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subject:"Börsenkurs"
~isPartOf:"Finance and stochastics"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"International review of financial analysis"
~subject:"Option pricing theory"
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Börsenkurs
Option pricing theory
Option trading
82
Optionsgeschäft
82
Optionspreistheorie
53
Theorie
29
Theory
29
Volatility
22
Volatilität
22
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Hobson, David G.
5
Figueroa-López, José E.
2
Mordecki, Ernesto
2
Shi, Yukun
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Xu, Yaofei
2
Yan, Cheng
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Agarwalla, Sobhesh Kumar
1
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Finance and stochastics
Insurance / Mathematics & economics
International review of financial analysis
The journal of futures markets
97
International journal of theoretical and applied finance
83
Review of derivatives research
59
The journal of computational finance
57
Applied mathematical finance
51
The journal of derivatives : the official publication of the International Association of Financial Engineers
51
Journal of banking & finance
50
Quantitative finance
50
Finance research letters
41
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of economic dynamics & control
37
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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Computational economics
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European journal of operational research : EJOR
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Journal of financial economics
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International review of economics & finance : IREF
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Research paper series / Swiss Finance Institute
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Review of quantitative finance and accounting
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The European journal of finance
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Journal of financial markets
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The journal of derivatives : JOD
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Swiss Finance Institute Research Paper
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Journal of risk and financial management : JRFM
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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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Theoretical economics letters
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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
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:
3
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:
4
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:
5
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:
6
The role of asset payouts in the estimation of default barriers
Bougias, Alexandros
;
Episcopos, Athanasios
;
Leledakis, …
- In:
International review of financial analysis
81
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013396237
Saved in:
7
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:
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
Bachelier model with stopping time and its insurance application
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 156-167
Persistent link: https://www.econbiz.de/10012294092
Saved in:
10
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
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