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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"
~type_genre:"Article in journal"
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Search: subject_exact:"Optionsgeschäft"
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Option trading
139
Optionsgeschäft
139
Option pricing theory
106
Optionspreistheorie
106
Volatility
60
Volatilität
60
Derivat
37
Derivative
37
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Wang, Xingchun
5
Lee, Hangsuck
4
Cohen, Samuel N.
3
Lee, Minha
3
Reisinger, Christoph
3
Wang, Sheng
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Clark, Steven P.
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Ha, Hongjun
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Howison, Sam
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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
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
Quantitative finance
56
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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International review of economics & finance : IREF
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Journal of financial markets
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International journal of financial engineering
32
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31
Computational economics
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The review of financial studies
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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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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)
139
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81
Pricing American options under the constant elasticity of variance model : an extension of the method by Barone-Adesi and Whaley
Ballestra, Luca Vincenzo
;
Cecere, Liliana
- In:
Finance research letters
14
(
2015
),
pp. 45-55
Persistent link: https://www.econbiz.de/10011552594
Saved in:
82
The pricing of embedded lease options
Amédée-Manesme, Charles-Olivier
;
Des Rosiers, François
; …
- In:
Finance research letters
15
(
2015
),
pp. 215-220
Persistent link: https://www.econbiz.de/10011553205
Saved in:
83
Implied volatility of leveraged ETF options
Leung, Tim
;
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 162-188
Persistent link: https://www.econbiz.de/10010505139
Saved in:
84
Pricing of spread options on a bivariate jump market and stability to model risk
Benth, Fred Espen
;
Di Nunno, Giulia
;
Khedher, Asma
; …
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 28-62
Persistent link: https://www.econbiz.de/10010505172
Saved in:
85
A reduced-form model for valuing bonds with make-whole call provisions
Park, Min
;
Clark, Steven P.
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 499-521
Persistent link: https://www.econbiz.de/10011490621
Saved in:
86
Pricing perpetual American compound options under a matrix-exponential jump-diffusion model
Chang, Ming-Chi
;
Sheu, Yuan-Chung
;
Tsai, Ming-Yao
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 553-575
Persistent link: https://www.econbiz.de/10011490624
Saved in:
87
Impact of the introduction of call auction on price discovery : evidence from the Indian stock market using high-frequency data
Agarwalla, Sobhesh Kumar
;
Jacob, Joshy
;
Pandey, Ajay
- In:
International review of financial analysis
39
(
2015
),
pp. 167-178
Persistent link: https://www.econbiz.de/10011573174
Saved in:
88
Do stylized facts of equity-based volatility indices apply to fixed-income volatility indices? Evidence from the US Treasury market
López, Raquel
- In:
International review of financial analysis
42
(
2015
),
pp. 292-303
Persistent link: https://www.econbiz.de/10011573500
Saved in:
89
Closed-form pricing of two-asset barrier options with stochastic covariance
Götz, Barbara
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 363-397
Persistent link: https://www.econbiz.de/10010499671
Saved in:
90
Asymptotic solutions for Australian options with low volatility
Ting, Sai Hung Marten
;
Ewald, Christian-Oliver
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 595-613
Persistent link: https://www.econbiz.de/10010500870
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