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~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~isPartOf:"NZZ Libro"
~isPartOf:"Annals of finance"
~isPartOf:"Computational economics"
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Behavioural finance
Black-Scholes model
Option trading
48
Optionsgeschäft
48
Option pricing theory
39
Optionspreistheorie
39
Stochastic process
16
Stochastischer Prozess
16
Volatility
15
Volatilität
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Black-Scholes-Modell
13
Derivat
11
Derivative
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Markov chain
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Experiment
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Hedging
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Option pricing
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American option
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EU countries
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Aktienoption
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Barrier option
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American option pricing
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Barrier options
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Currency derivative
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Estimation
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Finanzanalyse
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Nichtparametrisches Verfahren
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Lüscher-Marty, Max
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1
Beheshti, M. Hossein
1
Casas, Isabel
1
Chan, Leunglung
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1
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1
D'Addona, Stefano
1
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1
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1
Elliott, Robert J.
1
Farnam, B.
1
Farnoosh, Rahman
1
Girón, Luis Eduardo
1
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1
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1
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1
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NZZ Libro
Annals of finance
Computational economics
International journal of theoretical and applied finance
24
The journal of futures markets
17
Journal of banking & finance
16
Wiley trading series
16
Review of derivatives research
14
Applied mathematical finance
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
International journal of financial engineering
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The journal of computational finance
10
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of mathematical finance
8
Quantitative finance
8
Bloomberg financial series
7
Journal of economic dynamics & control
7
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6
Finance and stochastics
6
Finance research letters
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Journal of derivatives & hedge funds
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Journal of financial economics
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Research paper series / Swiss Finance Institute
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Asia-Pacific financial markets
4
International journal of theoretical and applied finance : IJTAF
4
Journal of financial and quantitative analysis : JFQA
4
Journal of risk and financial management : JRFM
4
Pacific-Basin finance journal
4
Review of quantitative finance and accounting
4
Risks : open access journal
4
Swiss Finance Institute Research Paper
4
The European journal of finance
4
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
4
Wiley Trading Ser
4
Cogent economics & finance
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
European journal of operational research : EJOR
3
International review of economics & finance : IREF
3
International review of financial analysis
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ECONIS (ZBW)
16
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1
Valuation of standard call options using the Euler-Maruyama method with strong approximation
Suescún-Díaz, Daniel
;
Girón, Luis Eduardo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014327069
Saved in:
2
Nonparametric estimates of option prices via Hermite basis functions
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Annals of finance
19
(
2023
)
4
,
pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
Saved in:
3
Valuation of R&D compound option using Markov chain approach
D'Amico, Guglielmo
;
Villani, Giovanni
- In:
Annals of finance
17
(
2021
)
3
,
pp. 379-404
Persistent link: https://www.econbiz.de/10012622325
Saved in:
4
The convergence investigation of a numerical scheme for the tempered fractional black-scholes model arising European double barrier option
Aghdam, Y. Esmaeelzade
;
Mesgarani, H.
;
Adl, A.
;
Farnam, B.
- In:
Computational economics
61
(
2023
)
2
,
pp. 513-528
Persistent link: https://www.econbiz.de/10014228450
Saved in:
5
Option pricing by the Legendre wavelets method
Doostaki, Reza
;
Hosseini, Mohammad Mehdi
- In:
Computational economics
59
(
2022
)
2
,
pp. 749-773
Persistent link: https://www.econbiz.de/10013169051
Saved in:
6
Kelly-based options trading strategies on settlement date via supervised learning algorithms
Wu, Mu-En
;
Syu, Jia-Hao
;
Chen, Chien-Ming
- In:
Computational economics
59
(
2022
)
4
,
pp. 1627-1644
Persistent link: https://www.econbiz.de/10013262110
Saved in:
7
Exploring option pricing and hedging via volatility asymmetry
Casas, Isabel
;
Veiga, Helena
- In:
Computational economics
57
(
2021
)
4
,
pp. 1015-1039
Persistent link: https://www.econbiz.de/10012543248
Saved in:
8
A computational method based on the moving least-squares approach for pricing double barrier options in a time-fractional Black-Scholes model
Golbabai, Ahmad
;
Nikan, Omid
- In:
Computational economics
55
(
2020
)
1
,
pp. 119-141
Persistent link: https://www.econbiz.de/10012222594
Saved in:
9
Static hedges of barrier options under fast mean-reverting stochastic volatility
Huh, Jeonggyu
;
Jeon, Jaegi
;
Ma, Yong-Ki
- In:
Computational economics
55
(
2020
)
1
,
pp. 185-210
Persistent link: https://www.econbiz.de/10012222596
Saved in:
10
An efficient algorithm for options under Merton’s jump-diffusion model on nonuniform grids
Chen, Yingzi
;
Wang, Wansheng
;
Xiao, Aiguo
- In:
Computational economics
53
(
2019
)
4
,
pp. 1565-1591
Persistent link: https://www.econbiz.de/10012135577
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