for pricing plain vanilla options
Crosby, John
;
Frau, Carme
- In:
Energy economics
114
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013477538
Saved in:
5
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
6
Testing for the presence of jump components in jump diffusion models
Wang, Bin
;
Zheng, Xu
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10013464085
Saved in:
7
Valuing investments in domestic PV-Battery Systems under uncertainty
Andreolli, Francesca
;
D'Alpaos, Chiara
;
Moretto, Michele
- In:
Energy economics
106
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013202034
Saved in:
8
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
Saved in:
9
The market price of risk for delivery periods : pricing swaps and options in electricity markets
Kemper, Annika
;
Schmeck, Maren Diane
;
Kh.Balci, Anna
- In:
Energy economics
113
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013540564
Saved in:
10
Floating offshore wind and the real options to relocate
Tvedt, Jostein
- In:
Energy economics
116
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013542125
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