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~isPartOf:"Review of quantitative finance and accounting"
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Option pricing theory
94
Optionspreistheorie
94
Option trading
81
Optionsgeschäft
81
Volatility
46
Volatilität
46
Stochastic process
35
Stochastischer Prozess
35
bond
35
financial markets
34
Aktienoption
30
Stock option
30
capital markets
28
derivative
27
hedge
25
bonds
24
hedging
24
Derivat
23
Derivative
23
financial institutions
23
stock exchange
23
stock market
23
bond market
22
financial market
22
international capital
22
Real options analysis
21
Realoptionsansatz
21
Theorie
20
Theory
20
Economic models
18
equity markets
18
bond markets
17
capital inflows
17
financial system
17
stock options
17
Führungskräfte
16
Managers
16
capital flows
16
financial economics
16
Hedging
15
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Undetermined
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Article
148
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English
196
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Chen, Ren-Raw
4
Morales, Armando Méndez
4
Bayer, Christian
3
Chan, Tat Lung
3
Jobst, Andreas
3
Krichene, Noureddine
3
Barajas, Adolfo
2
Carvajal, Ana
2
Chan-Lau, Jorge A.
2
Chang, Chuang-chang
2
Chang, Hao-Han
2
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2
Dai, Tian-Shyr
2
Garces, Len Patrick Dominic M.
2
Ghosh, Atish R.
2
Glau, Kathrin
2
Impavido, Gregorio
2
Kim, Kyoung-Kuk
2
Kramer, Charles Frederick
2
Kuo, Chii-Shyan
2
Kuo, I.-doun
2
Lee, Cheng F.
2
Li, Lingfei
2
Lim, Dong-Young
2
Liu, Liang-Chih
2
Makrominas, Michalis
2
Martzoukos, Spiros A.
2
Neftci, Salih N.
2
Palmon, Oded
2
Roache, Shaun K.
2
Shaw, Kenneth W.
2
Singh, Manmohan
2
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2
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2
Wang, Xu
2
Yang, Jinqiang
2
Yang, Zhaojun
2
Yartey, Charles Amo
2
Yu, Shihti
2
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1
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International Monetary Fund (IMF)
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IMF Working Papers
Review of quantitative finance and accounting
Quantitative finance
The journal of futures markets
210
Journal of banking & finance
169
International journal of theoretical and applied finance
155
Journal of economic dynamics & control
130
Journal of financial economics
117
European journal of operational research : EJOR
113
The journal of derivatives : the official publication of the International Association of Financial Engineers
104
MPRA Paper
96
Review of derivatives research
88
Working paper / National Bureau of Economic Research, Inc.
87
Finance research letters
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NBER working paper series
82
The journal of computational finance
77
The review of financial studies
76
International Journal of Theoretical and Applied Finance (IJTAF)
73
International review of economics & finance : IREF
72
Applied mathematical finance
68
The journal of corporate finance : contracting, governance and organization
68
Mathematical finance : an international journal of mathematics, statistics and financial theory
67
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of finance : the journal of the American Finance Association
65
Economic modelling
63
Management Science
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NBER Working Paper
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CESifo working papers
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55
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54
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53
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Applied Mathematical Finance
52
Journal of financial and quantitative analysis : JFQA
52
Finance and Stochastics
46
Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
149
RePEc
71
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1
Model-free analysis of real option exercise probability and timing
Kang, Sang Baum
;
Létourneau, Pascal
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1531-1544
Persistent link: https://www.econbiz.de/10014419176
Saved in:
2
A transform-based method for pricing Asian
options
under general two-dimensional models
Zhang, Weinan
;
Zeng, Pingping
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1677-1697
Persistent link: https://www.econbiz.de/10014419186
Saved in:
3
Pricing Asian
options
with stochastic convenience yield and jumps
Ewald, Christian
;
Wu, Yuexiang
;
Zhang, Aihua
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 677-692
Persistent link: https://www.econbiz.de/10014304306
Saved in:
4
Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets
Rømer, Sigurd Emil
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1805-1838
Persistent link: https://www.econbiz.de/10013367949
Saved in:
5
A reduced-form model for lease contract valuation with embedded
options
Chang, Chuang-chang
;
Ho, Hsiao-Wei
;
Huang, Henry Hongren
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
2
,
pp. 841-864
Persistent link: https://www.econbiz.de/10014503183
Saved in:
6
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
7
The role of fleeting orders on option expiration days
Figueiredo, Antonio
;
Jain, Pankaj K.
;
Mishra, Suchismita
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1511-1529
Persistent link: https://www.econbiz.de/10014419175
Saved in:
8
Hedging error as generalized timing risk
Akahori, J.
;
Barsotti, F.
;
Imamura, Y.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 693-703
Persistent link: https://www.econbiz.de/10014304316
Saved in:
9
Delta hedging bitcoin
options
with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
10
Option implied riskiness and risk-taking incentives of executive compensation
Lu, Chia-Chi
;
Shen, Hsin-han
;
Shih, Pai-Ta
;
Tsai, Wei‐Che
- In:
Review of quantitative finance and accounting
60
(
2023
)
3
,
pp. 1143-1160
Persistent link: https://www.econbiz.de/10014291781
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