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subject:"Derivative"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of economic dynamics & control"
~type:"article"
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Search: subject_exact:"Asian option"
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Derivative
Option trading
74
Optionsgeschäft
74
Option pricing theory
49
Optionspreistheorie
49
Volatility
26
Volatilität
26
Derivat
16
Theorie
13
Theory
13
Stochastic process
12
Stochastischer Prozess
12
Black-Scholes model
8
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Implied volatility
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16
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Joshi, Mark S.
2
Shi, Yukun
2
Tang, Robert
2
Xu, Yaofei
2
Yan, Cheng
2
Barletta, Andrea
1
Beveridge, Christopher
1
Chen, Ding
1
Chiarella, Carl
1
Ewald, Christian-Oliver
1
Fabozzi, Frank J.
1
Frijns, Bart
1
Gao, Bin
1
Guo, Biao
1
Hassan, Nadima el
1
He, Xin-Jiang
1
Hilliard, Jitka
1
Hu, Yuan
1
Huang, Hong-Gia
1
Huang, Jing-Zhi
1
Kabir, M. Humayun
1
Kuczera, Adam
1
Lindquist, W. Brent
1
Liu, Qing
1
Menkens, Olaf
1
Mozumder, Sharif
1
Muroi, Yoshifumi
1
Pasricha, Puneet
1
Račev, Svetlozar T.
1
Santucci de Magistris, Paolo
1
Shang, Danjue
1
Shirvani, Abootaleb
1
Sloth, David
1
Stasinakis, Charalampos
1
Subrahmanyam, Marti G.
1
Suda, Shintaro
1
Sui, Cong
1
Talukdar, Bakhtear
1
Ting, Sai Hung Marten
1
Tsai, Wei-Che
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International review of financial analysis
Journal of economic dynamics & control
The journal of futures markets
25
International journal of theoretical and applied finance
21
Review of derivatives research
17
Applied mathematical finance
16
International journal of financial engineering
14
Finance research letters
13
International review of economics & finance : IREF
13
Journal of banking & finance
13
Quantitative finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Journal of financial economics
12
The journal of derivatives : JOD
12
European journal of operational research : EJOR
11
Journal of financial markets
8
Journal of mathematical finance
8
The European journal of finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Risks : open access journal
7
Economic modelling
6
Applied economics letters
5
Computational economics
5
Energy economics
5
Global finance journal
5
Review of quantitative finance and accounting
5
The journal of computational finance
5
The journal of finance : the journal of the American Finance Association
5
Annals of finance
4
Applied financial economics
4
Cogent economics & finance
4
Finance and stochastics
4
Journal of derivatives & hedge funds
4
Journal of econometrics
4
Journal of risk and financial management : JRFM
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Mathematics and financial economics
4
Research bulletin / The Institute of Cost Accountants of India
4
Review of financial economics : RFE
4
The journal of asset management
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ECONIS (ZBW)
16
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1
On practitioners closed-form GARCH option pricing
Mozumder, Sharif
;
Frijns, Bart
;
Talukdar, Bakhtear
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543999
Saved in:
2
Trading activity of VIX futures and options around FOMC announcements
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Yang, J. Jimmy
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543990
Saved in:
3
COVID lockdown, Robinhood traders, and liquidity in stock and option markets
Shang, Danjue
- In:
International review of financial analysis
90
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014469185
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
9
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
10
Computation of Greeks using binomial trees in a jump-diffusion model
Suda, Shintaro
;
Muroi, Yoshifumi
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 93-110
Persistent link: https://www.econbiz.de/10011474273
Saved in:
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