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isPartOf:"Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement"
~isPartOf:"International review of financial analysis"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The European journal of finance"
~subject:"Black-Scholes model"
~subject:"Option trading"
~subject:"Risiko"
~subject:"Stock option"
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Search: subject_exact:"Optionspreismodell"
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Black-Scholes model
Option trading
Risiko
Stock option
Option pricing theory
194
Optionspreistheorie
194
Volatility
64
Volatilität
64
Optionsgeschäft
44
Theorie
43
Theory
43
Stochastic process
39
Stochastischer Prozess
39
Derivat
35
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21
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Realoptionsansatz
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Option pricing
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Chen, Ren-Raw
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2
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Kuo, I.-doun
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Palmon, Oded
2
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2
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Shi, Yukun
2
Wang, Guanying
2
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Xu, Yaofei
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2
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1
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1
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1
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1
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1
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1
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1
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Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
International review of financial analysis
Review of quantitative finance and accounting
The European journal of finance
International journal of theoretical and applied finance
132
The journal of futures markets
106
The journal of computational finance
74
Review of derivatives research
73
Applied mathematical finance
72
Quantitative finance
69
The journal of derivatives : the official publication of the International Association of Financial Engineers
61
Journal of banking & finance
60
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
Finance and stochastics
51
Finance research letters
48
Journal of economic dynamics & control
47
Computational economics
46
International journal of financial engineering
45
The North American journal of economics and finance : a journal of financial economics studies
43
Journal of mathematical finance
41
European journal of operational research : EJOR
38
Research paper series / Swiss Finance Institute
36
Journal of financial economics
33
Risks : open access journal
31
Insurance / Mathematics & economics
27
Asia-Pacific financial markets
25
International review of economics & finance : IREF
25
Journal of risk and financial management : JRFM
22
Management science : journal of the Institute for Operations Research and the Management Sciences
22
The journal of derivatives : JOD
20
Economic modelling
18
Annals of finance
17
Applied economics
17
Decisions in economics and finance : DEF ; a journal of applied mathematics
17
NBER working paper series
17
Swiss Finance Institute Research Paper
17
Mathematics and financial economics
15
Journal of empirical finance
14
Applied economics letters
13
Journal of econometrics
13
Journal of financial markets
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ECONIS (ZBW)
74
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1
A reduced-form model for lease contract valuation with embedded options
Chang, Chuang-chang
;
Ho, Hsiao-Wei
;
Huang, Henry Hongren
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
2
,
pp. 841-864
Persistent link: https://www.econbiz.de/10014503183
Saved in:
2
Analysis about the black-scholes asset price under the regime-switching framework
Tian, Ping
;
Zhou, Hang
;
Zhou, Duotai
- In:
International review of financial analysis
88
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014471870
Saved in:
3
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes
Li, Zelei
;
Tang, Dan
;
Wang, Xingchun
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1406-1431
Persistent link: https://www.econbiz.de/10014323018
Saved in:
4
Risk appetite and option prices : evidence from the Chinese SSE50 options market
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248927
Saved in:
5
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:
6
Analytical pricing formulae for vulnerable vanilla and barrier options
Liu, Liang-Chih
;
Chiu, Chun-Yuan
;
Wang, Chuan-Ju
;
Dai, …
- In:
Review of quantitative finance and accounting
58
(
2022
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10012796126
Saved in:
7
Skew-Brownian motion and pricing European exchange options
Pasricha, Puneet
;
He, Xin-Jiang
- In:
International review of financial analysis
82
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013426145
Saved in:
8
Market co-movement between credit default swap curves and option volatility surfaces
Shi, Yukun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
Saved in:
9
The information content of CDS implied volatility and associated trading strategies
Shi, Yukun
;
Chen, Ding
;
Guo, Biao
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013460868
Saved in:
10
Liquidity-adjusted value-at-risk : a comprehensive extension with microstructural liquidity components
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 871-888
Persistent link: https://www.econbiz.de/10013373347
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