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~isPartOf:"Journal of emerging market finance"
~isPartOf:"Risk and decision analysis"
~subject:"Volatility"
~subject:"call options"
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Volatility
call options
Black-Scholes model
7
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Option pricing theory
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Optionspreistheorie
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Volatilität
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Option trading
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Letko, Boris
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Journal of emerging market finance
Risk and decision analysis
International journal of theoretical and applied finance
38
Applied mathematical finance
16
The journal of computational finance
15
International journal of financial engineering
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Quantitative finance
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Review of derivatives research
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Journal of banking & finance
10
The journal of futures markets
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Asia-Pacific financial markets
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Journal of mathematical finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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European journal of operational research : EJOR
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Finance research letters
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Journal of econometrics
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The European journal of finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Research paper series / Swiss Finance Institute
4
Review of quantitative finance and accounting
4
The North American journal of economics and finance : a journal of financial economics studies
4
Finanzmarkt und Portfolio-Management
3
International journal of theoretical and applied finance : IJTAF
3
International review of financial analysis
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Journal of derivatives & hedge funds
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Journal of economic dynamics & control
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Journal of empirical finance
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Journal of financial economics
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Journal of risk and financial management : JRFM
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Mathematics and financial economics
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Risks : open access journal
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The review of financial studies
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1
Beware of extreme investor sentiments! : Indian evidence on the performance of neuro-specific options volatility trading strategies on the facets of COVID-19
Royit, Ansu
;
Jose, Babu
;
Varghese, James
- In:
Journal of emerging market finance
22
(
2023
)
3
,
pp. 326-350
Persistent link: https://www.econbiz.de/10014382363
Saved in:
2
An empirical study on using Hurst exponent estimation methods for pricing Call options by fractional Black-Scholes model
Kilianová, Soňa
;
Letko, Boris
- In:
Risk and decision analysis
7
(
2018
)
1/2
,
pp. 51-62
Persistent link: https://www.econbiz.de/10011945645
Saved in:
3
Conjoint analysis of option and volatility models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
Saved in:
4
From stochastic dominance to Black-Scholes : an alternative option pricing paradigm
Oancea, Michael
;
Perrakis, Stylianos
- In:
Risk and decision analysis
5
(
2014
)
2/3
,
pp. 99-112
Persistent link: https://www.econbiz.de/10011285063
Saved in:
5
Game theoretic analysis of incomplete markets : emergence of probabilities, nonlinear and fractional Black-Scholes equations
Kolokolʹcov, Vassilij N.
- In:
Risk and decision analysis
4
(
2013
)
3
,
pp. 131-161
Persistent link: https://www.econbiz.de/10010190161
Saved in:
6
The information content of alternate implied volatility models : case of Indian markets
Kumar, A. Vinay
;
Jaiswal, Shikha
- In:
Journal of emerging market finance
12
(
2013
)
3
,
pp. 293-321
Persistent link: https://www.econbiz.de/10010360587
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