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~isPartOf:"International review of financial analysis"
~subject:"Stochastic process"
~subject:"Volatility"
~subject:"Volatilität"
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Black-Scholes model
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Option pricing theory
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Batten, Jonathan A.
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Choi, Youngsoo
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International review of financial analysis
International journal of theoretical and applied finance
41
Applied mathematical finance
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The journal of computational finance
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International journal of financial engineering
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Quantitative finance
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Finance and stochastics
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Review of derivatives research
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Asia-Pacific financial markets
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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 derivatives : the official publication of the International Association of Financial Engineers
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Discussion paper / B
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European journal of operational research : EJOR
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Finance research letters
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Review of quantitative finance and accounting
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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International journal of theoretical and applied finance : IJTAF
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Journal of financial economics
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Journal of risk and financial management : JRFM
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Mathematics and financial economics
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Research paper series / Swiss Finance Institute
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Risks : open access journal
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The review of financial studies
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Universitext
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CoFE discussion papers
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Finanzmarkt und Portfolio-Management
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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International review of economics & finance : IREF
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Risk appetite and option prices : evidence from the Chinese SSE50 options market
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248927
Saved in:
2
An analytical approximation to the option formula for the GARCH model
Choi, Youngsoo
- In:
International review of financial analysis
14
(
2005
)
2
,
pp. 149-164
Persistent link: https://www.econbiz.de/10002738237
Saved in:
3
Parameter estimation bias and volatility scaling in Black-Scholes option prices
Batten, Jonathan A.
;
Ellis, Craig
- In:
International review of financial analysis
14
(
2005
)
2
,
pp. 165-176
Persistent link: https://www.econbiz.de/10002738262
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