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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of mathematical economics"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Option pricing theory"
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Option pricing theory
CAPM
420
Theorie
214
Theory
214
Capital income
130
Kapitaleinkommen
130
Börsenkurs
111
Share price
111
Portfolio selection
93
Portfolio-Management
93
Risikoprämie
88
Risk premium
88
Estimation
69
Schätzung
69
Risiko
52
Risk
52
Asset pricing
47
USA
44
United States
44
Volatility
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Behavioural finance
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33
Prognoseverfahren
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World
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Optionspreistheorie
21
Risikoaversion
21
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21
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Lee, Cheng F.
2
Barone-Adesi, Giovanni
1
Berkman, Henk
1
Byun, Suk Joon
1
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1
Chang, Chuang-chang
1
Chen, Sonnan
1
Chen, Yibing
1
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1
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1
Dimson, Elroy
1
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1
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1
Geman, Hélyette
1
Gu, Yuchi
1
Hain, Martin
1
Jeon, Byoung Hyun
1
Kallio, Markku
1
Kiesel, Rüdiger
1
Koussis, Nicos
1
Lee, John
1
Lin, Jun-biao
1
Maenhout, Pascal J.
1
Magill, Michael
1
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1
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1
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1
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1
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1
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1
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1
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Journal of banking & finance
Journal of mathematical economics
Review of quantitative finance and accounting
International journal of theoretical and applied finance
31
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
Finance and stochastics
19
Journal of mathematical finance
16
Journal of economic dynamics & control
15
Applied mathematical finance
14
NBER working paper series
14
Quantitative finance
14
Journal of financial economics
11
International journal of financial engineering
10
Research paper series / Swiss Finance Institute
10
The European journal of finance
10
The journal of finance : the journal of the American Finance Association
10
Working paper / National Bureau of Economic Research, Inc.
10
Annals of finance
9
Finance research letters
9
Review of derivatives research
9
Risks : open access journal
9
NBER Working Paper
8
Asia-Pacific financial markets
7
European journal of operational research : EJOR
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Mathematics and financial economics
7
Springer finance
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Journal of risk and financial management : JRFM
6
SFB 649 discussion paper
6
SpringerLink / Bücher
6
Staff working paper / Bank of Canada
6
The journal of futures markets
6
Chapman & Hall/CRC financial mathematics series
5
Discussion paper / B
5
Economics letters
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Insurance / Mathematics & economics
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The journal of computational finance
5
Wiley finance series
5
wi - Wirtschaft
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A Chapman & Hall book
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ECONIS (ZBW)
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1
Option pricing with random risk aversion
Vitiello, Luiz
;
Poon, Ser-Huang
- In:
Review of quantitative finance and accounting
58
(
2022
)
4
,
pp. 1665-1684
Persistent link: https://www.econbiz.de/10013191990
Saved in:
2
Stock valuation during the COVID-19 pandemic : an explanation using option-based discount rates
Berkman, Henk
;
Malloch, Hamish
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248234
Saved in:
3
Financial econometrics, mathematics, statistics, and financial technology : an overall view
Lee, Cheng F.
- In:
Review of quantitative finance and accounting
54
(
2020
)
4
,
pp. 1529-1578
Persistent link: https://www.econbiz.de/10012233214
Saved in:
4
Joint estimation of volatility risk and tail risk premia with time-varying macro-state-dependent property
Chen, Sonnan
;
Gu, Yuchi
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1357-1397
Persistent link: https://www.econbiz.de/10012549807
Saved in:
5
Liquidity risk and expected option returns
Choy, Siu Kai
;
Wei, Jason
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012221014
Saved in:
6
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
7
Risk factors and their associated risk premia : an empirical analysis of the crude oil market
Hain, Martin
;
Uhrig-Homburg, Marliese
;
Unger, Nils
- In:
Journal of banking & finance
95
(
2018
),
pp. 44-63
Persistent link: https://www.econbiz.de/10011966706
Saved in:
8
Equilibrium commodity prices with irreversible investment and non-linear technologies
Casassus, Jaime
;
Collin-Dufresne, Pierre
;
Routledge, …
- In:
Journal of banking & finance
95
(
2018
),
pp. 128-147
Persistent link: https://www.econbiz.de/10011966725
Saved in:
9
Retrieving risk neutral moments and expected quadratic variation from option prices
Rompolis, Leonidas S.
;
Tzavalis, Elias
- In:
Review of quantitative finance and accounting
48
(
2017
)
4
,
pp. 955-1002
Persistent link: https://www.econbiz.de/10011796976
Saved in:
10
Option pricing under time-varying risk-aversion with applications to risk forecasting
Kiesel, Rüdiger
;
Rahe, Florentin
- In:
Journal of banking & finance
76
(
2017
),
pp. 120-138
Persistent link: https://www.econbiz.de/10011814247
Saved in:
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