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isPartOf:"Applied mathematical finance"
~isPartOf:"Finance research letters"
~isPartOf:"International review of financial analysis"
~isPartOf:"Research paper series / Swiss Finance Institute"
~subject:"Derivative"
~type_genre:"Article in journal"
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Search: subject_exact:"Optionsgeschäft"
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Derivative
Option trading
132
Optionsgeschäft
132
Option pricing theory
101
Optionspreistheorie
101
Volatility
57
Volatilität
57
Derivat
34
Stochastic process
23
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Black-Scholes model
17
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Theorie
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Cohen, Samuel N.
2
Reisinger, Christoph
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Shi, Yukun
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Yan, Cheng
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1
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1
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1
Cont, Rama
1
Di Nunno, Giulia
1
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1
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1
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Applied mathematical finance
Finance research letters
International review of financial analysis
Research paper series / Swiss Finance Institute
The journal of futures markets
24
International journal of theoretical and applied finance
22
Review of derivatives research
17
International journal of financial engineering
13
International review of economics & finance : IREF
13
Journal of banking & finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Quantitative finance
12
The journal of derivatives : JOD
12
European journal of operational research : EJOR
11
Journal of financial economics
11
Journal of economic dynamics & control
8
Journal of financial markets
8
Journal of mathematical finance
8
The European journal of finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
7
Risks : open access journal
7
Applied economics letters
5
Computational economics
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Energy economics
5
Global finance journal
5
Journal of econometrics
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Review of quantitative finance and accounting
5
The journal of computational finance
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Annals of finance
4
Applied financial economics
4
Cogent economics & finance
4
Finance and stochastics
4
Journal of derivatives & hedge funds
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Journal of risk and financial management : JRFM
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematics and financial economics
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Research bulletin / The Institute of Cost Accountants of India
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Review of financial economics : RFE
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The journal of asset management
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
34
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1
Price discovery of the Chinese crude oil options and futures markets
Zou, Mi
;
Han, Lin
;
Yang, Zhini
- In:
Finance research letters
60
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490178
Saved in:
2
Simulation of arbitrage-free implied volatility surfaces
Cont, Rama
;
Vuletić, Milena
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 94-121
Persistent link: https://www.econbiz.de/10014443387
Saved in:
3
COVID lockdown, Robinhood traders, and liquidity in stock and option markets
Shang, Danjue
- In:
International review of financial analysis
90
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014469185
Saved in:
4
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:
5
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:
6
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:
7
Skew-Brownian motion and pricing European exchange options
Pasricha, Puneet
;
He, Xin-Jiang
- In:
International review of financial analysis
82
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013426145
Saved in:
8
Market co-movement between credit default swap curves and option volatility surfaces
Shi, Yukun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
Saved in:
9
An empirical study on the characterization of implied volatility and pricing in the Chinese option market
Fan, Qingqian
;
Feng, Sixian
- In:
Finance research letters
49
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013479611
Saved in:
10
The information content of CDS implied volatility and associated trading strategies
Shi, Yukun
;
Chen, Ding
;
Guo, Biao
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013460868
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