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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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Search: subject:"Option"
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Option pricing theory
410
Optionspreistheorie
410
Theorie
212
Theory
212
Option trading
155
Optionsgeschäft
155
Volatility
109
Volatilität
109
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84
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59
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Takahashi, Akihiko
10
Chen, Son-nan
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Fabozzi, Frank J.
7
Wu, Ting-pin
7
Dai, Min
6
Hull, John
6
White, Alan
6
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5
Chiarella, Carl
5
Duan, Jin-Chuan
5
Glasserman, Paul
5
Kwok, Yue-Kuen
5
Boyle, Phelim P.
4
Das, Sanjiv R.
4
Ederington, Louis H.
4
Fujita, Takahiko
4
Leisen, Dietmar
4
Muroi, Yoshifumi
4
Ritchken, Peter H.
4
Tian, Yisong Sam
4
Wu, Liuren
4
Zenios, Stauros Andrea
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3
Branger, Nicole
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3
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3
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3
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3
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3
Kort, Peter M.
3
Lehnert, Thorsten
3
Lin, Yueh-neng
3
Madan, Dilip B.
3
Newton, David P.
3
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3
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Asia-Pacific financial markets
Journal of economic dynamics & control
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
554
The journal of futures markets
542
Journal of banking & finance
386
Mathematical finance : an international journal of mathematics, statistics and financial theory
298
Applied mathematical finance
268
The journal of computational finance
267
Finance and stochastics
251
Review of derivatives research
213
Quantitative finance
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Journal of financial economics
183
Finance research letters
173
European journal of operational research : EJOR
155
The review of financial studies
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Insurance / Mathematics & economics
151
NBER working paper series
145
Working paper / National Bureau of Economic Research, Inc.
143
The journal of finance : the journal of the American Finance Association
133
Research paper series / Swiss Finance Institute
126
Journal of financial and quantitative analysis : JFQA
124
The North American journal of economics and finance : a journal of financial economics studies
122
International journal of financial engineering
121
International review of financial analysis
120
The European journal of finance
119
Journal of mathematical finance
117
Computational economics
116
Review of quantitative finance and accounting
111
International review of economics & finance : IREF
108
Risks : open access journal
108
The journal of fixed income
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NBER Working Paper
105
MPRA Paper
104
Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of empirical finance
85
Applied economics
84
Journal of econometrics
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Applied financial economics
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Energy economics
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ECONIS (ZBW)
556
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1
Counter-cyclical margins for
option
portfolios
Chen, Yuanyuan
;
Wu, Qi
;
Li, Duan
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014478163
Saved in:
2
Systemic risk of optioned portfolio : controllability and optimization
Pang, Xiaochuan
;
Zhu, Shushang
;
Cui, Xueting
;
Ma, Jiali
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479336
Saved in:
3
Market complete
option
valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
4
Asymptotic analysis of the mixed-exponential jump diffusion model and its financial applications
Shi, Chao
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013542969
Saved in:
5
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:
6
CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
Saved in:
7
Hermite expansion of transition densities and European
option
prices for multivariate diffusions with jumps
Wan, Xiangwei
;
Yang, Nian
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-37
Persistent link: https://www.econbiz.de/10012666952
Saved in:
8
Pricing discretely monitored barrier options : When Malliavin calculus expansions meet Hilbert transforms
Cai, Ning
;
Li, Chenxu
;
Shi, Chao
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-41
Persistent link: https://www.econbiz.de/10012668507
Saved in:
9
Option
-implied skewness : Insights from ITM-options
Mohrschladt, Hannes
;
Schneider, Judith Christiane
- In:
Journal of economic dynamics & control
131
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012818193
Saved in:
10
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
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