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subject:"Option pricing theory"
~isPartOf:"International journal of financial engineering"
~subject:"Estimation"
~type_genre:"Aufsatz in Zeitschrift"
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Option pricing theory
Estimation
Statistical distribution
14
Statistische Verteilung
14
Optionspreistheorie
7
Volatility
7
Volatilität
7
Stochastic process
6
Stochastischer Prozess
6
Schätzung
5
Theorie
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Theory
5
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Aufsatz in Zeitschrift
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11
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Madan, Dilip B.
3
Wang, King
3
Ahmad, Muhammad Munir
1
Ahmad, Muneeb
1
Dowd, Kevin
1
Guillaume, Tristan
1
Kao, Chunyu
1
Khan, Yousaf Ali
1
Lalit, Prasad Narahar
1
Li, Yu
1
Mi, Yanhui
1
Mozumder, Sharif
1
Pellegrino, T.
1
Purohit, Seema Uday
1
Schoutens, Wim
1
Song, Yuping
1
Sorwar, Ghulam
1
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International journal of financial engineering
Journal of econometrics
38
International journal of theoretical and applied finance
29
Applied economics
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Quantitative finance
21
The journal of futures markets
20
Insurance / Mathematics & economics
18
Journal of banking & finance
17
International journal of forecasting
16
Computational economics
15
Economic modelling
14
The North American journal of economics and finance : a journal of financial economics studies
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
14
Economics letters
13
Finance research letters
13
Review of derivatives research
13
Risks : open access journal
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
International review of economics & finance : IREF
11
Journal of economic dynamics & control
11
Applied mathematical finance
10
Journal of empirical finance
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Journal of mathematical finance
10
The European journal of finance
10
Applied economics letters
9
European journal of operational research : EJOR
9
The journal of computational finance
9
Econometric reviews
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International review of financial analysis
8
Journal of international financial markets, institutions & money
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Review of quantitative finance and accounting
8
Energy economics
7
Journal of forecasting
7
Journal of risk
6
Journal of risk and financial management : JRFM
6
Applied financial economics
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ECONIS (ZBW)
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1
Robust nonparametric estimation for the volatility of financial market
Kao, Chunyu
;
Song, Yuping
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014251158
Saved in:
2
Portfolio optimization under distribution uncertainty with a feature fusion of conditional skewness GARCH model
Khan, Yousaf Ali
;
Ahmad, Muneeb
;
Ahmad, Muhammad Munir
- In:
International journal of financial engineering
10
(
2023
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014304236
Saved in:
3
European option pricing using Gumbel distribution
Purohit, Seema Uday
;
Lalit, Prasad Narahar
- In:
International journal of financial engineering
9
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013188781
Saved in:
4
Multivariate bilateral gamma, copulas, CoSkews and CoKurtosis
Madan, Dilip B.
;
Wang, King
- In:
International journal of financial engineering
9
(
2022
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10013367492
Saved in:
5
Bilateral multiple gamma returns : their risks and rewards
Madan, Dilip B.
;
Schoutens, Wim
;
Wang, King
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012602702
Saved in:
6
Capturing implied correlation skew from options prices via multiscale stochastic volatility models
Pellegrino, T.
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012603755
Saved in:
7
Asymmetries in financial returns
Madan, Dilip B.
;
Wang, King
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011807103
Saved in:
8
A mean bound financial model and options pricing
Li, Yu
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011807105
Saved in:
9
A modified stochastic volatility model based on Gamma Ornstein-Uhlenbeck process and option pricing
Mi, Yanhui
- In:
International journal of financial engineering
3
(
2016
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011577132
Saved in:
10
Revisiting variance gamma pricing : an application to S&P500 index options
Mozumder, Sharif
;
Sorwar, Ghulam
;
Dowd, Kevin
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011333422
Saved in:
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