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~isPartOf:"Journal of economic dynamics & control"
~subject:"Statistical distribution"
~subject:"Theory"
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Search: subject_exact:"Optionsgeschäft"
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Statistical distribution
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Option trading
47
Optionsgeschäft
47
Option pricing theory
37
Optionspreistheorie
37
Stochastic process
11
Stochastischer Prozess
11
Theorie
11
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Chiarella, Carl
2
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1
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Damgaard, Anders
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Duguet, Alexandre
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1
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Hu, Yuan
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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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Wan, Xiangwei
1
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1
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Journal of economic dynamics & control
Mathematical finance : an international journal of mathematics, statistics and financial theory
34
The journal of derivatives : the official publication of the International Association of Financial Engineers
33
The journal of futures markets
33
International journal of theoretical and applied finance
27
Finance and stochastics
26
Journal of banking & finance
24
Review of derivatives research
20
The journal of computational finance
16
The review of financial studies
15
Applied mathematical finance
11
Journal of financial economics
11
Working paper / National Bureau of Economic Research, Inc.
11
Finance : revue de l'Association Française de Finance
10
Decisions in economics and finance : DEF ; a journal of applied mathematics
9
Finanzmarkt und Portfolio-Management
8
Journal of econometrics
8
Journal of financial markets
8
NBER working paper series
8
The journal of finance : the journal of the American Finance Association
8
Asia-Pacific financial markets
7
Discussion paper / Tinbergen Institute
7
International review of economics & finance : IREF
7
NBER Working Paper
7
Discussion paper / Centre for Economic Policy Research
6
Finance research letters
6
Journal of financial and quantitative analysis : JFQA
6
Report / Erasmus Center for Financial Research, Erasmus University
6
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
CREATES research paper
5
Journal of international financial markets, institutions & money
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
wi - Wirtschaft
5
Discussion paper / Center for Economic Research, Tilburg University
4
Journal of risk and financial management : JRFM
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Research paper series / Swiss Finance Institute
4
Review of quantitative finance and accounting
4
The European journal of finance
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ECONIS (ZBW)
17
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1
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
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
Option-implied skewness : Insights from ITM-options
Mohrschladt, Hannes
;
Schneider, Judith Christiane
- In:
Journal of economic dynamics & control
131
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012818193
Saved in:
4
Computation of Greeks using binomial trees in a jump-diffusion model
Suda, Shintaro
;
Muroi, Yoshifumi
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 93-110
Persistent link: https://www.econbiz.de/10011474273
Saved in:
5
Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order
Schlögl, Erik
- In:
Journal of economic dynamics & control
37
(
2013
)
3
,
pp. 611-632
Persistent link: https://www.econbiz.de/10009710479
Saved in:
6
Asymmetry in the jump-size distribution of the S&P 500 : evidence from equity and option markets
Kaeck, Andreas
- In:
Journal of economic dynamics & control
37
(
2013
)
9
,
pp. 1872-1888
Persistent link: https://www.econbiz.de/10009786062
Saved in:
7
Evaluation of American strangles
Chiarella, Carl
;
Ziogas, Andrew
- In:
Journal of economic dynamics & control
29
(
2005
)
1/2
,
pp. 31-62
Persistent link: https://www.econbiz.de/10002590105
Saved in:
8
Hedging using simulation : a least squares approach
Tebaldi, Claudio
- In:
Journal of economic dynamics & control
29
(
2005
)
8
,
pp. 1287-1312
Persistent link: https://www.econbiz.de/10003002256
Saved in:
9
Conditional volatility, skewness, and kurtosis : existence, persistence, and comovements
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of economic dynamics & control
27
(
2003
)
10
,
pp. 1699-1737
Persistent link: https://www.econbiz.de/10001755410
Saved in:
10
Small dimension PDE for discrete Asian options
Benhamou, Eric
;
Duguet, Alexandre
- In:
Journal of economic dynamics & control
27
(
2003
)
11/12
,
pp. 2095-2114
Persistent link: https://www.econbiz.de/10001768895
Saved in:
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