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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"
~type_genre:"Article in journal"
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Search: subject_exact:"Optionsgeschäft"
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Option trading
195
Optionsgeschäft
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
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21
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19
Implied volatility
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Börsenkurs
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Share price
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Theorie
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Option pricing
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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
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Kim, Kyoung-Kuk
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Kitapbayev, Yerkin
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Kong, Byungdoo
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Kwok, Yue-Kuen
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Lim, Dong-Young
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Madan, Dilip B.
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Mayer, Philipp
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Pirjol, Dan
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Sabino, Piergiacomo
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Schmeck, Maren Diane
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Schoutens, W.
2
Stentoft, Lars
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Switzer, Lorne N.
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Tempone, Raúl
2
Wan, Justin W. L.
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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
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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
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The review of financial studies
30
European journal of operational research : EJOR
29
Journal of mathematical finance
27
Review of quantitative finance and accounting
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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
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Asia-Pacific financial markets
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Applied economics
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Applied financial economics
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Risks : open access journal
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Journal of risk and financial management : JRFM
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Annals of finance
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The journal of derivatives : JOD
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Economic modelling
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Journal of empirical finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Insurance / Mathematics & economics
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Applied economics letters
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Finance : revue de l'Association Française de Finance
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ECONIS (ZBW)
195
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61
Dynamic programming for optimal stopping via pseudo-regression
Bayer, Christian
;
Redmann, Martin
;
Schoenmakers, John
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 29-44
Persistent link: https://www.econbiz.de/10012424631
Saved in:
62
Deep neural network framework based on backward stochastic differential equations for pricing and hedging American options in high dimensions
Chen, Yangang
;
Wan, Justin W. L.
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 45-67
Persistent link: https://www.econbiz.de/10012424632
Saved in:
63
Market impact : a systematic study of the high frequency options market
Said, Emilio
;
Bel Hadj Ayed, Ahmed
;
Thillou, Damien
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 69-84
Persistent link: https://www.econbiz.de/10012424634
Saved in:
64
Algorithmic market making for options
Baldacci, Bastien
;
Bergault, Philippe
;
Guéant, Olivier
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 85-97
Persistent link: https://www.econbiz.de/10012424635
Saved in:
65
Pricing volatility-equity options under the modified constant elasticity of variance model
Wang, Xingchun
- In:
Finance research letters
38
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012490200
Saved in:
66
Multiple shadow insurance activities and life insurance policyholder protection
Chen, Shi
;
Yao, Wenyu
;
Huang, Fu-Wei
- In:
Finance research letters
38
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012490564
Saved in:
67
Informative option portfolios in filter design for option pricing models
Orłowski, Piotr
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
Saved in:
68
Callable barrier reverse convertible securities
Detemple, Jérôme B.
;
Kitapbayev, Yerkin
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1519-1532
Persistent link: https://www.econbiz.de/10012624152
Saved in:
69
Price discovery and its determinants for the Chinese soybean options and futures markets
Hao, Jing
;
He, Feng
;
Liu-Chen, Baiao
;
Li, Zihe
- In:
Finance research letters
40
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012819235
Saved in:
70
Speed-up credit exposure calculations for pricing and risk management
Glau, Kathrin
;
Pachón, Ricardo
;
Pötz, Christian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012483835
Saved in:
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