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~subject:"Derivat"
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Search: subject_exact:"Option pricing theory"
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Derivat
Option pricing theory
25
Optionspreistheorie
25
Option trading
10
Optionsgeschäft
10
Derivative
6
Black-Scholes model
4
Black-Scholes-Modell
4
Hedging
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Stochastischer Prozess
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Risk measure
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option pricing
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Aktienindex
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Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Balbás, Raquel
1
Degiannakis, Stavros
1
Filis, George
1
Floros, Christos
1
Gillas, Konstantinos Gkillas
1
Hamidieh, Kam
1
Mebane, Michael
1
Poufinas, Thomas
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Siddiqi, Hammad
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Yamada, Yuji
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Journal of risk
International journal of theoretical and applied finance
101
Applied mathematical finance
61
Review of derivatives research
43
Quantitative finance
39
The journal of computational finance
32
European journal of operational research : EJOR
30
Journal of banking & finance
30
Journal of mathematical finance
30
The journal of futures markets
30
International journal of financial engineering
23
Energy economics
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Journal of economic dynamics & control
21
Finance and stochastics
20
Risks : open access journal
20
The journal of derivatives : JOD
20
The North American journal of economics and finance : a journal of financial economics studies
19
The European journal of finance
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Computational economics
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Finance research letters
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Journal of econometrics
15
Insurance / Mathematics & economics
14
Applied economics letters
13
International review of financial analysis
13
Annals of finance
12
International review of economics & finance : IREF
12
Journal of risk and financial management : JRFM
11
Applied economics
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Asia-Pacific financial markets
8
Economic modelling
8
Journal of financial economics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Mathematics and financial economics
8
International journal of financial markets and derivatives
7
Theoretical economics letters
7
International journal of bonds and derivatives
6
Journal of derivatives & hedge funds
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ECONIS (ZBW)
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1
Option pricing using high-frequency futures prices
Degiannakis, Stavros
;
Floros, Christos
;
Poufinas, Thomas
; …
- In:
Journal of risk
23
(
2021
)
4
,
pp. 81-101
Persistent link: https://www.econbiz.de/10012593448
Saved in:
2
Estimating the tail shape parameter from option prices
Hamidieh, Kam
- In:
Journal of risk
19
(
2017
)
6
,
pp. 85-110
Persistent link: https://www.econbiz.de/10011799166
Saved in:
3
Outperforming benchmarks with their derivatives : theory and empirical evidence
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
Journal of risk
18
(
2015/2016
)
4
,
pp. 25-52
Persistent link: https://www.econbiz.de/10011578371
Saved in:
4
Pricing options on trend-stationary currencies : applications to the Chinese yuan
Mebane, Michael
- In:
Journal of risk
18
(
2015/2016
)
4
,
pp. 79-101
Persistent link: https://www.econbiz.de/10011578390
Saved in:
5
Managing option-trading risk when mental accounting influences prices
Siddiqi, Hammad
- In:
Journal of risk
18
(
2015/2016
)
1
,
pp. 71-89
Persistent link: https://www.econbiz.de/10013262946
Saved in:
6
Valuation and hedging of weather derivatives on monthly average temperature
Yamada, Yuji
- In:
Journal of risk
10
(
2007/08
)
1
,
pp. 101-125
Persistent link: https://www.econbiz.de/10003572544
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