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isPartOf:"Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement"
~isPartOf:"Applied mathematical finance"
~isPartOf:"NBER Working Paper"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The European journal of finance"
~subject:"Black-Scholes model"
~subject:"Risiko"
~subject:"Stock option"
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Search: subject_exact:"Optionspreismodell"
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Black-Scholes model
Risiko
Stock option
Option pricing theory
430
Optionspreistheorie
430
Volatility
126
Volatilität
126
Stochastic process
121
Stochastischer Prozess
121
Theorie
97
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97
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90
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Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
Applied mathematical finance
NBER Working Paper
Review of quantitative finance and accounting
The European journal of finance
International journal of theoretical and applied finance
68
The journal of futures markets
34
Review of derivatives research
31
Computational economics
30
Quantitative finance
30
Journal of banking & finance
28
Mathematical finance : an international journal of mathematics, statistics and financial theory
28
Finance and stochastics
27
The journal of computational finance
27
International journal of financial engineering
25
Journal of mathematical finance
22
The North American journal of economics and finance : a journal of financial economics studies
21
Journal of financial economics
20
Research paper series / Swiss Finance Institute
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Finance research letters
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Risks : open access journal
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European journal of operational research : EJOR
15
Insurance / Mathematics & economics
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Journal of economic dynamics & control
15
Journal of risk and financial management : JRFM
13
Applied economics
11
Asia-Pacific financial markets
11
The journal of finance : the journal of the American Finance Association
11
Journal of empirical finance
10
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Mathematics and financial economics
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NBER working paper series
9
Annals of finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
8
International review of economics & finance : IREF
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International review of financial analysis
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Working paper / National Bureau of Economic Research, Inc.
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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Journal of derivatives & hedge funds
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The review of financial studies
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ECONIS (ZBW)
79
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1
Valuation of European options under an uncertain market price of volatility risk
Jaroszkowski, Bartosz
;
Jensen, Max
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 213-226
Persistent link: https://www.econbiz.de/10013554804
Saved in:
2
On a neural network to extract implied information from american options
Liu, Shuaiqiang
;
Leitao, Álvaro
;
Borovykh, Anastasia
; …
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 449-475
Persistent link: https://www.econbiz.de/10013411712
Saved in:
3
Option implied riskiness and risk-taking incentives of executive compensation
Lu, Chia-Chi
;
Shen, Hsin-han
;
Shih, Pai-Ta
;
Tsai, Wei‐Che
- In:
Review of quantitative finance and accounting
60
(
2023
)
3
,
pp. 1143-1160
Persistent link: https://www.econbiz.de/10014291781
Saved in:
4
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:
5
Option pricing under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun
;
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Shyu, …
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
Saved in:
6
The nonlinear relation between financing decisions and option compensation
Choi, Yoon K.
;
Han, Seung Hun
;
Mun, Seongjae
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1343-1356
Persistent link: https://www.econbiz.de/10012549797
Saved in:
7
Joint estimation of volatility risk and tail risk premia with time-varying macro-state-dependent property
Chen, Sonnan
;
Gu, Yuchi
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1357-1397
Persistent link: https://www.econbiz.de/10012549807
Saved in:
8
Assessing models of individual equity option prices
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Zhong, Zhaodong
- In:
Review of quantitative finance and accounting
57
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012549885
Saved in:
9
An improved of Hull-White model for valuing Employee stock options (ESOs)
Chendra, Erwinna
;
Sidarto, Kuntjoro Adji
- In:
Review of quantitative finance and accounting
54
(
2020
)
2
,
pp. 651-669
Persistent link: https://www.econbiz.de/10012232883
Saved in:
10
An examination of ex ante risk and return in the cross-section using option-implied information
Kim, Dongcheol
;
Chen, Ren-Raw
;
Roh, Tai-Yong
;
Panda, Durga
- In:
The European journal of finance
26
(
2020
)
16
,
pp. 1623-1645
Persistent link: https://www.econbiz.de/10012314643
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