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~accessRights:"restricted"
~isPartOf:"Advanced series on statistical science & applied probability"
~isPartOf:"Annals of operations research"
~isPartOf:"Journal of banking & finance"
~subject:"Estimation"
~subject:"Option trading"
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Search: subject_exact:"Bernoulli-Prozess"
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Estimation
Option trading
Stochastic process
35
Stochastischer Prozess
35
Volatility
22
Volatilität
22
Option pricing theory
18
Optionspreistheorie
18
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Arismendi Zambrano, Juan Carlos
1
Avouyi-Dovi, Sanvi
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Back, Janis
1
Barsotti, Flavia
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Del Viva, Luca
1
Hain, Martin
1
Hansen, Anne Lundgaard
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Advanced series on statistical science & applied probability
Annals of operations research
Journal of banking & finance
Journal of econometrics
36
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24
Econometric reviews
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Finance research letters
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International journal of theoretical and applied finance
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Journal of economic dynamics & control
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of computational finance
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European journal of operational research : EJOR
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Applied economics
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Computational economics
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Economic modelling
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of futures markets
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Energy economics
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Journal of financial econometrics
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Economics letters
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International journal of financial engineering
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International journal of forecasting
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International review of economics & finance : IREF
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Applied economics letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Research paper series / Swiss Finance Institute
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Review of derivatives research
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International review of financial analysis
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Journal of applied econometrics
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Journal of the Operational Research Society
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
Saved in:
2
Jumps, cojumps, and efficiency in the spot foreign exchange market
Piccotti, Louis R.
- In:
Journal of banking & finance
87
(
2018
),
pp. 49-67
Persistent link: https://www.econbiz.de/10011962493
Saved in:
3
Risk factors and their associated risk premia : an empirical analysis of the crude oil market
Hain, Martin
;
Uhrig-Homburg, Marliese
;
Unger, Nils
- In:
Journal of banking & finance
95
(
2018
),
pp. 44-63
Persistent link: https://www.econbiz.de/10011966706
Saved in:
4
From the Samuelson volatility effect to a Samuelson correlation effect : an analysis of crude oil calendar spread options
Schneider, Lorenz
;
Tavin, Bertrand
- In:
Journal of banking & finance
95
(
2018
),
pp. 185-202
Persistent link: https://www.econbiz.de/10011966746
Saved in:
5
Smiling twice : the Heston++ model
Pacati, Claudio
;
Pompa, Gabriele
;
Renò, Roberto
- In:
Journal of banking & finance
96
(
2018
),
pp. 185-206
Persistent link: https://www.econbiz.de/10011967200
Saved in:
6
Pricing and disentanglement of American puts in the hyper-exponential jump-diffusion model
Leippold, Markus
;
Vasiljević, Nikola
- In:
Journal of banking & finance
77
(
2017
),
pp. 78-94
Persistent link: https://www.econbiz.de/10011814354
Saved in:
7
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi
;
Horny, Guillaume
;
Sevestre, Patrick
- In:
Journal of banking & finance
79
(
2017
),
pp. 74-94
Persistent link: https://www.econbiz.de/10011815138
Saved in:
8
Unfolded risk-return trade-offs and links to Macroeconomic Dynamics
Liu, Xiaochun
- In:
Journal of banking & finance
82
(
2017
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011816457
Saved in:
9
Optimal delta hedging for options
Hull, John
;
White, Alan
- In:
Journal of banking & finance
82
(
2017
),
pp. 180-190
Persistent link: https://www.econbiz.de/10011816799
Saved in:
10
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Saved in:
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