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subject:"Derivative"
~isPartOf:"Economic modelling"
~subject:"Bank interest margin"
~subject:"Stochastischer Prozess"
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Derivative
Bank interest margin
Stochastischer Prozess
Option pricing theory
16
Option trading
16
Optionsgeschäft
16
Optionspreistheorie
16
Derivat
6
Stochastic process
4
Volatility
4
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11
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Brini, Alessio
1
Chang, Chuen-ping
1
Chen, Rongda
1
Chen, Shu-chuan
1
Choudhry, Taufiq
1
Dempsey, Michael
1
Fan, Kun
1
Gao, Y.
1
Hung, Wei-ming
1
Kabir, M. Humayun
1
Kim, Bara
1
Kim, Hwa-sung
1
Kim, Jerim
1
Lenz, Jimmie
1
Liang, Jin
1
Lin, Chung-gee
1
Lin, Jyh-horng
1
Liu, Yi-fang
1
Mozumder, Sharif
1
Shen, Yang
1
Siu, Tak Kuen
1
Wang, Rongming
1
Xiao, Wei-Lin
1
Xu, Hai-chuan
1
Yang, Wei-ning
1
Yu, Lean
1
Zhang, Li-Hua
1
Zhang, Wei
1
Zhang, Wei-guo
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Economic modelling
International journal of theoretical and applied finance
45
The journal of futures markets
37
Quantitative finance
31
Applied mathematical finance
25
Review of derivatives research
24
The North American journal of economics and finance : a journal of financial economics studies
20
The journal of computational finance
19
Finance research letters
18
International journal of financial engineering
18
Journal of banking & finance
18
Journal of economic dynamics & control
18
European journal of operational research : EJOR
16
International review of economics & finance : IREF
15
Journal of financial economics
14
Computational economics
13
Finance and stochastics
13
Journal of mathematical finance
13
The journal of derivatives : JOD
13
Annals of finance
10
Risks : open access journal
10
Journal of financial markets
9
The European journal of finance
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
International review of financial analysis
8
Journal of econometrics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Applied financial economics
7
Asia-Pacific financial markets
7
Insurance / Mathematics & economics
7
Review of quantitative finance and accounting
7
Applied economics letters
6
Energy economics
6
Mathematics and financial economics
6
Research paper series / Swiss Finance Institute
6
The journal of finance : the journal of the American Finance Association
6
Theoretical economics letters
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Global finance journal
5
Journal of derivatives & hedge funds
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ECONIS (ZBW)
11
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1
Pricing cryptocurrency options with machine learning regression for handling market volatility
Brini, Alessio
;
Lenz, Jimmie
- In:
Economic modelling
136
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014549153
Saved in:
2
An improved framework for approximating option prices with application to option portfolio hedging
Mozumder, Sharif
;
Dempsey, Michael
;
Kabir, M. Humayun
; …
- In:
Economic modelling
59
(
2016
),
pp. 285-296
Persistent link: https://www.econbiz.de/10011647843
Saved in:
3
Valuing commodity options and futures options with changing economic conditions
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
Economic modelling
51
(
2015
),
pp. 524-533
Persistent link: https://www.econbiz.de/10011476145
Saved in:
4
A barrier option framework for rescue package designs and bank default risks
Chang, Chuen-ping
- In:
Economic modelling
38
(
2014
),
pp. 246-257
Persistent link: https://www.econbiz.de/10010419117
Saved in:
5
Collective behavior and options volatility smile : an agent-based explanation
Liu, Yi-fang
;
Zhang, Wei
;
Xu, Hai-chuan
- In:
Economic modelling
39
(
2014
),
pp. 232-239
Persistent link: https://www.econbiz.de/10010421855
Saved in:
6
Pricing perpetual American CatEPut options when stock prices are correlated with catastrophe losses
Kim, Hwa-sung
;
Kim, Bara
;
Kim, Jerim
- In:
Economic modelling
41
(
2014
),
pp. 15-22
Persistent link: https://www.econbiz.de/10010438507
Saved in:
7
Analyses of retirement benefits with options
Lin, Chung-gee
;
Yang, Wei-ning
;
Chen, Shu-chuan
- In:
Economic modelling
36
(
2014
),
pp. 130-135
Persistent link: https://www.econbiz.de/10010412430
Saved in:
8
A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions
Chen, Rongda
;
Yu, Lean
- In:
Economic modelling
35
(
2013
),
pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
Saved in:
9
A barrier option framework for bank interest margin management under anticipatory regret aversion
Lin, Jyh-horng
;
Hung, Wei-ming
- In:
Economic modelling
33
(
2013
),
pp. 794-801
Persistent link: https://www.econbiz.de/10010195688
Saved in:
10
Calibration of implied volatility for the exchange rate for the Chinese Yuan from its derivatives
Liang, Jin
;
Gao, Y.
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1278-1285
Persistent link: https://www.econbiz.de/10009667379
Saved in:
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