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~isPartOf:"Journal of economic dynamics & control"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Black-Scholes-Modell"
~subject:"Volatilität"
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Search: subject_exact:"Option trading"
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Behavioural finance
Black-Scholes model
Black-Scholes-Modell
Volatilität
Option trading
47
Optionsgeschäft
47
Option pricing theory
37
Optionspreistheorie
37
Stochastic process
11
Stochastischer Prozess
11
Theorie
11
Theory
11
Volatility
11
Derivat
8
Derivative
8
Portfolio selection
6
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Hedging
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Transaction costs
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American option
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American options
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Anleihe
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Barrier option
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Bond
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Capital income
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European option
2
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2
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Cui, Zhenyu
2
Li, Chenxu
2
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1
Barletta, Andrea
1
Bernales, Alejandro
1
Cai, Ning
1
Chen, Louisa
1
Chen, Wen-ting
1
Frijns, Bart
1
Fusai, Gianluca
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He, Xin-Jiang
1
Jondeau, Eric
1
Kim, Bara
1
Kim, Jeongsim
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Kim, Jerim
1
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1
Lehnert, Thorsten
1
Ma, Jingtang
1
Nguyen, Duy
1
Pacelli, Graziella
1
Quaye, Enoch Nii Boi
1
Recchioni, Maria Cristina
1
Rockinger, Michael
1
Santucci de Magistris, Paolo
1
Schlögl, Erik
1
Shi, Chao
1
Sloth, David
1
Tunaru, Radu
1
Valenzuela, Marcela
1
Wan, Xiangwei
1
Yang, Nian
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Yang, Wensheng
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Ye, Yongxin
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Yoo, Hyun Joo
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Zhu, Song-Ping
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Zhu, Song-ping
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Journal of economic dynamics & control
The journal of futures markets
72
Journal of banking & finance
51
International journal of theoretical and applied finance
46
Applied mathematical finance
29
Review of derivatives research
29
Quantitative finance
26
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Finance research letters
23
Computational economics
18
The journal of computational finance
18
Wiley trading series
18
The North American journal of economics and finance : a journal of financial economics studies
17
Applied economics
15
International journal of financial engineering
15
International review of economics & finance : IREF
15
International review of financial analysis
15
Journal of financial economics
15
Journal of financial markets
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Journal of econometrics
11
Journal of financial and quantitative analysis : JFQA
11
Journal of mathematical finance
11
Research paper series / Swiss Finance Institute
11
Review of quantitative finance and accounting
11
Applied financial economics
10
Bloomberg financial series
10
European journal of operational research : EJOR
10
Finance and stochastics
10
Swiss Finance Institute Research Paper
9
Working paper / National Bureau of Economic Research, Inc.
9
Annals of finance
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
8
Journal of risk and financial management : JRFM
8
The journal of finance : the journal of the American Finance Association
8
Applied economics letters
7
Asia-Pacific journal of financial studies
7
Discussion paper / Tinbergen Institute
7
Journal of empirical finance
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ECONIS (ZBW)
16
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1
The stock implied volatility and the implied dividend volatility
Quaye, Enoch Nii Boi
;
Tunaru, Radu
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013383766
Saved in:
2
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps
Wan, Xiangwei
;
Yang, Nian
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-37
Persistent link: https://www.econbiz.de/10012666952
Saved in:
3
Pricing discretely monitored barrier options : When Malliavin calculus expansions meet Hilbert transforms
Cai, Ning
;
Li, Chenxu
;
Shi, Chao
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-41
Persistent link: https://www.econbiz.de/10012668507
Saved in:
4
CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
Saved in:
5
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
6
Pricing and exercising American options : an asymptotic expansion approach
Li, Chenxu
;
Ye, Yongxin
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012312643
Saved in:
7
A unified approach to Bermudan and barrier options under stochastic volatility models with jumps
Kirkby, J. Lars
;
Nguyen, Duy
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
80
(
2017
),
pp. 75-100
Persistent link: https://www.econbiz.de/10011817629
Saved in:
8
Learning and forecasts about option returns through the volatility risk premium
Bernales, Alejandro
;
Chen, Louisa
;
Valenzuela, Marcela
- In:
Journal of economic dynamics & control
82
(
2017
),
pp. 312-330
Persistent link: https://www.econbiz.de/10011915574
Saved in:
9
An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
Journal of economic dynamics & control
71
(
2016
),
pp. 77-85
Persistent link: https://www.econbiz.de/10011708772
Saved in:
10
Pricing external barrier options in a regime-switching model
Kim, Jerim
;
Kim, Jeongsim
;
Yoo, Hyun Joo
;
Kim, Bara
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
Saved in:
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