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subject:"Börsenkurs"
~isPartOf:"Applied economics"
~isPartOf:"Finance and stochastics"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Mathematical programming"
~subject:"Option pricing theory"
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Börsenkurs
Mathematical programming
Option pricing theory
Option trading
78
Optionsgeschäft
78
Optionspreistheorie
57
Theorie
28
Theory
28
Volatility
20
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20
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Hobson, David G.
5
Elyasiani, Elyas
2
Figueroa-López, José E.
2
Gehricke, Sebastian A.
2
Mordecki, Ernesto
2
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Applied economics
Finance and stochastics
Insurance / Mathematics & economics
The journal of futures markets
102
International journal of theoretical and applied finance
83
Review of derivatives research
59
The journal of computational finance
58
Quantitative finance
52
Applied mathematical finance
51
The journal of derivatives : the official publication of the International Association of Financial Engineers
51
Journal of banking & finance
50
Finance research letters
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of economic dynamics & control
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of financial engineering
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European journal of operational research : EJOR
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Research paper series / Swiss Finance Institute
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International review of economics & finance : IREF
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International review of financial analysis
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Asia-Pacific financial markets
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Review of quantitative finance and accounting
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The European journal of finance
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Swiss Finance Institute Research Paper
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Economic modelling
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Journal of financial markets
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The journal of derivatives : JOD
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Annals of finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Journal of derivatives & hedge funds
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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1
Optional projection under equivalent local martingale measures
Biagini, Francesca
;
Mazzon, Andrea
;
Perkkiö, Ari-Pekka
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 435-465
Persistent link: https://www.econbiz.de/10014253651
Saved in:
2
Insurer acquisition in a narrow-synergy structure and policyholder protection under capital regulation
Lin, Jyh-horng
;
Chen, Shi
;
Huang, Fu-Wei
- In:
Applied economics
53
(
2021
)
32
,
pp. 3679-3693
Persistent link: https://www.econbiz.de/10012589532
Saved in:
3
Heterogeneous trading of option implied volatility
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics
55
(
2023
)
9
,
pp. 990-998
Persistent link: https://www.econbiz.de/10013498968
Saved in:
4
The power of deterministic option-implied trees in pricing European options
Elyasiani, Elyas
;
Muzzioli, Silvia
- In:
Applied economics
54
(
2022
)
22
,
pp. 2596-2609
Persistent link: https://www.econbiz.de/10013171107
Saved in:
5
Deep hedging of long-term financial derivatives
Carbonneau, Alexandre
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 327-340
Persistent link: https://www.econbiz.de/10012649223
Saved in:
6
The Bitcoin options market : a first look at pricing and risk
Jalan, Akanksha
;
Matkovskyy, Roman
;
Aziz, Saqib
- In:
Applied economics
53
(
2021
)
17
,
pp. 2026-2041
Persistent link: https://www.econbiz.de/10012500934
Saved in:
7
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
8
A quasi-sure optional decomposition and super-hedging result on the Skorokhod space
Bouchard, Bruno
;
Tan, Xiaolu
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 505-528
Persistent link: https://www.econbiz.de/10012585984
Saved in:
9
Analytic formula for option margin with liquidity costs under dynamic delta hedging
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Applied economics
53
(
2021
)
29
,
pp. 3391-3407
Persistent link: https://www.econbiz.de/10012589463
Saved in:
10
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
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