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isPartOf:"Applied mathematical finance"
~isPartOf:"Journal of empirical finance"
~subject:"Estimation"
~subject:"European options"
~subject:"Stochastischer Prozess"
~subject:"barrier options"
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Search: subject_exact:"Optionsgeschäft"
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Estimation
European options
Stochastischer Prozess
barrier options
Option trading
71
Optionsgeschäft
71
Option pricing theory
60
Optionspreistheorie
60
Volatility
30
Volatilität
30
Derivat
17
Derivative
17
Stochastic process
15
Black-Scholes model
13
Black-Scholes-Modell
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Theorie
11
Theory
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Hedging
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implied volatility
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stochastic volatility
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Cohen, Samuel N.
2
Reisinger, Christoph
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Wang, Sheng
2
Alòs, Elisa
1
Aoudia, Djilali Ait
1
Aretz, Kevin
1
Chichernea, Doina
1
Duck, Peter W.
1
Escobar, Marcos
1
Evatt, Geoffrey W.
1
Ewald, Christian-Oliver
1
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1
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1
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1
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1
Gong, Ruoting
1
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1
Guan, Zhengfei
1
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1
Hofer, Markus
1
Houdré, Christian
1
Huang, Kershen
1
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1
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Pham, Huyên
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Applied mathematical finance
Journal of empirical finance
The journal of futures markets
31
International journal of theoretical and applied finance
30
Quantitative finance
27
The journal of computational finance
21
Journal of banking & finance
16
Finance research letters
15
Journal of economic dynamics & control
13
Review of derivatives research
13
Finance and stochastics
11
Journal of financial economics
11
Computational economics
10
International journal of financial engineering
10
International review of economics & finance : IREF
10
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
Annals of finance
9
European journal of operational research : EJOR
9
Journal of econometrics
9
Journal of mathematical finance
9
The European journal of finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
8
Risks : open access journal
8
Applied economics
7
Asia-Pacific financial markets
6
Insurance / Mathematics & economics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Operations research
6
Research paper series / Swiss Finance Institute
6
International review of financial analysis
5
Journal of financial markets
5
Operations research letters
5
Applied economics letters
4
Applied financial economics
4
Economic modelling
4
Journal of derivatives & hedge funds
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Journal of international financial markets, institutions & money
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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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ECONIS (ZBW)
21
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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
On the implied volatility of Asian options under stochastic volatility models
Alòs, Elisa
;
Nualart, Eulalia
;
Pravosud, Makar
- In:
Applied mathematical finance
30
(
2023
)
5
,
pp. 249-274
Persistent link: https://www.econbiz.de/10015051248
Saved in:
5
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:
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
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:
8
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:
9
Third-order short-time expansions for close-to-the-money option prices under the CGMY model
Figueroa-López, José E.
;
Gong, Ruoting
;
Houdré, Christian
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 547-574
Persistent link: https://www.econbiz.de/10011815299
Saved in:
10
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
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