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isPartOf:"Applied mathematical finance"
~isPartOf:"Applied economics"
~isPartOf:"Operations research"
~subject:"Risk"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Optionsgeschäft"
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Option trading
83
Optionsgeschäft
83
Option pricing theory
73
Optionspreistheorie
73
Volatility
38
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38
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22
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Cai, Ning
2
Elyasiani, Elyas
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Muzzioli, Silvia
2
Aoudia, Djilali Ait
1
Aziz, Saqib
1
Bakshi, Gurdip S.
1
Benth, Fred Espen
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1
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Kijima, Masaaki
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Applied mathematical finance
Applied economics
Operations research
International journal of theoretical and applied finance
30
Quantitative finance
22
The journal of computational finance
17
The journal of futures markets
16
Review of derivatives research
14
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
12
European journal of operational research : EJOR
11
Finance and stochastics
11
Journal of banking & finance
11
Journal of economic dynamics & control
11
Computational economics
9
International journal of financial engineering
9
Annals of finance
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8
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Insurance / Mathematics & economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Operations research letters
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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International review of economics & finance : IREF
4
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4
The journal of derivatives : JOD
4
Applied economics letters
3
Applied financial economics
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International journal of theoretical and applied finance : IJTAF
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International review of financial analysis
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ECONIS (ZBW)
28
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1
Valuation of European options under an uncertain market price of volatility risk
Jaroszkowski, Bartosz
;
Jensen, Max
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 213-226
Persistent link: https://www.econbiz.de/10013554804
Saved in:
2
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
3
The power of deterministic option-implied trees in pricing European options
Elyasiani, Elyas
;
Muzzioli, Silvia
- In:
Applied economics
54
(
2022
)
22
,
pp. 2596-2609
Persistent link: https://www.econbiz.de/10013171107
Saved in:
4
Dark matter in (volatility and) equity option risk premiums
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
- In:
Operations research
70
(
2022
)
6
,
pp. 3108-3124
Persistent link: https://www.econbiz.de/10014307635
Saved in:
5
Risk arbitrage opportunities for stock index options
Post, Thierry
;
Rodríguez Longarela, Iñaki
- In:
Operations research
69
(
2021
)
1
,
pp. 100-113
Persistent link: https://www.econbiz.de/10012523428
Saved in:
6
The Bitcoin options market : a first look at pricing and risk
Jalan, Akanksha
;
Matkovskyy, Roman
;
Aziz, Saqib
- In:
Applied economics
53
(
2021
)
17
,
pp. 2026-2041
Persistent link: https://www.econbiz.de/10012500934
Saved in:
7
Options portfolio selection
Guasoni, Paolo
;
Mayerhofer, Eberhard
- In:
Operations research
68
(
2020
)
3
,
pp. 733-740
Persistent link: https://www.econbiz.de/10012234441
Saved in:
8
Regime classification and stock loan valuation
Cai, Ning
;
Zhang, Wei
- In:
Operations research
68
(
2020
)
4
,
pp. 965-983
Persistent link: https://www.econbiz.de/10012288340
Saved in:
9
The use of option prices to assess the skewness risk premium
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Applied economics
52
(
2020
)
55
,
pp. 6057-6074
Persistent link: https://www.econbiz.de/10012308429
Saved in:
10
Regime-switching stochastic volatility model : estimation and calibration to VIX options
Goutte, Stéphane
;
Ismail, Amine
;
Pham, Huyên
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 38-75
Persistent link: https://www.econbiz.de/10011746993
Saved in:
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