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Search: subject_exact:"Optionsgeschäft"
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Option trading
123
Optionsgeschäft
123
Option pricing theory
70
Optionspreistheorie
70
Volatility
51
Volatilität
51
Derivat
24
Derivative
24
Theorie
24
Theory
24
Stochastic process
17
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Fusai, Gianluca
5
Chang, Chuang-chang
3
Choy, Siu Kai
3
Crouhy, Michel
3
Marazzina, Daniele
3
Wei, Jason
3
Bernales, Alejandro
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Das, Sanjiv R.
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Fuh, Cheng-der
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2
Tian, Yisong Sam
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2
Violante, Francesco
2
Vorst, Ton
2
Zuluaga, Luis F.
2
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1
Alibeiki, Hedayat
1
Almeida, Caio
1
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1
Anderson, Ronald C.
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European journal of operational research : EJOR
Journal of banking & finance
The journal of futures markets
189
International journal of theoretical and applied finance
111
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
The journal of computational finance
59
Applied mathematical finance
54
Finance research letters
54
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Mathematical finance : an international journal of mathematics, statistics and financial theory
49
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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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ECONIS (ZBW)
123
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21
The effects of an increase in equity tick size on stock and option transaction costs
Griffith, Todd
;
Roseman, Brian
;
Shang, Danjue
- In:
Journal of banking & finance
114
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012489027
Saved in:
22
General multilevel Monte Carlo methods for pricing discretely monitored Asian options
Kahalé, Nabil
- In:
European journal of operational research : EJOR
287
(
2020
)
2
,
pp. 739-748
Persistent link: https://www.econbiz.de/10012293946
Saved in:
23
VIX derivatives, hedging and vol-of-vol risk
Kaeck, Andreas
;
Seeger, Norman
- In:
European journal of operational research : EJOR
283
(
2020
)
2
,
pp. 767-782
Persistent link: https://www.econbiz.de/10012294919
Saved in:
24
A general framework for pricing Asian options under stochastic volatility on parallel architecture
Corsaro, Stefania
;
Kyriakou, Ioannis
;
Marazzina, Daniele
; …
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1082-1095
Persistent link: https://www.econbiz.de/10011942796
Saved in:
25
A jump-diffusion model for pricing and hedging with margined options : an application to Brent crude oil contracts
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
Journal of banking & finance
98
(
2019
),
pp. 137-155
Persistent link: https://www.econbiz.de/10012162247
Saved in:
26
A non-structural investigation of VIX risk neutral density
Barletta, Andrea
;
Santucci de Magistris, Paolo
; …
- In:
Journal of banking & finance
99
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012162287
Saved in:
27
Belief heterogeneity in the option markets and the cross-section of stock returns
Borochin, Paul
;
Zhao, Yanhui
- In:
Journal of banking & finance
107
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012224402
Saved in:
28
Implied volatility surface predictability : the case of commodity markets
Kearney, Fearghal
;
Shang, Han Lin
;
Sheenan, Lisa
- In:
Journal of banking & finance
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012224756
Saved in:
29
An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options
Xie, Fei
;
He, Zhijian
;
Wang, Xiaoqun
- In:
European journal of operational research : EJOR
274
(
2019
)
2
,
pp. 759-772
Persistent link: https://www.econbiz.de/10011990222
Saved in:
30
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options
Phelan, Carolyn E.
;
Marazzina, Daniele
;
Fusai, Gianluca
; …
- In:
European journal of operational research : EJOR
271
(
2018
)
1
,
pp. 210-223
Persistent link: https://www.econbiz.de/10011882800
Saved in:
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