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~isPartOf:"International review of economics & finance : IREF"
~subject:"Derivat"
~subject:"Derivative"
~type:"article"
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Search: subject_exact:"Option pricing theory"
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Derivat
Derivative
Option pricing theory
47
Optionspreistheorie
47
Volatility
22
Volatilität
22
Option trading
21
Optionsgeschäft
21
Stochastic process
8
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Index futures
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Bonollo, Michele
1
Chan, Wai-Sum
1
Chang, Chien-Hung
1
Chen, Cathy Yi-Hsuan
1
Chen, Jun-Home
1
Di Persio, Luca
1
Feng, Shih-Ping
1
Han, Chuan-Hsiang
1
Hong, Hui
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Hu, May
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Hung, Mao-Wei
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Kuo, Chii-Shyan
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Li, Johnny Siu-Hang
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Lin, Anchor Y.
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1
Liu, Dehong
1
Lung, Peter P.
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Narayan, Paresh Kumar
1
Ng, Andrew C.Y.
1
Oliva, Immacolata
1
Park, Jason
1
Song, Shiyu
1
Sung, Hao-Chang
1
Tang, Dan
1
Ullah, Rizwan
1
Verhoeven, Peter
1
Wang, Yaw-Huei
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Xu, Guangli
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Yang, Jingjing
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Yen, Yu-min
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Yin, Xunbai
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International review of economics & finance : IREF
International journal of theoretical and applied finance
101
Applied mathematical finance
61
Review of derivatives research
43
Quantitative finance
39
The journal of computational finance
32
European journal of operational research : EJOR
30
Journal of banking & finance
30
Journal of mathematical finance
30
The journal of futures markets
30
International journal of financial engineering
23
Energy economics
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Journal of economic dynamics & control
21
Finance and stochastics
20
Risks : open access journal
20
The journal of derivatives : JOD
20
The North American journal of economics and finance : a journal of financial economics studies
19
The European journal of finance
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Computational economics
15
Finance research letters
15
Journal of econometrics
15
Insurance / Mathematics & economics
14
Applied economics letters
13
International review of financial analysis
13
Annals of finance
12
Journal of risk and financial management : JRFM
11
Applied economics
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Asia-Pacific financial markets
8
Economic modelling
8
Journal of financial economics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Mathematics and financial economics
8
International journal of financial markets and derivatives
7
Theoretical economics letters
7
International journal of bonds and derivatives
6
Journal of derivatives & hedge funds
6
Journal of risk
6
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ECONIS (ZBW)
12
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1
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:
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 virtual currency-linked derivatives with time-inhomogeneity
Lian, Yu-Min
;
Chen, Jun-Home
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 424-439
Persistent link: https://www.econbiz.de/10012627797
Saved in:
4
Implied volatility forecast and option trading strategy
Liu, Dehong
;
Liang, Yucong
;
Zhang, Lili
;
Lung, Peter P.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 943-954
Persistent link: https://www.econbiz.de/10012630807
Saved in:
5
A quantization approach to the counterparty credit exposure estimation
Bonollo, Michele
;
Di Persio, Luca
;
Oliva, Immacolata
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 335-356
Persistent link: https://www.econbiz.de/10012486798
Saved in:
6
Forward-looking information on growth and uncertainty implied by derivative securities : evidence from an emerging market
Yen, Yu-min
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 240-266
Persistent link: https://www.econbiz.de/10012205548
Saved in:
7
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:
8
Using VIX futures to hedge forward implied volatility risk
Lin, Yueh-neng
;
Lin, Anchor Y.
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 88-106
Persistent link: https://www.econbiz.de/10011625539
Saved in:
9
The importance of stock liquidity on option pricing
Feng, Shih-Ping
;
Hung, Mao-Wei
;
Wang, Yaw-Huei
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 457-467
Persistent link: https://www.econbiz.de/10011625856
Saved in:
10
Survey sentiment and interest rate option smile
Chen, Cathy Yi-Hsuan
;
Kuo, I.-doun
- In:
International review of economics & finance : IREF
37
(
2015
),
pp. 125-137
Persistent link: https://www.econbiz.de/10011538263
Saved in:
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