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~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Interest rate"
~subject:"Schätzung"
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Search: subject_exact:"Option pricing theory"
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Interest rate
Schätzung
Option pricing theory
102
Optionspreistheorie
102
Volatility
45
Volatilität
45
Option trading
29
Optionsgeschäft
29
Stochastic process
28
Stochastischer Prozess
28
Theorie
21
Theory
21
Black-Scholes model
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Option pricing
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Kuo, I.-doun
2
Alòs, Elisa
1
Andreou, Panayiotis C.
1
Bakshi, Gurdip S.
1
Cao, Charles Q.
1
Cevik, Emrah Ismail
1
Chang, Chuang-chang
1
Charalambous, Chris
1
Chen, Cathy Yi-Hsuan
1
Chen, Ren-Raw
1
Chen, Sonnan
1
Chuang, Ming-Che
1
Dumas, Bernard
1
Gu, Yuchi
1
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1
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1
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1
Kenç, Turalay
1
Li, Bingxin
1
Lin, Jun-Biao
1
Lin, Shih-kuei
1
Luciano, Elisa
1
Mancino, Maria Elvira
1
Martzoukos, Spiros A.
1
Sanfelici, Simona
1
Shyu, So-De
1
Tan, Shih-Hau
1
Wang, Shin-yun
1
Wang, Tai-Ho
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Decisions in economics and finance : DEF ; a journal of applied mathematics
Review of quantitative finance and accounting
The journal of futures markets
36
Journal of banking & finance
25
International journal of theoretical and applied finance
22
Journal of econometrics
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Quantitative finance
17
Insurance / Mathematics & economics
16
The journal of computational finance
15
Journal of financial economics
13
Review of derivatives research
13
The journal of finance : the journal of the American Finance Association
12
Finance research letters
11
Journal of empirical finance
11
The journal of real estate finance and economics
10
Working paper / National Bureau of Economic Research, Inc.
9
Applied economics
8
Applied mathematical finance
8
Gabler Edition Wissenschaft
8
International review of economics & finance : IREF
8
Research paper series / Swiss Finance Institute
8
Working paper
8
Applied financial economics
7
International journal of financial engineering
7
Journal of mathematical finance
7
NBER working paper series
7
Risks : open access journal
7
SFB 649 discussion paper
7
The European journal of finance
7
Discussion papers of interdisciplinary research project 373
6
International review of financial analysis
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of economic dynamics & control
6
Journal of risk and financial management : JRFM
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
Asia-Pacific financial markets
5
Discussion paper / Centre for Economic Policy Research
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Discussion paper / Tinbergen Institute
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
14
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1
Estimating volatility clustering and variance risk premium effects on bank default indicators
Kenç, Turalay
;
Cevik, Emrah Ismail
- In:
Review of quantitative finance and accounting
57
(
2021
)
4
,
pp. 1373-1392
Persistent link: https://www.econbiz.de/10012660703
Saved in:
2
Option pricing under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun
;
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Shyu, …
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
Saved in:
3
Joint estimation of volatility risk and tail risk premia with time-varying macro-state-dependent property
Chen, Sonnan
;
Gu, Yuchi
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1357-1397
Persistent link: https://www.econbiz.de/10012549807
Saved in:
4
Assessing models of individual equity option prices
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Zhong, Zhaodong
- In:
Review of quantitative finance and accounting
57
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012549885
Saved in:
5
Option-implied filtering : evidence from the GARCH option pricing model
Li, Bingxin
- In:
Review of quantitative finance and accounting
54
(
2020
)
3
,
pp. 1037-1057
Persistent link: https://www.econbiz.de/10012233110
Saved in:
6
Volatility and volatility-linked derivatives : estimation,modeling, and pricing
Alòs, Elisa
;
Mancino, Maria Elvira
;
Wang, Tai-Ho
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 321-349
Persistent link: https://www.econbiz.de/10012127219
Saved in:
7
From volatility smiles to the volatility of volatility
Dumas, Bernard
;
Luciano, Elisa
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 387-406
Persistent link: https://www.econbiz.de/10012127226
Saved in:
8
Calibration of local volatility model with stochastic interestrates by efficient numerical PDE methods
Hok, Julien
;
Tan, Shih-Hau
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 609-637
Persistent link: https://www.econbiz.de/10012127281
Saved in:
9
The effect of stochastic interest rates on a firm's capital structure under a generalized model
Chang, Chuang-chang
;
Lin, Jun-Biao
;
Yang, Chun-Chieh
- In:
Review of quantitative finance and accounting
45
(
2015
)
4
,
pp. 695-719
Persistent link: https://www.econbiz.de/10011532102
Saved in:
10
Assessing the performance of symmetric and asymmetric implied volatility functions
Andreou, Panayiotis C.
;
Charalambous, Chris
; …
- In:
Review of quantitative finance and accounting
42
(
2014
)
3
,
pp. 373-397
Persistent link: https://www.econbiz.de/10010391631
Saved in:
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