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~isPartOf:"Review of derivatives research"
~subject:"Black-Scholes-Modell"
~subject:"Capital income"
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Black-Scholes-Modell
Capital income
Option trading
74
Optionsgeschäft
74
Option pricing theory
58
Optionspreistheorie
58
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24
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24
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Review of derivatives research
International journal of theoretical and applied finance
23
Journal of banking & finance
20
The journal of futures markets
15
Applied mathematical finance
12
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
International journal of financial engineering
11
Journal of financial economics
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Quantitative finance
11
The journal of computational finance
11
Computational economics
10
The North American journal of economics and finance : a journal of financial economics studies
10
Journal of mathematical finance
9
Journal of economic dynamics & control
8
Journal of financial markets
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Applied economics
7
Finance and stochastics
7
Asia-Pacific financial markets
5
International review of financial analysis
5
Journal of derivatives & hedge funds
5
Journal of empirical finance
5
The European journal of finance
5
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Working paper / National Bureau of Economic Research, Inc.
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Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Finance research letters
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International journal of theoretical and applied finance : IJTAF
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Journal of emerging market finance
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Journal of risk and financial management : JRFM
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Research bulletin / The Institute of Cost Accountants of India
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Research paper series / Swiss Finance Institute
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Review of quantitative finance and accounting
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Risks : open access journal
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The journal of asset management
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The review of financial studies
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ECONIS (ZBW)
13
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1
Implied volatility surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
2
Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
Muck, Matthias
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 293-314
Persistent link: https://www.econbiz.de/10013457626
Saved in:
3
The impact of the leverage effect on the implied volatility smile : evidence for the German option market
Rathgeber, A. W.
;
Stadler, Johannes
;
Stöckl, S.
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 95-133
Persistent link: https://www.econbiz.de/10012549093
Saved in:
4
A general closed form option pricing formula
Necula, Ciprian
;
Drimus, Gabriel
;
Farkas, Walter
- In:
Review of derivatives research
22
(
2019
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012311636
Saved in:
5
A bias in the volatility smile
Chance, Don M.
;
Hanson, Thomas A.
;
Li, Weiping
; …
- In:
Review of derivatives research
20
(
2017
)
1
,
pp. 47-90
Persistent link: https://www.econbiz.de/10011930559
Saved in:
6
Implied volatility and skewness surface
Feunou, Bruno
;
Fontaine, Jean-Sébastien
;
Tédongap, Roméo
- In:
Review of derivatives research
20
(
2017
)
2
,
pp. 167-202
Persistent link: https://www.econbiz.de/10011935979
Saved in:
7
Option pricing model with sentiment
Yang, Chunpeng
;
Gao, Bin
;
Yang, Jianlei
- In:
Review of derivatives research
19
(
2016
)
2
,
pp. 147-164
Persistent link: https://www.econbiz.de/10011927963
Saved in:
8
Is the information obtained from European options on equally weighted baskets enough to determine the prices of exotic derivatives such as worst-of options?
Romo, Jacinto Marabel
- In:
Review of derivatives research
19
(
2016
)
1
,
pp. 65-83
Persistent link: https://www.econbiz.de/10011742281
Saved in:
9
On pricing options with stressed-beta in a reduced form model
Kim, Geonwoo
;
Lim, Hyuncheul
;
Lee, Sungchul
- In:
Review of derivatives research
18
(
2015
)
1
,
pp. 29-50
Persistent link: https://www.econbiz.de/10011414105
Saved in:
10
Valuation of American partial barrier options
Jun, Doobae
;
Ku, Hyejin
- In:
Review of derivatives research
16
(
2013
)
2
,
pp. 167-191
Persistent link: https://www.econbiz.de/10009774397
Saved in:
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