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~isPartOf:"International journal of financial engineering"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Review of quantitative finance and accounting"
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Search: subject_exact:"Parisian option"
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Option trading
170
Optionsgeschäft
170
Option pricing theory
132
Optionspreistheorie
132
Volatility
56
Volatilität
56
Derivat
41
Derivative
41
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Levendorskij, Sergej Z.
4
Cui, Zhenyu
3
Giribone, Pier Giuseppe
3
Kwok, Yue-Kuen
3
Radoičić, Radoš
3
Stefanica, Dan
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Wu, Lixin
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Zanette, Antonino
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Alfonsi, Aurélien
2
Antonelli, Fabio
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Arai, Takuji
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Benth, Fred Espen
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Boyarchenko, Mitya
2
Carr, Peter
2
Chen, Ren-Raw
2
Elliott, Robert J.
2
Gaudenzi, Marcellino
2
Hughston, Lane P.
2
Joshi, Mark S.
2
Kirkby, J. Lars
2
Kuo, I.-doun
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Lo, C. F.
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Madan, Dilip B.
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2
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2
Schoutens, Wim
2
Siu, Tak Kuen
2
Tsuzuki, Yukihiro
2
Yu, Hong
2
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2
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International journal of financial engineering
International journal of theoretical and applied finance
Review of quantitative finance and accounting
The journal of futures markets
194
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
Finance research letters
64
The journal of computational finance
60
Quantitative finance
58
Applied mathematical finance
55
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
Finance and stochastics
43
Journal of financial economics
41
The North American journal of economics and finance : a journal of financial economics studies
41
International review of economics & finance : IREF
34
Journal of financial markets
34
Journal of financial and quantitative analysis : JFQA
32
Computational economics
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The review of financial studies
30
Working paper / National Bureau of Economic Research, Inc.
30
European journal of operational research : EJOR
29
International review of financial analysis
27
Journal of mathematical finance
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
Research paper series / Swiss Finance Institute
27
NBER working paper series
26
The European journal of finance
24
The journal of finance : the journal of the American Finance Association
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Asia-Pacific financial markets
22
Risks : open access journal
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Wiley trading series
22
Applied economics
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Applied financial economics
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NBER Working Paper
19
Swiss Finance Institute Research Paper
19
Journal of risk and financial management : JRFM
18
Annals of finance
17
The journal of derivatives : JOD
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ECONIS (ZBW)
170
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170
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1
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Saved in:
2
A fundamental approach to corporate bond options
Simozar, Saied
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014574997
Saved in:
3
A reduced-form model for lease contract valuation with embedded options
Chang, Chuang-chang
;
Ho, Hsiao-Wei
;
Huang, Henry Hongren
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
2
,
pp. 841-864
Persistent link: https://www.econbiz.de/10014503183
Saved in:
4
A dark side to options trading? : evidence from corporate default risk
Yang, Haoyi
;
Luo, Shikong
- In:
Review of quantitative finance and accounting
60
(
2023
)
2
,
pp. 531-564
Persistent link: https://www.econbiz.de/10013549094
Saved in:
5
Managing the risk of embedded options in non-traded credit using portfolio modeling
Engelmann, Bernd
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014444472
Saved in:
6
The binomial option pricing model : the trouble with dividends
Tian, Yisong Sam
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014444726
Saved in:
7
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:
8
Analytical pricing formulae for vulnerable vanilla and barrier options
Liu, Liang-Chih
;
Chiu, Chun-Yuan
;
Wang, Chuan-Ju
;
Dai, …
- In:
Review of quantitative finance and accounting
58
(
2022
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10012796126
Saved in:
9
The nonlinear relation between financing decisions and option compensation
Choi, Yoon K.
;
Han, Seung Hun
;
Mun, Seongjae
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1343-1356
Persistent link: https://www.econbiz.de/10012549797
Saved in:
10
Closed form optimal exercise boundary of the American put option
Kitapbayev, Yerkin
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012650204
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