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~isPartOf:"International journal of financial engineering"
~isPartOf:"The journal of futures markets"
~subject:"Share price"
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Search: subject:"Optionspreistheorie"
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Share price
Option pricing theory
377
Optionspreistheorie
377
Volatility
125
Volatilität
125
Option trading
116
Optionsgeschäft
116
Stochastic process
95
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option pricing
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Ryu, Doojin
2
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International journal of financial engineering
The journal of futures markets
Finance research letters
11
Research paper series / Swiss Finance Institute
11
Journal of banking & finance
9
Journal of econometrics
7
Quantitative finance
7
International journal of theoretical and applied finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Management science : journal of the Institute for Operations Research and the Management Sciences
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Applied economics
4
CREATES research paper
4
Gabler Edition Wissenschaft
4
Journal of empirical finance
4
Journal of financial economics
4
Journal of international financial markets, institutions & money
4
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4
Swiss Finance Institute Research Paper
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The European journal of finance
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The journal of finance : the journal of the American Finance Association
4
Asia-Pacific journal of financial studies
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
IMES discussion paper series
3
International review of financial analysis
3
Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
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Journal of financial econometrics
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Journal of risk and financial management : JRFM
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Review of finance : journal of the European Finance Association
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SpringerLink / Bücher
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of corporate finance : contracting, governance and organization
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The review of financial studies
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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Annals of finance
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1
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
2
Price monotonicity violations during stock market crashes : evidence from the SSE 50 ETF options market
Luo, Xingguo
;
Ryu, Doojin
;
Tao, Libin
;
Ye, Chuxin
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 533-554
Persistent link: https://www.econbiz.de/10014475508
Saved in:
3
Option pricing with overnight and intraday volatility
Liang, Fang
;
Du, Lingshan
;
Huang, Zhuo
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1576-1614
Persistent link: https://www.econbiz.de/10014432919
Saved in:
4
Differences in the prices of vulnerable options with different counterparties
Wang, Xingchun
- In:
The journal of futures markets
37
(
2017
)
2
,
pp. 148-163
Persistent link: https://www.econbiz.de/10011669771
Saved in:
5
The impact of skew on the pricing of CoCo bonds
De Spiegeleer, Jan
;
Forys, Monika B.
;
Marquet, Ine
; …
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011673124
Saved in:
6
Pricing vulnerable options with jump clustering
Ma, Yong
;
Shrestha, Keshab
;
Xu, Weidong
- In:
The journal of futures markets
37
(
2017
)
12
,
pp. 1155-1178
Persistent link: https://www.econbiz.de/10011951026
Saved in:
7
Hedging and pricing illiquid options with market impacts
Saito, Taiga
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011778270
Saved in:
8
Tests on the monotonicity properties of KOSPI 200 options prices
Sim, Myounghwa
;
Ryu, Doojin
;
Yang, Heejin
- In:
The journal of futures markets
36
(
2016
)
7
,
pp. 625-646
Persistent link: https://www.econbiz.de/10011568523
Saved in:
9
A generalization of the recursive integration method for the analytic valuation of American options
Chang, Lung-Fu
;
Guo, Jia-Hau
;
Hung, Mao-Wei
- In:
The journal of futures markets
36
(
2016
)
9
,
pp. 887-901
Persistent link: https://www.econbiz.de/10011568657
Saved in:
10
Executive stock option pricing in China under stochastic volatility
Chong, Terence Tai-Leung
;
Ding, Yue
;
Li, Yong
- In:
The journal of futures markets
35
(
2015
)
10
,
pp. 953-960
Persistent link: https://www.econbiz.de/10011392713
Saved in:
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