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isPartOf:"Applied mathematical finance"
~isPartOf:"Finance research letters"
~isPartOf:"International review of financial analysis"
~isPartOf:"Quantitative finance"
~isPartOf:"Research paper series / Swiss Finance Institute"
~subject:"Optionsgeschäft"
~type_genre:"Article in journal"
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Search: subject_exact:"Optionsgeschäft"
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Optionsgeschäft
Option trading
195
Option pricing theory
157
Optionspreistheorie
157
Volatility
82
Volatilität
82
Derivat
50
Derivative
50
Stochastic process
45
Stochastischer Prozess
45
Black-Scholes model
25
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25
Hedging
21
Experiment
19
Implied volatility
19
Börsenkurs
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Share price
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Theorie
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Theory
17
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16
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Option pricing
15
Index futures
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Index-Futures
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Monte Carlo simulation
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Options
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Risk
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English
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Wang, Xingchun
5
Lee, Hangsuck
4
Bayer, Christian
3
Cohen, Samuel N.
3
Lee, Minha
3
Reisinger, Christoph
3
Shi, Yukun
3
Wang, Sheng
3
Xu, Yaofei
3
Alexander, Carol
2
Chan, Tat Lung
2
Clark, Steven P.
2
Desmettre, Sascha
2
Frijns, Bart
2
Glau, Kathrin
2
Guo, Biao
2
Ha, Hongjun
2
He, Xin-Jiang
2
Howison, Sam
2
Hsu, Pao-peng
2
Kim, Kyoung-Kuk
2
Kitapbayev, Yerkin
2
Kong, Byungdoo
2
Kwok, Yue-Kuen
2
Lim, Dong-Young
2
Madan, Dilip B.
2
Mayer, Philipp
2
Pirjol, Dan
2
Sabino, Piergiacomo
2
Schmeck, Maren Diane
2
Schoutens, W.
2
Stentoft, Lars
2
Switzer, Lorne N.
2
Tempone, Raúl
2
Wan, Justin W. L.
2
Yan, Cheng
2
Zeng, Pingping
2
Zheng, Wendong
2
Zhu, Lingjiong
2
Abergel, Frédéric
1
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Applied mathematical finance
Finance research letters
International review of financial analysis
Quantitative finance
Research paper series / Swiss Finance Institute
The journal of futures markets
193
International journal of theoretical and applied finance
111
Journal of banking & finance
93
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
The journal of computational finance
59
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
Finance and stochastics
43
The North American journal of economics and finance : a journal of financial economics studies
41
Journal of financial economics
40
International review of economics & finance : IREF
34
Journal of financial markets
34
International journal of financial engineering
32
Journal of financial and quantitative analysis : JFQA
31
Computational economics
30
The review of financial studies
30
European journal of operational research : EJOR
29
Journal of mathematical finance
27
Review of quantitative finance and accounting
27
Management science : journal of the Institute for Operations Research and the Management Sciences
26
The European journal of finance
24
The journal of finance : the journal of the American Finance Association
23
Asia-Pacific financial markets
22
Applied economics
20
Applied financial economics
20
Risks : open access journal
19
Journal of risk and financial management : JRFM
18
Annals of finance
17
The journal of derivatives : JOD
17
Economic modelling
16
Journal of empirical finance
16
Decisions in economics and finance : DEF ; a journal of applied mathematics
15
Insurance / Mathematics & economics
15
Applied economics letters
14
Finance : revue de l'Association Française de Finance
14
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ECONIS (ZBW)
195
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195
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1
A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options
Reesor, R. Mark
;
Stentoft, Lars
;
Zhu, Xiaotian
- In:
Finance research letters
64
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
Saved in:
2
A static replication approach for callable interest rate derivatives : mathematical foundations and efficient estimation of SIMM-MVA
Hoencamp, J. H.
;
Jain, Surbhi
;
Kandhai, B. D.
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 409-432
Persistent link: https://www.econbiz.de/10014552078
Saved in:
3
On practitioners closed-form GARCH option pricing
Mozumder, Sharif
;
Frijns, Bart
;
Talukdar, Bakhtear
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543999
Saved in:
4
Options illiquidity in an over-the-counter market
Ahn, Jungkyu
- In:
International review of financial analysis
94
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014544018
Saved in:
5
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
6
Arbitrage-free neural-SDE market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014390284
Saved in:
7
The role of fleeting orders on option expiration days
Figueiredo, Antonio
;
Jain, Pankaj K.
;
Mishra, Suchismita
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1511-1529
Persistent link: https://www.econbiz.de/10014419175
Saved in:
8
A transform-based method for pricing Asian options under general two-dimensional models
Zhang, Weinan
;
Zeng, Pingping
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1677-1697
Persistent link: https://www.econbiz.de/10014419186
Saved in:
9
Pricing Asian options with stochastic convenience yield and jumps
Ewald, Christian
;
Wu, Yuexiang
;
Zhang, Aihua
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 677-692
Persistent link: https://www.econbiz.de/10014304306
Saved in:
10
Hedging error as generalized timing risk
Akahori, J.
;
Barsotti, F.
;
Imamura, Y.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 693-703
Persistent link: https://www.econbiz.de/10014304316
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