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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of futures markets"
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Search: subject_exact:"Parisian option"
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Option trading
300
Optionsgeschäft
300
Option pricing theory
162
Optionspreistheorie
162
Volatility
95
Volatilität
95
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52
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52
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43
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Kang, Jangkoo
7
Ryu, Doojin
6
Zhang, Jin E.
5
Cui, Zhenyu
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Elliott, Robert J.
4
Kwok, Yue-Kuen
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Levendorskij, Sergej Z.
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Siu, Tak Kuen
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Vipul
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Zanette, Antonino
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2
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An, Yunbi
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Guo, Shuxin
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Ha, Hongjun
2
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2
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2
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2
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International journal of theoretical and applied finance
The journal of futures markets
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
The journal of computational finance
59
Applied mathematical finance
54
Finance research letters
54
Quantitative finance
54
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
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43
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41
The North American journal of economics and finance : a journal of financial economics studies
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International review of economics & finance : IREF
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Journal of financial markets
34
International journal of financial engineering
31
Journal of financial and quantitative analysis : JFQA
31
The review of financial studies
30
Working paper / National Bureau of Economic Research, Inc.
30
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European journal of operational research : EJOR
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Journal of mathematical finance
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Research paper series / Swiss Finance Institute
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Review of quantitative finance and accounting
27
NBER working paper series
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Management science : journal of the Institute for Operations Research and the Management Sciences
25
International review of financial analysis
24
The European journal of finance
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The journal of finance : the journal of the American Finance Association
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Wiley trading series
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Asia-Pacific financial markets
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Applied economics
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Applied financial economics
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NBER Working Paper
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Risks : open access journal
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Swiss Finance Institute Research Paper
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Journal of risk and financial management : JRFM
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Annals of finance
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The journal of derivatives : JOD
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ECONIS (ZBW)
300
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1
Estimation of rare disaster concerns from option prices : an arbitrage-free RND-based smile construction approach
Albert, Pascal
;
Herold, Michael
;
Muck, Matthias
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1807-1835
Persistent link: https://www.econbiz.de/10014433013
Saved in:
2
The role of option-based information on StockTwits, options trading volume, and stock returns
Heng, Zin Yau
;
Leung, Henry
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1091-1125
Persistent link: https://www.econbiz.de/10014339375
Saved in:
3
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
4
Hedging options in a hidden Markov-switching local-volatility model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
Saved in:
5
Effects of the Covid-19 pandemic on derivatives markets : evidence from global futures and options exchanges
Emm, Ekaterina E.
;
Gay, Gerald D.
;
Ma, Han
;
Ren, Honglin
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 823-851
Persistent link: https://www.econbiz.de/10013187605
Saved in:
6
VIX option-implied volatility slope and VIX futures returns
Yoon, Jungah
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1002-1038
Persistent link: https://www.econbiz.de/10013287910
Saved in:
7
Belief distortion near 52W high and low : evidence from Indian equity options market
Saurav, Sumit
;
Agarwalla, Sobhesh Kumar
;
Varma, Jayanth Rama
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1531-1558
Persistent link: https://www.econbiz.de/10014432915
Saved in:
8
Harvesting the volatility smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
9
Changes in the options contract size and arbitrage opportunities
Song, Joonhyuk
;
Ryu, Doojin
;
Yu, Jinyoung
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 122-137
Persistent link: https://www.econbiz.de/10013465898
Saved in:
10
Pricing arithmetic Asian and Amerasian options : a diffusion operator integral expansion approach
Ding, Kailin
;
Cui, Zhenyu
;
Yang, Xiaoguang
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 217-241
Persistent link: https://www.econbiz.de/10014293009
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