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isPartOf:"The review of financial studies"
~isPartOf:"Applied economics"
~isPartOf:"The journal of asset management"
~subject:"1995-1998"
~subject:"Derivat"
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Search: subject_exact:"Black-Scholes-Modell"
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1995-1998
Derivat
Black-Scholes model
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Black-Scholes-Modell
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Option trading
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Optionsgeschäft
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Option pricing theory
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Optionspreistheorie
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Lin, Chien-chih
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Singh, Vipul Kumar
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The review of financial studies
Applied economics
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International journal of theoretical and applied finance
14
International journal of financial engineering
8
Applied mathematical finance
7
Journal of mathematical finance
7
Quantitative finance
5
Review of derivatives research
5
The journal of computational finance
5
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4
Finance and stochastics
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The journal of finance : the journal of the American Finance Association
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Bank- und finanzwirtschaftliche Forschungen
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3
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Intereconomics : review of European economic policy
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International journal of financial markets and derivatives
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International review of financial analysis
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Journal of derivatives & hedge funds
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Journal of emerging market finance
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Journal of financial and quantitative analysis : JFQA
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Journal of financial economics
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Mudra : journal of finance and accounting
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Paradigm : the journal of Institute of Management Technology
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Springer eBook Collection / Business and Economics
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Studienbücher Wirtschaftsmathematik
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ECONIS (ZBW)
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1
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
2
A comparison of pricing and hedging performances of equity derivatives models
Lassance, Nathan
;
Vrins, Frédéric
- In:
Applied economics
50
(
2018
)
10
,
pp. 1122-1137
Persistent link: https://www.econbiz.de/10011848262
Saved in:
3
Pricing and hedging competitiveness of the tree option pricing models : evidence from India
Singh, Vipul Kumar
- In:
The journal of asset management
17
(
2016
)
6
,
pp. 453-475
Persistent link: https://www.econbiz.de/10011648199
Saved in:
4
Closed-form interpolation-based formulas for European call options written on defaultable assets
Orosi, Greg
- In:
The journal of asset management
16
(
2015
)
4
,
pp. 236-242
Persistent link: https://www.econbiz.de/10011413347
Saved in:
5
Option smiling when investors' estimates of asset volatility disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Saved in:
6
Pricing options in an extended black scholes economy with illiquidity : theory and empirical evidence
Çetin, U.
;
Jarrow, Robert A.
;
Protter, Philip E.
; …
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 493-529
Persistent link: https://www.econbiz.de/10003355212
Saved in:
7
Stock price distributions with stochastic volatility : an analytic approach
Stein, Elias M.
- In:
The review of financial studies
4
(
1991
)
4
,
pp. 727-752
Persistent link: https://www.econbiz.de/10001120542
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