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~subject:"Derivat"
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Search: subject_exact:"Option pricing theory"
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Derivat
Volatilität
Option pricing theory
25
Optionspreistheorie
25
Option trading
10
Optionsgeschäft
10
Derivative
6
Black-Scholes model
4
Black-Scholes-Modell
4
Hedging
4
Stochastic process
4
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4
Volatility
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Risikomaß
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Risk measure
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Statistical distribution
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option pricing
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Aktienindex
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Greeks
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Original research
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Standard & Poor's 500 (S&P 500)
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Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Balbás, Raquel
1
Chan, Jiun Hong
1
Degiannakis, Stavros
1
Engelmann, Bernd
1
Fengler, Matthias R.
1
Filis, George
1
Floros, Christos
1
Gillas, Konstantinos Gkillas
1
Hamidieh, Kam
1
Joshi, Mark S.
1
Kim, Sol
1
Mebane, Michael
1
Poufinas, Thomas
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Schwendner, Peter
1
Siddiqi, Hammad
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1
Zhu, Dan
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Journal of risk
International journal of theoretical and applied finance
229
Quantitative finance
123
Applied mathematical finance
115
Journal of banking & finance
91
The journal of computational finance
91
The journal of futures markets
91
Review of derivatives research
77
Mathematical finance : an international journal of mathematics, statistics and financial theory
76
Journal of mathematical finance
61
European journal of operational research : EJOR
59
International journal of financial engineering
59
Finance and stochastics
56
Finance research letters
52
The journal of derivatives : the official publication of the International Association of Financial Engineers
52
The North American journal of economics and finance : a journal of financial economics studies
50
Journal of economic dynamics & control
49
Computational economics
47
Journal of econometrics
43
Risks : open access journal
43
Insurance / Mathematics & economics
38
Annals of finance
34
Energy economics
33
The European journal of finance
33
Journal of financial economics
31
Review of quantitative finance and accounting
28
International review of economics & finance : IREF
26
Journal of risk and financial management : JRFM
26
Applied economics
23
Asia-Pacific financial markets
23
The journal of derivatives : JOD
23
Economic modelling
22
International review of financial analysis
22
Journal of empirical finance
22
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Decisions in economics and finance : DEF ; a journal of applied mathematics
20
Journal of financial and quantitative analysis : JFQA
19
The journal of finance : the journal of the American Finance Association
19
Applied economics letters
18
Mathematical finance : an international journal of mathematics, statistics and financial economics
18
Mathematics and financial economics
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1
Option pricing using high-frequency futures prices
Degiannakis, Stavros
;
Floros, Christos
;
Poufinas, Thomas
; …
- In:
Journal of risk
23
(
2021
)
4
,
pp. 81-101
Persistent link: https://www.econbiz.de/10012593448
Saved in:
2
Pricing and hedging options with rollover parameters
Kim, Sol
- In:
Journal of risk
19
(
2017
)
5
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011747093
Saved in:
3
Estimating the tail shape parameter from option prices
Hamidieh, Kam
- In:
Journal of risk
19
(
2017
)
6
,
pp. 85-110
Persistent link: https://www.econbiz.de/10011799166
Saved in:
4
Outperforming benchmarks with their derivatives : theory and empirical evidence
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
Journal of risk
18
(
2015/2016
)
4
,
pp. 25-52
Persistent link: https://www.econbiz.de/10011578371
Saved in:
5
Pricing options on trend-stationary currencies : applications to the Chinese yuan
Mebane, Michael
- In:
Journal of risk
18
(
2015/2016
)
4
,
pp. 79-101
Persistent link: https://www.econbiz.de/10011578390
Saved in:
6
First- and second-order Greeks in the Heston model
Chan, Jiun Hong
;
Joshi, Mark S.
;
Zhu, Dan
- In:
Journal of risk
17
(
2014/2015
)
4
,
pp. 19-69
Persistent link: https://www.econbiz.de/10013262933
Saved in:
7
Managing option-trading risk when mental accounting influences prices
Siddiqi, Hammad
- In:
Journal of risk
18
(
2015/2016
)
1
,
pp. 71-89
Persistent link: https://www.econbiz.de/10013262946
Saved in:
8
Hedging under alternative stickiness assumptions : an emperical analysis for barrier options
Engelmann, Bernd
;
Fengler, Matthias R.
;
Schwendner, Peter
- In:
Journal of risk
12
(
2009/10
)
1
,
pp. 53-77
Persistent link: https://www.econbiz.de/10003900335
Saved in:
9
Valuation and hedging of weather derivatives on monthly average temperature
Yamada, Yuji
- In:
Journal of risk
10
(
2007/08
)
1
,
pp. 101-125
Persistent link: https://www.econbiz.de/10003572544
Saved in:
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