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~isPartOf:"International review of economics & finance : IREF"
~subject:"Black-Scholes model"
~subject:"Options"
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Search: subject_exact:"Option pricing theory"
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Black-Scholes model
Options
Option pricing theory
48
Optionspreistheorie
48
Volatility
23
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23
Option trading
21
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Derivat
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El-Khatib, Youssef
1
Goutte, Stéphane
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Guo, Weiyu
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Hong, Hui
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Hu, May
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Le, Van
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Li, Zhe
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Makumbe, Zororo S.
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International review of economics & finance : IREF
International journal of theoretical and applied finance
47
Computational economics
30
Quantitative finance
28
Applied mathematical finance
26
The journal of computational finance
24
International journal of financial engineering
21
Journal of mathematical finance
21
Finance and stochastics
19
Journal of banking & finance
19
The journal of futures markets
19
Review of derivatives research
18
The North American journal of economics and finance : a journal of financial economics studies
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Journal of economic dynamics & control
11
Asia-Pacific financial markets
10
Review of quantitative finance and accounting
10
Finance research letters
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Journal of econometrics
9
Risks : open access journal
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European journal of operational research : EJOR
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The European journal of finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Economic modelling
7
Journal of derivatives & hedge funds
7
Journal of financial economics
7
Journal of risk and financial management : JRFM
7
Research paper series / Swiss Finance Institute
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Applied economics
6
Journal of empirical finance
6
Discussion paper / B
5
International journal of financial markets and derivatives
5
International journal of theoretical and applied finance : IJTAF
5
International review of financial analysis
5
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
5
The journal of derivatives : JOD
5
Wiley finance series
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Annals of finance
4
Annals of financial economics
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1
A hybrid stochastic volatility model in a Lévy market
El-Khatib, Youssef
;
Goutte, Stéphane
;
Makumbe, Zororo S.
; …
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 220-235
Persistent link: https://www.econbiz.de/10014424191
Saved in:
2
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:
3
Pricing discrete barrier options under jump-diffusion model with liquidity risk
Li, Zhe
;
Zhang, Wei-guo
;
Liu, Yong-Jun
;
Zhang, Yue
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 347-368
Persistent link: https://www.econbiz.de/10012202898
Saved in:
4
On profitability of volatility trading on S&P 500 equity index options : the role of trading frictions
Hong, Hui
;
Sung, Hao-Chang
;
Yang, Jingjing
- In:
International review of economics & finance : IREF
55
(
2018
),
pp. 295-307
Persistent link: https://www.econbiz.de/10012033481
Saved in:
5
The impact of short sale restrictions on informed trading in the stock and options markets
Le, Van
;
Zurbruegg, Ralf
- In:
International review of economics & finance : IREF
41
(
2016
),
pp. 262-273
Persistent link: https://www.econbiz.de/10011624726
Saved in:
6
Some evidence in the trading and pricing of equity LEAPS
Guo, Weiyu
- In:
International review of economics & finance : IREF
13
(
2004
)
4
,
pp. 407-426
Persistent link: https://www.econbiz.de/10002222904
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