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~subject:"Behavioural finance"
~subject:"Derivative"
~subject:"Black-Scholes-Modell"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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Behavioural finance
Derivative
Black-Scholes-Modell
Option trading
86
Optionsgeschäft
86
Option pricing theory
47
Optionspreistheorie
47
Theorie
31
Theory
31
Volatility
19
Volatilität
19
USA
14
United States
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Hedging
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Black-Scholes model
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Derivat
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Securities trading
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Wertpapierhandel
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15
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Barone, Gaia
1
Braga, Bruno Saturnino
1
Carr, Peter
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Cassano, Mark A.
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Chaput, J. Scott
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Chuang, Chienmin
1
Detlefsen, K.
1
Ederington, Louis H.
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Härdle, Wolfgang
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Klein, Peter
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Lin, Shu-hui
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Moraux, Franck
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Shiu, Yung-ming
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Uhl, Matthias
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Wang, Qin
1
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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
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
Annals of finance
6
Applied economics
6
Applied financial economics
6
Asia-Pacific financial markets
6
Economic modelling
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Global finance journal
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Journal of econometrics
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Pacific-Basin finance journal
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ECONIS (ZBW)
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1
Volatility surface calibration to illiquid options
Nagy, László
;
Ormos, Mihály
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 87-96
Persistent link: https://www.econbiz.de/10012306175
Saved in:
2
Volatility aversion in the options market based on news sentiment
Uhl, Matthias
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 24-35
Persistent link: https://www.econbiz.de/10011965368
Saved in:
3
Curve-fitting method for implied volatility
Wu, Desheng Dash
;
Liu, Tianxiang
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 19-37
Persistent link: https://www.econbiz.de/10011968684
Saved in:
4
Directional trading across stock limit order book and options markets
Wang, Qin
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 88-97
Persistent link: https://www.econbiz.de/10011687337
Saved in:
5
Counterparty credit risk and American options
Klein, Peter
;
Yang, Jun
- In:
The journal of derivatives : the official publication …
20
(
2013
)
4
,
pp. 7-21
Persistent link: https://www.econbiz.de/10009760552
Saved in:
6
Valuation of perpetual strangles : a quasi-analytical approach
Chuang, Chienmin
- In:
The journal of derivatives : the official publication …
21
(
2013
)
1
,
pp. 64-72
Persistent link: https://www.econbiz.de/10010191934
Saved in:
7
European compound options written on perpetual American options
Barone, Gaia
- In:
The journal of derivatives : the official publication …
20
(
2012
)
3
,
pp. 61-74
Persistent link: https://www.econbiz.de/10009725348
Saved in:
8
Impact of net buying pressure on changes in implied volatility : before and after the onset of the subprime crisis
Shiu, Yung-ming
;
Pan, Ging-ginq
;
Lin, Shu-hui
;
Wu, Tu-cheng
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 54-66
Persistent link: https://www.econbiz.de/10003985513
Saved in:
9
On perpetual American strangles
Moraux, Franck
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 82-97
Persistent link: https://www.econbiz.de/10003862829
Saved in:
10
Calibration risk for exotic options
Detlefsen, K.
;
Härdle, Wolfgang
- In:
The journal of derivatives : the official publication …
14
(
2007
)
4
,
pp. 47-63
Persistent link: https://www.econbiz.de/10003498957
Saved in:
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