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isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Index futures"
~subject:"Zinsderivat"
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Search: subject_exact:"Optionspreismodell"
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Index futures
Zinsderivat
Option pricing theory
335
Optionspreistheorie
335
Theorie
110
Theory
110
Option trading
82
Optionsgeschäft
82
Volatility
78
Volatilität
78
Stochastic process
54
Stochastischer Prozess
54
USA
34
United States
34
Derivat
28
Derivative
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Yield curve
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Estimation
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Schätzung
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Hedging
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Black-Scholes model
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CAPM
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Statistical distribution
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Aktienoption
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Stock option
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17
Kreditrisiko
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16
Markov-Kette
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ARCH model
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ARCH-Modell
14
Interest rate derivative
13
Monte Carlo simulation
12
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12
Currency option
11
Devisenoption
11
Option pricing
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Chen, Ren-Raw
3
Chen, Son-nan
3
Wu, Ting-pin
3
Palmon, Oded
2
Beliaeva, Natalia A.
1
Ben-Ameur, Hatem
1
Biktimirov, Ernest N.
1
Chang, Jui-jane
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Dravid, Ajay R.
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Eriksson, Anders
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Ghysels, Eric
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Jensen, Malene Shin
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Jokivuolle, Esa
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Karoui, Lotfi
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Lee, Cheng F.
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1
Lin, Hsuan-Chu
1
Mnif, Walid
1
Nawalkha, Sanjay K.
1
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1
Pérignon, Christophe
1
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Sankarasubramanian, L.
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1
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1
Wang, Shin-yun
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Wei, Jason
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Yadav, Pradeep
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Asia-Pacific financial markets
Review of quantitative finance and accounting
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
27
International journal of theoretical and applied finance
20
The journal of computational finance
18
Review of derivatives research
16
Journal of banking & finance
15
The journal of finance : the journal of the American Finance Association
13
International journal of financial engineering
11
The review of financial studies
11
Applied mathematical finance
10
Finance and stochastics
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Quantitative finance
9
International review of economics & finance : IREF
8
Advances in futures and options research : a research annual
7
Journal of financial economics
7
Working paper
7
Applied economics
6
Gabler Edition Wissenschaft
6
Journal of empirical finance
6
NBER Working Paper
6
NBER working paper series
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Working paper / National Bureau of Economic Research, Inc.
6
Finance research letters
5
International review of financial analysis
5
Journal of mathematical finance
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
Research paper series / Swiss Finance Institute
5
Advances in Pacific Basin financial markets
4
Applied financial economics
4
Discussion papers of interdisciplinary research project 373
4
European journal of operational research : EJOR
4
Journal of econometrics
4
Journal of economic dynamics & control
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Lecture notes in economics and mathematical systems : LNEMS
4
Risks : open access journal
4
Série de trabalhos para discussão
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1
Model-based versus model-free implied volatility : evidence from North American, European, and Asian index option markets
Biktimirov, Ernest N.
;
Wang, Chunrong
- In:
The journal of derivatives : the official publication …
24
(
2017
)
3
,
pp. 42-68
Persistent link: https://www.econbiz.de/10011687342
Saved in:
2
Explaining the volatility smile : non-parametric versus parametric option models
Lin, Hsuan-Chu
;
Chen, Ren-Raw
;
Palmon, Oded
- In:
Review of quantitative finance and accounting
46
(
2016
)
4
,
pp. 907-935
Persistent link: https://www.econbiz.de/10011595494
Saved in:
3
Pricing interest-rate derivatives with piecewise multilinear interpolations and transition parameters
Ben-Ameur, Hatem
;
Karoui, Lotfi
;
Mnif, Walid
- In:
The journal of derivatives : the official publication …
22
(
2014
)
2
,
pp. 82-109
Persistent link: https://www.econbiz.de/10011311415
Saved in:
4
Barrier caps and floors under the LIBOR market model with double exponential jumps
Chang, Jui-jane
;
Chen, Son-nan
;
Wang, Chun-chao
;
Wu, …
- In:
The journal of derivatives : the official publication …
21
(
2014
)
4
,
pp. 7-30
Persistent link: https://www.econbiz.de/10010387683
Saved in:
5
Pricing and hedging volatility smile under multifactor interest rate models
Kuo, I.-doun
- In:
Review of quantitative finance and accounting
36
(
2011
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10009271374
Saved in:
6
Valuation of CMS spread options with nonzero strike rates in the LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 41-55
Persistent link: https://www.econbiz.de/10009316812
Saved in:
7
The normal inverse gaussian distribution and the pricing of derivatives
Eriksson, Anders
;
Ghysels, Eric
;
Wang, Fangfang
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 23-37
Persistent link: https://www.econbiz.de/10003852619
Saved in:
8
Valuation of interest rate spread options in a multifactor LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 38-52
Persistent link: https://www.econbiz.de/10003852622
Saved in:
9
Pricing American interest rate options under the jump-extended Vasicek model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
;
Soto, Gloria M.
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10003771447
Saved in:
10
Testing the monotonicity property of option prices
Pérignon, Christophe
- In:
The journal of derivatives : the official publication …
14
(
2006
)
2
,
pp. 61-76
Persistent link: https://www.econbiz.de/10003400053
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