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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Volatilität"
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Search: subject:"Derivat <Wertpapier>"
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Volatilität
Derivat
117
Derivative
117
Option pricing theory
43
Optionspreistheorie
43
Theorie
32
Theory
32
Volatility
32
Hedging
25
Option trading
24
Optionsgeschäft
24
Portfolio selection
17
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17
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Cao, Yi
2
Chen, Jun-Home
2
Lian, Yu-Min
2
Liu, Xiaoquan
2
Alemany, Nuria
1
Aragó, V.
1
Aragó, Vicent
1
Bandi, Chaithanya
1
Bao, Qunfang
1
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1
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1
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1
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1
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1
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1
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European journal of operational research : EJOR
International review of economics & finance : IREF
The journal of futures markets
49
International journal of theoretical and applied finance
38
Energy economics
33
Journal of banking & finance
30
Applied mathematical finance
23
Finance research letters
23
International review of financial analysis
23
Quantitative finance
20
Review of derivatives research
20
Research in international business and finance
14
Journal of econometrics
13
The European journal of finance
13
Applied financial economics
12
International journal of financial engineering
12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics
11
Applied economics letters
11
Journal of economic dynamics & control
9
International journal of bonds and derivatives
8
Journal of empirical finance
8
Risks : open access journal
8
Working paper
8
Economic modelling
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Finance India : the quarterly journal of Indian Institute of Finance
7
Finance and stochastics
7
Journal of financial markets
7
Journal of risk and financial management : JRFM
7
Mathematical finance
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Review of quantitative finance and accounting
7
The journal of computational finance
7
Journal of financial economics
6
Journal of international financial markets, institutions & money
6
Review of Pacific Basin financial markets and policies
6
The journal of derivatives : JOD
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Asia-Pacific journal of financial studies
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ECONIS (ZBW)
32
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1
Pricing derivatives on foreign assets using Markov-modulated cojump-diffusion dynamics
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 503-519
Persistent link: https://www.econbiz.de/10014535585
Saved in:
2
The asymmetric relationships between the Bitcoin futures' return, volatility, and trading volume
Kao, Yu-Sheng
;
Zhao, Kai
;
Chuang, Hwei-lin
;
Ku, Yu-Cheng
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 524-542
Persistent link: https://www.econbiz.de/10014446485
Saved in:
3
Robust consumption and portfolio choice with derivatives trading
Wei, Pengyu
;
Yang, Charles
;
Zhuang, Yi
- In:
European journal of operational research : EJOR
304
(
2023
)
2
,
pp. 832-850
Persistent link: https://www.econbiz.de/10013534570
Saved in:
4
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
5
Pricing virtual currency-linked derivatives with time-inhomogeneity
Lian, Yu-Min
;
Chen, Jun-Home
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 424-439
Persistent link: https://www.econbiz.de/10012627797
Saved in:
6
Implied volatility forecast and option trading strategy
Liu, Dehong
;
Liang, Yucong
;
Zhang, Lili
;
Lung, Peter P.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 943-954
Persistent link: https://www.econbiz.de/10012630807
Saved in:
7
The complete Gaussian kernel in the multi-factor Heston model : option pricing and implied volatility applications
Recchioni, Maria Cristina
;
Iori, Giulia
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 336-360
Persistent link: https://www.econbiz.de/10012502484
Saved in:
8
Option valuation under no-arbitrage constraints with neural networks
Cao, Yi
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 361-374
Persistent link: https://www.econbiz.de/10012502485
Saved in:
9
Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield : do fish jump?
Ewald, Christian
;
Zou, Yihan
- In:
European journal of operational research : EJOR
294
(
2021
)
2
,
pp. 801-815
Persistent link: https://www.econbiz.de/10012595911
Saved in:
10
Lead-lag relationship between spot and futures stock indexes : intraday data and regime-switching models
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 269-280
Persistent link: https://www.econbiz.de/10012486492
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