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~isPartOf:"Finance and economics discussion series"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of business : B"
~subject:"Optionsgeschäft"
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Optionsgeschäft
Derivat
120
Derivative
120
Option pricing theory
44
Optionspreistheorie
44
Theorie
32
Theory
32
USA
24
Hedging
23
Volatility
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22
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Kreditderivat
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Alexander, Carol
1
Bollinger, Thomas R.
1
Bouchouev, Ilia
1
Brenner, Menachem
1
Cufaro Petroni, Nicola
1
Ewald, Christian
1
Favreau, Charles
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Galai, Dan
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Germano, G.
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Glau, Kathrin
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Jong, Cyriel de
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Kane, Hayden
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Lim, Dong-Young
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Marazzina, D.
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Melick, William Robert
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1
Pachón, Ricardo
1
Phelan, C. E.
1
Pötz, Christian
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Sabino, Piergiacomo
1
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Skoufis, G. E.
1
Thomas, Charles P.
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Woodward, Diana E.
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Finance and economics discussion series
Quantitative finance
The journal of business : B
The journal of futures markets
24
International journal of theoretical and applied finance
22
Review of derivatives research
17
Applied mathematical finance
16
International journal of financial engineering
13
International review of economics & finance : IREF
13
Journal of banking & finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Finance research letters
12
Journal of financial economics
12
The journal of derivatives : JOD
12
European journal of operational research : EJOR
11
Journal of economic dynamics & control
8
Journal of financial markets
8
Journal of mathematical finance
8
The European journal of finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
7
Risks : open access journal
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International review of financial analysis
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Always learning
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Applied economics letters
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Computational economics
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Energy economics
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Global finance journal
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Journal of econometrics
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Review of quantitative finance and accounting
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wi - Wirtschaft
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Cogent economics & finance
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Journal of derivatives & hedge funds
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Journal of risk and financial management : JRFM
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematics and financial economics
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Research bulletin / The Institute of Cost Accountants of India
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ECONIS (ZBW)
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1
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
2
Pricing Asian options with stochastic convenience yield and jumps
Ewald, Christian
;
Wu, Yuexiang
;
Zhang, Aihua
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 677-692
Persistent link: https://www.econbiz.de/10014304306
Saved in:
3
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
4
The volatility risk premium in the oil market
Bouchouev, Ilia
;
Johnson, Brett
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1561-1578
Persistent link: https://www.econbiz.de/10013367929
Saved in:
5
CMS spread options
Hagan, Patrick S.
;
Lesniewski, Andrew
;
Skoufis, G. E.
; …
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1809-1824
Persistent link: https://www.econbiz.de/10012696777
Saved in:
6
The limitations of estimating implied densities from option prices
Shelton, Austin
;
Kane, Hayden
;
Favreau, Charles
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
Saved in:
7
Informative option portfolios in filter design for option pricing models
Orłowski, Piotr
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
Saved in:
8
Speed-up credit exposure calculations for pricing and risk management
Glau, Kathrin
;
Pachón, Ricardo
;
Pötz, Christian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012483835
Saved in:
9
Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities
Phelan, C. E.
;
Marazzina, D.
;
Germano, G.
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 899-918
Persistent link: https://www.econbiz.de/10012262635
Saved in:
10
Pricing exchange options with correlated jump diffusion processes
Cufaro Petroni, Nicola
;
Sabino, Piergiacomo
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1811-1823
Persistent link: https://www.econbiz.de/10012313516
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