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subject:"Börsenkurs"
~isPartOf:"Energy economics"
~isPartOf:"Finance and stochastics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Option pricing theory"
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Börsenkurs
Option pricing theory
Option trading
142
Optionsgeschäft
142
Optionspreistheorie
85
Theorie
58
Theory
58
Volatility
30
Volatilität
30
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Hobson, David G.
5
Chen, Son-nan
3
Wu, Ting-pin
3
Chang, Jui-jane
2
Figueroa-López, José E.
2
Mordecki, Ernesto
2
Nunes, Joaõ Pedro Vidal
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Energy economics
Finance and stochastics
The journal of derivatives : the official publication of the International Association of Financial Engineers
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
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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The European journal of finance
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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
Pricing and hedging wind power prediction risk with binary option contracts
Thakur, Jagruti
;
Hesamzadeh, Mohammad Reza
;
Date, Paresh
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014483492
Saved in:
3
Jumps in commodity prices : new approaches for pricing plain vanilla options
Crosby, John
;
Frau, Carme
- In:
Energy economics
114
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013477538
Saved in:
4
Capturing the power options smile by an additive two-factor model for overlapping futures prices
Piccirilli, Marco
;
Schmeck, Maren Diane
;
Vargiolu, Tiziano
- In:
Energy economics
95
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012816581
Saved in:
5
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:
6
Robust bounds for the American put
Hobson, David G.
;
Norgilas, Dominykas
- In:
Finance and stochastics
23
(
2019
)
2
,
pp. 359-395
Persistent link: https://www.econbiz.de/10012023741
Saved in:
7
Option prices and implied volatility in the crude oil market
Soini, Vesa
;
Lorentzen, Sindre
- In:
Energy economics
83
(
2019
),
pp. 515-539
Persistent link: https://www.econbiz.de/10012176275
Saved in:
8
A general accurate approximation for pricing and hedging basket options with exact moment matching
Wu, Feifan
;
Diao, Xundi
;
Wu, Chongfeng
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 68-86
Persistent link: https://www.econbiz.de/10012306166
Saved in:
9
Volatility surface calibration to illiquid options
Nagy, László
;
Ormos, Mihály
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 87-96
Persistent link: https://www.econbiz.de/10012306175
Saved in:
10
A simple accurate binomial tree for pricing options on stocks with know dollar dividends
Guo, Shuxin
;
Liu, Qiang
- In:
The journal of derivatives : the official publication …
26
(
2019
)
4
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012306189
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