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~isPartOf:"Journal of econometrics"
~subject:"Optionsgeschäft"
~subject:"Optionspreistheorie"
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Optionsgeschäft
Optionspreistheorie
Derivat
24
Derivative
24
Option pricing theory
15
Volatility
13
Volatilität
13
Stochastic process
11
Stochastischer Prozess
11
Theorie
8
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8
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5
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Gouriéroux, Christian
3
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Chang, Chia-Lin
2
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Amengual, Dante
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1
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Mahajan, Aprajit
1
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1
Nekipelov, Denis N.
1
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1
Sala, Carlo
1
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1
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Journal of econometrics
International journal of theoretical and applied finance
104
Applied mathematical finance
61
Review of derivatives research
47
The journal of futures markets
47
Quantitative finance
40
Journal of banking & finance
36
The journal of computational finance
32
European journal of operational research : EJOR
30
Journal of mathematical finance
30
International journal of financial engineering
23
Energy economics
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Finance and stochastics
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Journal of economic dynamics & control
21
The European journal of finance
21
The North American journal of economics and finance : a journal of financial economics studies
21
The journal of derivatives : JOD
21
Risks : open access journal
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
Finance research letters
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International review of economics & finance : IREF
18
Computational economics
16
SpringerLink / Bücher
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Applied economics letters
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Insurance / Mathematics & economics
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International review of financial analysis
14
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12
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12
SFB 649 discussion paper
11
Wiley finance series
11
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10
Research paper series / Swiss Finance Institute
10
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9
Journal of financial markets
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
NBER working paper series
9
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ECONIS (ZBW)
18
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1
Closed-form implied volatility surfaces for stochastic volatility models with jumps
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 364-392
Persistent link: https://www.econbiz.de/10012619431
Saved in:
2
Variance disparity and market frictions
Park, Yang-Ho
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 326-348
Persistent link: https://www.econbiz.de/10012438393
Saved in:
3
Option market trading activity and the estimation of the pricing kernel : a Bayesian approach
Barone-Adesi, Giovanni
;
Fusari, Nicola
;
Mira, Antonietta
; …
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 430-449
Persistent link: https://www.econbiz.de/10012439749
Saved in:
4
Resolution of policy uncertainty and sudden declines in volatility
Amengual, Dante
;
Xiu, Dacheng
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011974676
Saved in:
5
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
6
The effects of asymmetric volatility and jumps on the pricing of VIX derivatives
Park, Yang-Ho
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 313-328
Persistent link: https://www.econbiz.de/10011617156
Saved in:
7
Learning, confidence, and option prices
Shaliastovich, Ivan
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 18-42
Persistent link: https://www.econbiz.de/10011498730
Saved in:
8
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
9
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
10
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
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