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isPartOf:"The European journal of finance"
~subject:"Börsenkurs"
~subject:"Derivative"
~subject:"Schätzung"
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Börsenkurs
Derivative
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Option trading
24
Optionsgeschäft
24
Option pricing theory
17
Optionspreistheorie
17
Derivat
8
Volatility
7
Volatilität
7
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5
Bid-ask spread
4
Geld-Brief-Spanne
4
Theorie
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Theory
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options
4
Aktienoption
3
Black-Scholes model
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bid-ask spread
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Romagnoli, Silvia
2
Abad Díaz, David
1
Ap Gwilym, Owain
1
Bajo, Emanuele
1
Ballotta, Laura
1
Barbi, Massimiliano
1
Chen, XiaoHua
1
Cherubini, Umberto
1
Corrado, Charles Joseph
1
García-Machado, Juan J.
1
Gerrard, Russell
1
Kyriakou, Ioannis
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Li, Zelei
1
Marabel Romo, Jacinto
1
Nieto Domenech, Belen
1
Roon, Frans de
1
Rybczyński, Jarosław
1
Selby, Michael J. P.
1
Su, Tie
1
Tang, Dan
1
Varson, Paula L.
1
Veld, Chris H.
1
Verousis, Thanos
1
Wang, Xingchun
1
Wei, Jun
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The European journal of finance
The journal of futures markets
59
Journal of banking & finance
28
Finance research letters
23
International journal of theoretical and applied finance
23
Journal of financial economics
22
International review of economics & finance : IREF
20
Review of derivatives research
20
Quantitative finance
19
Applied mathematical finance
18
International journal of financial engineering
15
International review of financial analysis
15
Journal of financial markets
15
The North American journal of economics and finance : a journal of financial economics studies
13
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
The journal of finance : the journal of the American Finance Association
13
Management science : journal of the Institute for Operations Research and the Management Sciences
12
The journal of derivatives : JOD
12
European journal of operational research : EJOR
11
Review of quantitative finance and accounting
10
Journal of econometrics
9
Journal of economic dynamics & control
9
Journal of mathematical finance
9
Journal of empirical finance
8
Journal of international financial markets, institutions & money
8
Risks : open access journal
8
The review of financial studies
8
Applied economics
7
Applied economics letters
7
Journal of financial and quantitative analysis : JFQA
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Research paper series / Swiss Finance Institute
7
Theoretical economics letters
7
Working paper / National Bureau of Economic Research, Inc.
7
Annals of finance
6
Applied financial economics
6
Economic modelling
6
Global finance journal
6
NBER working paper series
6
Review of financial economics : RFE
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1
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:
2
How Spanish options market smiles in summer : an empirical analysis for options on IBEX-35
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 153-169
Persistent link: https://www.econbiz.de/10011736237
Saved in:
3
Hedging of Asian options under exponential Lévy models : computation and performance
Ballotta, Laura
;
Gerrard, Russell
;
Kyriakou, Ioannis
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 297-323
Persistent link: https://www.econbiz.de/10011736257
Saved in:
4
Pricing volatility options under stochastic skew with application to the VIX index
Marabel Romo, Jacinto
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 353-374
Persistent link: https://www.econbiz.de/10011736265
Saved in:
5
The intraday determination of liquidity in the NYSE LIFFE equity option markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Chen, XiaoHua
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1164-1188
Persistent link: https://www.econbiz.de/10011715335
Saved in:
6
A generalized approach to optimal hedging with option contracts
Bajo, Emanuele
;
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
The European journal of finance
21
(
2015
)
7/9
,
pp. 714-733
Persistent link: https://www.econbiz.de/10011302047
Saved in:
7
Multivariate digital options with memory
Cherubini, Umberto
;
Romagnoli, Silvia
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 649-660
Persistent link: https://www.econbiz.de/10009509839
Saved in:
8
Analysing bank-issued option pricing
Abad Díaz, David
;
Nieto Domenech, Belen
- In:
The European journal of finance
17
(
2011
)
1/2
,
pp. 49-65
Persistent link: https://www.econbiz.de/10009155464
Saved in:
9
A study on the efficiency of the market for Dutch long-term call options
Roon, Frans de
;
Veld, Chris H.
;
Wei, Jun
- In:
The European journal of finance
4
(
1998
)
2
,
pp. 93-111
Persistent link: https://www.econbiz.de/10001439497
Saved in:
10
Implied volatility skews and stock return skewness and kurtosis implied by stock option prices
Corrado, Charles Joseph
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10001219143
Saved in:
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