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~isPartOf:"Finance research letters"
~isPartOf:"The European journal of finance"
~subject:"Black-Scholes-Modell"
~subject:"Kreditrisiko"
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Black-Scholes-Modell
Kreditrisiko
Option trading
78
Optionsgeschäft
78
Option pricing theory
57
Optionspreistheorie
57
Volatility
26
Volatilität
26
Derivat
20
Derivative
20
Stochastic process
11
Stochastischer Prozess
11
Estimation
9
Schätzung
9
Aktienoption
8
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Börsenkurs
8
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Share price
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Stock option
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Theorie
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Theory
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Black-Scholes model
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Credit risk
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Market microstructure
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Marktmikrostruktur
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options
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American options
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Asymmetric information
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Wang, Xingchun
5
Wang, Guanying
3
Shao, Xinjian
2
Bi, Hongwei
1
Braouezec, Yann
1
Corrado, Charles Joseph
1
García-Machado, Juan J.
1
Gzyl, Henryk
1
Ko, Bangwon
1
Kraft, Holger
1
Lee, Hangsuck
1
Lee, Minha
1
Li, Zelei
1
Milev, M.
1
Rybczyński, Jarosław
1
Song, Shiyu
1
Su, Tie
1
Tagliani, Aldo
1
Tang, Dan
1
Wang, Heqian
1
Wang, Yongjin
1
Xu, Guangli
1
Zhang, Jiayi
1
Zhou, Ke
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Finance research letters
The European journal of finance
International journal of theoretical and applied finance
27
Review of derivatives research
16
The North American journal of economics and finance : a journal of financial economics studies
15
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
Applied mathematical finance
11
International journal of financial engineering
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
The journal of computational finance
11
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10
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9
Journal of banking & finance
7
Journal of economic dynamics & control
7
Journal of mathematical finance
7
The journal of futures markets
7
Finance and stochastics
6
Risks : open access journal
6
Applied economics
5
Journal of derivatives & hedge funds
5
Review of quantitative finance and accounting
5
Asia-Pacific financial markets
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Economic modelling
4
European journal of operational research : EJOR
4
International journal of theoretical and applied finance : IJTAF
4
International review of economics & finance : IREF
4
Journal of financial economics
4
Journal of risk and financial management : JRFM
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Annals of finance
3
International review of financial analysis
3
Journal of econometrics
3
Journal of emerging market finance
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
Working paper series / Centre for Practical Quantitative Finance
3
Annals of financial economics
2
Applied economics letters
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ECONIS (ZBW)
13
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1
The pricing and static hedging of multi-step double barrier options
Lee, Hangsuck
;
Ko, Bangwon
;
Lee, Minha
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473264
Saved in:
2
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes
Li, Zelei
;
Tang, Dan
;
Wang, Xingchun
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1406-1431
Persistent link: https://www.econbiz.de/10014323018
Saved in:
3
On pricing of vulnerable barrier options and vulnerable double barrier options
Wang, Heqian
;
Zhang, Jiayi
;
Zhou, Ke
- In:
Finance research letters
44
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014495047
Saved in:
4
Pricing European options under a diffusion model with psychological barriers and leverage effect
Song, Shiyu
;
Wang, Guanying
;
Wang, Yongjin
- In:
The European journal of finance
26
(
2020
)
12
,
pp. 1184-1206
Persistent link: https://www.econbiz.de/10012264954
Saved in:
5
The valuation of vulnerable European options with risky collateral
Wang, Guanying
;
Wang, Xingchun
;
Shao, Xinjian
- In:
The European journal of finance
26
(
2020
)
13
,
pp. 1315-1331
Persistent link: https://www.econbiz.de/10012264969
Saved in:
6
Analytical valuation of power exchange options with default risk
Xu, Guangli
;
Shao, Xinjian
;
Wang, Xingchun
- In:
Finance research letters
28
(
2019
),
pp. 265-274
Persistent link: https://www.econbiz.de/10012388320
Saved in:
7
Valuation of catastrophe equity put options with correlated default risk and jump risk
Bi, Hongwei
;
Wang, Guanying
;
Wang, Xingchun
- In:
Finance research letters
29
(
2019
),
pp. 323-329
Persistent link: https://www.econbiz.de/10012419135
Saved in:
8
Discontinuous payoff option pricing by Mellin transform : a probabilistic approach
Gzyl, Henryk
;
Milev, M.
;
Tagliani, Aldo
- In:
Finance research letters
20
(
2017
),
pp. 281-288
Persistent link: https://www.econbiz.de/10011806950
Saved in:
9
How fundamental is the one-period trinomial model to European option pricing bounds : a new methodological approach
Braouezec, Yann
- In:
Finance research letters
21
(
2017
),
pp. 92-99
Persistent link: https://www.econbiz.de/10011807511
Saved in:
10
How Spanish options market smiles in summer : an empirical analysis for options on IBEX-35
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 153-169
Persistent link: https://www.econbiz.de/10011736237
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