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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Quantitative finance"
~source:"econis"
~subject:"Behavioural finance"
~subject:"Derivative"
~subject:"Option pricing"
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Behavioural finance
Derivative
Option pricing
Option trading
88
Optionsgeschäft
88
Option pricing theory
70
Optionspreistheorie
70
Volatility
33
Volatilität
33
Derivat
25
Stochastic process
24
Stochastischer Prozess
24
Hedging
19
Estimation
11
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Schätzung
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Index-Futures
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ARCH-Modell
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American options
5
Market microstructure
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Marktmikrostruktur
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Kit, Pong Wong
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International review of economics & finance : IREF
Quantitative finance
The journal of futures markets
36
International journal of theoretical and applied finance
26
Journal of banking & finance
24
Review of derivatives research
22
Applied mathematical finance
18
Wiley trading series
17
Journal of financial economics
16
The North American journal of economics and finance : a journal of financial economics studies
15
Finance research letters
14
European journal of operational research : EJOR
13
International journal of financial engineering
13
The journal of derivatives : JOD
12
Journal of economic dynamics & control
11
Journal of financial markets
11
Journal of mathematical finance
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Review of quantitative finance and accounting
9
The European journal of finance
9
International review of financial analysis
8
Bloomberg financial series
7
Computational economics
7
Economic modelling
7
Risks : open access journal
7
Always learning
6
Energy economics
6
Global finance journal
6
Journal of econometrics
6
Pacific-Basin finance journal
6
Annals of finance
5
Applied economics letters
5
Cogent economics & finance
5
Mathematics and financial economics
5
NBER working paper series
5
Research paper series / Swiss Finance Institute
5
Swiss Finance Institute Research Paper
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The journal of computational finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of finance : the journal of the American Finance Association
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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
Hedging performance using google trends : evidence from the Indian forex options market
Chi, Tsung-Li
;
Liu, Hung-Tsen
;
Chang, Chia-Chien
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 107-123
Persistent link: https://www.econbiz.de/10014424052
Saved in:
5
An analytical GARCH valuation model for spread options with default risk
Song, Shiyu
;
Tang, Dan
;
Xu, Guangli
;
Yin, Xunbai
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014239894
Saved in:
6
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:
7
Information content of order imbalance in the index options market
Sensoy, Ahmet
;
Omole, John
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 418-432
Persistent link: https://www.econbiz.de/10013334583
Saved in:
8
Informed trading in the CDS and OTM put option markets
Hu, May
;
Narayan, Paresh Kumar
;
Park, Jason
;
Verhoeven, …
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 353-367
Persistent link: https://www.econbiz.de/10013343419
Saved in:
9
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:
10
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
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