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~subject:"Behavioural finance"
~subject:"Derivative"
~subject:"Black-Scholes-Modell"
~isPartOf:"Annals of finance"
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Behavioural finance
Derivative
Black-Scholes-Modell
Option trading
17
Optionsgeschäft
17
Option pricing theory
12
Optionspreistheorie
12
Stochastic process
7
Stochastischer Prozess
7
Volatility
6
Volatilität
6
Derivat
4
Markov chain
4
Markov-Kette
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Aktienoption
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Asian options
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Black-Scholes model
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Stock option
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Estimation
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Implied volatility
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Option pricing
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Real options analysis
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Realoptionsansatz
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Risiko
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Risk
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Schätzung
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Advanced stock price models
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Affine processes
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Bank liquidity
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Bank regulation
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Bankenliquidität
1
Bankenregulierung
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Barrier options
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Basket options
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Binomial model
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Börsenkurs
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Chan, Leunglung
2
D'Addona, Stefano
1
D'Amico, Guglielmo
1
Elliott, Robert J.
1
Guillaume, Florence
1
Junike, Gero
1
Leoni, Peter
1
Marinelli, Carlo
1
Polyrakis, Ioannis A.
1
Schoutens, Wim
1
Siu, Tak Kuen
1
Villani, Giovanni
1
Xanthos, Foivos
1
Zhang, Mengzhe
1
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Annals of finance
The journal of futures markets
41
International journal of theoretical and applied finance
40
Review of derivatives research
26
Journal of banking & finance
25
Applied mathematical finance
23
The North American journal of economics and finance : a journal of financial economics studies
21
Quantitative finance
18
International journal of financial engineering
17
Wiley trading series
17
International review of economics & finance : IREF
16
Finance research letters
15
Journal of financial economics
15
The journal of derivatives : the official publication of the International Association of Financial Engineers
15
Journal of economic dynamics & control
14
Journal of mathematical finance
14
Computational economics
13
European journal of operational research : EJOR
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
The journal of computational finance
13
The journal of derivatives : JOD
12
The European journal of finance
11
Journal of financial markets
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Finance and stochastics
9
Review of quantitative finance and accounting
9
Risks : open access journal
9
International review of financial analysis
8
Journal of derivatives & hedge funds
8
Bloomberg financial series
7
Cogent economics & finance
7
Journal of risk and financial management : JRFM
7
Always learning
6
Applied economics
6
Applied financial economics
6
Asia-Pacific financial markets
6
Economic modelling
6
Global finance journal
6
Journal of econometrics
6
Pacific-Basin finance journal
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ECONIS (ZBW)
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1
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:
2
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:
3
Implied liquidity risk premia in option markets
Guillaume, Florence
;
Junike, Gero
;
Leoni, Peter
; …
- In:
Annals of finance
15
(
2019
)
2
,
pp. 233-246
Persistent link: https://www.econbiz.de/10012058223
Saved in:
4
Saddlepoint approximations to option price in a regime-switching model
Zhang, Mengzhe
;
Chan, Leunglung
- In:
Annals of finance
12
(
2016
)
1
,
pp. 55-69
Persistent link: https://www.econbiz.de/10011555421
Saved in:
5
Maximal submarkets that replicate any option
Polyrakis, Ioannis A.
;
Xanthos, Foivos
- In:
Annals of finance
7
(
2011
)
3
,
pp. 407-423
Persistent link: https://www.econbiz.de/10009248116
Saved in:
6
A PDE approach for risk measures for derivatives with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Annals of finance
4
(
2008
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10003589415
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