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isPartOf:"Applied mathematical finance"
~isPartOf:"Finance research letters"
~isPartOf:"International review of financial analysis"
~isPartOf:"Mathematics of operations research"
~isPartOf:"Research paper series / Swiss Finance Institute"
~subject:"Black-Scholes model"
~type_genre:"Article in journal"
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Search: subject_exact:"Optionsgeschäft"
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Black-Scholes model
Option trading
144
Optionsgeschäft
144
Option pricing theory
111
Optionspreistheorie
111
Volatility
62
Volatilität
62
Derivat
38
Derivative
38
Stochastic process
25
Stochastischer Prozess
25
Black-Scholes-Modell
19
Theorie
16
Theory
16
Börsenkurs
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Share price
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Estimation
12
Implied volatility
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Schätzung
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Experiment
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Risk
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VIX
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Index futures
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Aktienoption
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Option pricing
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Stock option
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Kreditrisiko
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Yield curve
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Albrecher, H.
1
Avellaneda, Marco
1
Borovykh, Anastasia
1
Bougias, Alexandros
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1
Buff, Robert
1
Cai, Ning
1
Chang, Ming-Chi
1
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1
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1
Evatt, Geoffrey W.
1
Figueroa-López, José E.
1
Funahashi, Hideharu
1
Gong, Ruoting
1
Gzyl, Henryk
1
Houdré, Christian
1
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1
Kijima, Masaaki
1
Kirkby, J. Lars
1
Ko, Bangwon
1
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1
Lee, Hangsuck
1
Lee, Minha
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Applied mathematical finance
Finance research letters
International review of financial analysis
Mathematics of operations research
Research paper series / Swiss Finance Institute
International journal of theoretical and applied finance
22
Review of derivatives research
11
The journal of computational finance
11
Computational economics
10
International journal of financial engineering
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
The North American journal of economics and finance : a journal of financial economics studies
9
Quantitative finance
8
Journal of mathematical finance
7
Finance and stochastics
6
Journal of economic dynamics & control
6
Applied economics
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Journal of banking & finance
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Journal of derivatives & hedge funds
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The journal of futures markets
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Asia-Pacific financial markets
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International journal of theoretical and applied finance : IJTAF
4
Journal of risk and financial management : JRFM
4
Annals of finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
3
European journal of operational research : EJOR
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Journal of econometrics
3
Journal of emerging market finance
3
Risks : open access journal
3
The European journal of finance
3
Applied financial economics
2
Cogent economics & finance
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Finanzmarkt und Portfolio-Management
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International review of economics & finance : IREF
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Investment management and financial innovations
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Journal of financial economics
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Mudra : journal of finance and accounting
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Research bulletin / The Institute of Cost Accountants of India
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ECONIS (ZBW)
19
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1
On a neural network to extract implied information from american options
Liu, Shuaiqiang
;
Leitao, Álvaro
;
Borovykh, Anastasia
; …
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 449-475
Persistent link: https://www.econbiz.de/10013411712
Saved in:
2
The pricing and static hedging of multi-step double barrier options
Lee, Hangsuck
;
Ko, Bangwon
;
Lee, Minha
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473264
Saved in:
3
Risk appetite and option prices : evidence from the Chinese SSE50 options market
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248927
Saved in:
4
Hedging option books using neural-sde market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 366-401
Persistent link: https://www.econbiz.de/10014323483
Saved in:
5
The role of asset payouts in the estimation of default barriers
Bougias, Alexandros
;
Episcopos, Athanasios
;
Leledakis, …
- In:
International review of financial analysis
81
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013396237
Saved in:
6
American strangle options
Qiu, Shi
- In:
Applied mathematical finance
27
(
2020
)
3
,
pp. 228-263
Persistent link: https://www.econbiz.de/10012315168
Saved in:
7
Pricing average and spread options under local-stochastic volatility jump-diffusion models
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
Mathematics of operations research
44
(
2019
)
1
,
pp. 303-333
Persistent link: https://www.econbiz.de/10012001122
Saved in:
8
Short maturity forward start Asian options in local volatility models
Pirjol, Dan
;
Wang, Jing
;
Zhu, Lingjiong
- In:
Applied mathematical finance
26
(
2019
)
3
,
pp. 187-221
Persistent link: https://www.econbiz.de/10012210271
Saved in:
9
Discontinuous payoff option pricing by Mellin transform : a probabilistic approach
Gzyl, Henryk
;
Milev, M.
;
Tagliani, Aldo
- In:
Finance research letters
20
(
2017
),
pp. 281-288
Persistent link: https://www.econbiz.de/10011806950
Saved in:
10
How fundamental is the one-period trinomial model to European option pricing bounds : a new methodological approach
Braouezec, Yann
- In:
Finance research letters
21
(
2017
),
pp. 92-99
Persistent link: https://www.econbiz.de/10011807511
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