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isPartOf:"Applied mathematical finance"
~isPartOf:"Journal of empirical finance"
~subject:"Estimation"
~subject:"European options"
~subject:"Hedging"
~subject:"barrier options"
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Search: subject_exact:"Optionsgeschäft"
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Estimation
European options
Hedging
barrier options
Option trading
71
Optionsgeschäft
71
Option pricing theory
60
Optionspreistheorie
60
Volatility
30
Volatilität
30
Derivat
17
Derivative
17
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15
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Cohen, Samuel N.
2
Reisinger, Christoph
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1
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1
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1
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1
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Applied mathematical finance
Journal of empirical finance
The journal of futures markets
42
International journal of theoretical and applied finance
27
Journal of banking & finance
20
Quantitative finance
17
Review of derivatives research
16
The journal of derivatives : the official publication of the International Association of Financial Engineers
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
International review of economics & finance : IREF
13
Journal of financial economics
13
The journal of computational finance
12
Finance and stochastics
11
Finance research letters
10
Journal of financial markets
10
The European journal of finance
10
Applied economics
7
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Risks : open access journal
6
The North American journal of economics and finance : a journal of financial economics studies
6
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6
Computational economics
5
Journal of economic dynamics & control
5
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Working paper / National Bureau of Economic Research, Inc.
5
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
5
wi - Wirtschaft
5
Always learning
4
Asia-Pacific financial markets
4
CFS working paper series
4
International review of financial analysis
4
Journal of econometrics
4
Journal of international financial markets, institutions & money
4
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Journal of risk and financial management : JRFM
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Review of quantitative finance and accounting
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The review of financial studies
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ECONIS (ZBW)
15
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1
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:
2
Options trading imbalance, cash-flow news, and discount-rate news
Chichernea, Doina
;
Huang, Kershen
;
Petkevich, Alex
; …
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014578565
Saved in:
3
Option gamma and stock returns
Soebhag, Amar
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477131
Saved in:
4
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
5
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:
6
Does vega-neutral options trading contain information?
Lee, Jaeram
;
Ryu, Doojin
;
Yang, Heejin
- In:
Journal of empirical finance
62
(
2021
),
pp. 294-314
Persistent link: https://www.econbiz.de/10012693436
Saved in:
7
Robust barrier option pricing by frame projection under exponential Lévy dynamics
Kirkby, J. Lars
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 337-386
Persistent link: https://www.econbiz.de/10011815237
Saved in:
8
Regime-switching stochastic volatility model : estimation and calibration to VIX options
Goutte, Stéphane
;
Ismail, Amine
;
Pham, Huyên
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 38-75
Persistent link: https://www.econbiz.de/10011746993
Saved in:
9
Analysis of VIX Markets with a time-spread portfolio
Papanicolaou, A.
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 374-408
Persistent link: https://www.econbiz.de/10011704261
Saved in:
10
Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices
Wu, Feng
;
Myers, Robert J.
;
Guan, Zhengfei
;
Wang, Zhiguang
- In:
Journal of empirical finance
34
(
2015
),
pp. 260-274
Persistent link: https://www.econbiz.de/10011557143
Saved in:
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