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~isPartOf:"Journal of economic dynamics & control"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
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Search: subject_exact:"Optionsgeschäft"
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Statistical distribution
Option trading
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Optionsgeschäft
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Option pricing theory
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Optionspreistheorie
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Stochastic process
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Stochastischer Prozess
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Fabozzi, Frank J.
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Hu, Yuan
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Kaeck, Andreas
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Lindquist, W. Brent
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Journal of economic dynamics & control
Review of derivatives research
5
The journal of futures markets
5
International journal of theoretical and applied finance
4
Journal of econometrics
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Asia-Pacific journal of financial studies
3
Journal of mathematical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Economics letters
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International journal of financial markets and derivatives
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International journal of revenue management : IJRM
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International review of economics & finance : IREF
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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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
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:
3
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:
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
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