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~isPartOf:"The journal of futures markets"
~subject:"Behavioural finance"
~subject:"Black-Scholes-Modell"
~subject:"Derivative"
~subject:"Portfolio selection"
~subject:"Stochastic process"
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Behavioural finance
Black-Scholes-Modell
Derivative
Portfolio selection
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Option trading
189
Optionsgeschäft
189
Option pricing theory
79
Optionspreistheorie
79
Volatility
61
Volatilität
61
USA
48
United States
47
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29
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Hedging
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Börsenkurs
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Kang, Jangkoo
4
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Diavatopoulos, Dean
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The journal of futures markets
International journal of theoretical and applied finance
61
Journal of banking & finance
34
Review of derivatives research
34
Quantitative finance
33
Applied mathematical finance
31
The North American journal of economics and finance : a journal of financial economics studies
28
Journal of economic dynamics & control
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
24
The journal of computational finance
23
International journal of financial engineering
22
Finance and stochastics
21
Finance research letters
20
Computational economics
19
European journal of operational research : EJOR
18
International review of economics & finance : IREF
18
Journal of mathematical finance
18
Journal of financial economics
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
Wiley trading series
17
Research paper series / Swiss Finance Institute
13
The European journal of finance
13
The journal of derivatives : JOD
13
Annals of finance
11
Insurance / Mathematics & economics
11
Journal of financial markets
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Review of quantitative finance and accounting
11
Risks : open access journal
11
Economic modelling
10
Swiss Finance Institute Research Paper
10
Asia-Pacific financial markets
9
Journal of econometrics
9
NBER working paper series
9
The review of financial studies
9
Working paper / National Bureau of Economic Research, Inc.
9
Applied financial economics
8
Cogent economics & finance
8
Finanzmarkt und Portfolio-Management
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International review of financial analysis
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ECONIS (ZBW)
54
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1
Estimation of rare disaster concerns from option prices : an arbitrage-free RND-based smile construction approach
Albert, Pascal
;
Herold, Michael
;
Muck, Matthias
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1807-1835
Persistent link: https://www.econbiz.de/10014433013
Saved in:
2
The role of option-based information on StockTwits, options trading volume, and stock returns
Heng, Zin Yau
;
Leung, Henry
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1091-1125
Persistent link: https://www.econbiz.de/10014339375
Saved in:
3
Hedging options in a hidden Markov-switching local-volatility model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
Saved in:
4
Effects of the Covid-19 pandemic on derivatives markets : evidence from global futures and options exchanges
Emm, Ekaterina E.
;
Gay, Gerald D.
;
Ma, Han
;
Ren, Honglin
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 823-851
Persistent link: https://www.econbiz.de/10013187605
Saved in:
5
Belief distortion near 52W high and low : evidence from Indian equity options market
Saurav, Sumit
;
Agarwalla, Sobhesh Kumar
;
Varma, Jayanth Rama
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1531-1558
Persistent link: https://www.econbiz.de/10014432915
Saved in:
6
Harvesting the volatility smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
7
Analytically pricing exchange options with stochastic liquidity and regime switching
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 662-676
Persistent link: https://www.econbiz.de/10014293179
Saved in:
8
Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 951-967
Persistent link: https://www.econbiz.de/10014293271
Saved in:
9
Piecewise linear double barrier options
Lee, Hangsuck
;
Ha, Hongjun
;
Lee, Minha
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 125-151
Persistent link: https://www.econbiz.de/10012796299
Saved in:
10
One session options : playing the announcement lottery?
Smales, Lee A.
;
Liu, Zhangxin
;
Robertson, Cameron D.
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 192-211
Persistent link: https://www.econbiz.de/10012817850
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