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~isPartOf:"Journal of economic dynamics & control"
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Optionspreistheorie
Option pricing theory
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Volatilität
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Stochastischer Prozess
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Epstein-Zin preferences
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Index dividend futures option trading
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Level and slope of implied volatility smile
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Journal of economic dynamics & control
International journal of theoretical and applied finance
19
Quantitative finance
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Journal of banking & finance
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International journal of financial engineering
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Applied mathematical finance
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International review of financial analysis
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Applied economics
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The North American journal of economics and finance : a journal of financial economics studies
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Asia-Pacific journal of financial studies
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Economic modelling
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International review of economics & finance : IREF
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of derivatives research
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Review of quantitative finance and accounting
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The journal of computational finance
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The journal of futures markets
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Journal of empirical finance
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Journal of forecasting
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Journal of mathematical finance
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Energy economics
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Global business and finance review
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Journal of econometrics
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Quantitative finance and economics
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Research in international business and finance
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Research paper series / Swiss Finance Institute
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Risks : open access journal
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SAFE working paper
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The European journal of finance
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The journal of applied business research
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Annals of financial economics
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Asia-Pacific financial markets
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Australasian accounting business and finance journal : AABF
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1
The stock
implied
volatility
and the implied dividend volatility
Quaye, Enoch Nii Boi
;
Tunaru, Radu
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013383766
Saved in:
2
The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model
Choi, Jaehyuk
;
Wu, Lixin
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628256
Saved in:
3
Level and slope of volatility smiles in long-run risk models
Branger, Nicole
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 95-122
Persistent link: https://www.econbiz.de/10011973857
Saved in:
4
Local volatility and the recovery rate of credit default swaps
Jansen, Jeroen
;
Das, Sanjiv R.
;
Fabozzi, Frank J.
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974230
Saved in:
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