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subject:"Black-Scholes model"
~isPartOf:"Journal of risk"
~language:"eng"
~subject:"Volatility"
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Black-Scholes model
Volatility
Option trading
14
Optionsgeschäft
14
Option pricing theory
10
Optionspreistheorie
10
Hedging
4
Volatilität
3
Black-Scholes-Modell
2
Derivat
2
Derivative
2
Risikomanagement
2
Risk management
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic volatility
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Stochastische Volatilität
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options
2
Aktienindex
1
Approximation method
1
BuyWrite
1
CAPM
1
Call options
1
Cliquet option
1
Decision tree
1
Delta risk
1
Deutschland
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Entscheidungsbaum
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Estimation theory
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Germany
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Greece
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Greeks
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Griechenland
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Index futures
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Index-Futures
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Iteratives Verfahren
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Martingal
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Martingale
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Mathematical programming
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Mathematische Optimierung
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AitSahlia, Farid
1
Engelmann, Bernd
1
Fengler, Matthias R.
1
Israelov, Roni
1
Kim, Sol
1
Klein, Matthew
1
Runnemo, Andreas
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Schwendner, Peter
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Tummala, Harsha
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Journal of risk
The journal of futures markets
69
International journal of theoretical and applied finance
44
Journal of banking & finance
44
Applied mathematical finance
29
Quantitative finance
27
Review of derivatives research
27
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Finance research letters
24
The journal of computational finance
19
Computational economics
17
The North American journal of economics and finance : a journal of financial economics studies
17
International review of financial analysis
16
International journal of financial engineering
15
Journal of economic dynamics & control
15
Journal of financial markets
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Applied economics
14
International review of economics & finance : IREF
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Journal of financial economics
13
Journal of econometrics
11
Review of quantitative finance and accounting
11
Applied financial economics
10
European journal of operational research : EJOR
10
Finance and stochastics
10
Journal of mathematical finance
10
Annals of finance
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
8
Journal of risk and financial management : JRFM
8
Research paper series / Swiss Finance Institute
8
The journal of finance : the journal of the American Finance Association
8
Working paper / National Bureau of Economic Research, Inc.
8
Applied economics letters
7
Discussion paper / Tinbergen Institute
7
Journal of financial and quantitative analysis : JFQA
7
The European journal of finance
7
Asia-Pacific financial markets
6
Asia-Pacific journal of financial studies
6
Cogent economics & finance
6
Journal of derivatives & hedge funds
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ECONIS (ZBW)
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1
Covering the world : global evidence on covered calls
Israelov, Roni
;
Klein, Matthew
;
Tummala, Harsha
- In:
Journal of risk
21
(
2018/2019
)
1
,
pp. 61-89
Persistent link: https://www.econbiz.de/10011980293
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2
Pricing and hedging options with rollover parameters
Kim, Sol
- In:
Journal of risk
19
(
2017
)
5
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011747093
Saved in:
3
Hedging under alternative stickiness assumptions : an emperical analysis for barrier options
Engelmann, Bernd
;
Fengler, Matthias R.
;
Schwendner, Peter
- In:
Journal of risk
12
(
2009/10
)
1
,
pp. 53-77
Persistent link: https://www.econbiz.de/10003900335
Saved in:
4
A canonical optimal stopping problem for American options under a double exponential jump-diffusion model
AitSahlia, Farid
;
Runnemo, Andreas
- In:
Journal of risk
10
(
2007/08
)
1
,
pp. 85-100
Persistent link: https://www.econbiz.de/10003572533
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