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~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Risiko"
~subject:"Schätzung"
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Search: subject_exact:"Option pricing theory"
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Risiko
Schätzung
Option pricing theory
102
Optionspreistheorie
102
Volatility
45
Volatilität
45
Option trading
29
Optionsgeschäft
29
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Alòs, Elisa
1
Andreou, Panayiotis C.
1
Bakshi, Gurdip S.
1
Cao, Charles Q.
1
Ceci, Claudia
1
Cevik, Emrah Ismail
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1
Chen, Cathy Yi-Hsuan
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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
34
International journal of theoretical and applied finance
26
Journal of banking & finance
25
Review of derivatives research
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
Journal of econometrics
18
Insurance / Mathematics & economics
15
Research paper series / Swiss Finance Institute
15
The journal of finance : the journal of the American Finance Association
15
Quantitative finance
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Applied mathematical finance
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Journal of empirical finance
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Journal of financial economics
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Finance research letters
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Risks : open access journal
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Finance and stochastics
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SFB 649 discussion paper
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International review of economics & finance : IREF
8
International review of financial analysis
8
Journal of economic dynamics & control
8
Journal of risk and financial management : JRFM
8
Discussion papers of interdisciplinary research project 373
7
Economics letters
7
Gabler Edition Wissenschaft
7
International journal of financial engineering
7
Journal of financial and quantitative analysis : JFQA
7
Journal of financial econometrics
7
Management science : journal of the Institute for Operations Research and the Management Sciences
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Annals of finance
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1
Option implied riskiness and risk-taking incentives of executive compensation
Lu, Chia-Chi
;
Shen, Hsin-han
;
Shih, Pai-Ta
;
Tsai, Wei‐Che
- In:
Review of quantitative finance and accounting
60
(
2023
)
3
,
pp. 1143-1160
Persistent link: https://www.econbiz.de/10014291781
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Retrieving risk neutral moments and expected quadratic variation from option prices
Rompolis, Leonidas S.
;
Tzavalis, Elias
- In:
Review of quantitative finance and accounting
48
(
2017
)
4
,
pp. 955-1002
Persistent link: https://www.econbiz.de/10011796976
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
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