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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:"Option trading"
~subject:"Volatility"
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Search: subject_exact:"Bernoulli-Prozess"
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Option trading
Volatility
Stochastic process
35
Stochastischer Prozess
35
Volatilität
22
Option pricing theory
18
Optionspreistheorie
18
Theorie
11
Theory
11
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10
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Leippold, Markus
2
Arismendi Zambrano, Juan Carlos
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Avouyi-Dovi, Sanvi
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Back, Janis
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Backwell, Alex
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Baldeaux, Jan
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Advanced series on statistical science & applied probability
Annals of operations research
Journal of banking & finance
Quantitative finance
91
Journal of econometrics
63
International journal of theoretical and applied finance
55
Computational economics
42
The journal of computational finance
35
International journal of financial engineering
34
European journal of operational research : EJOR
32
Finance research letters
32
Journal of economic dynamics & control
31
The North American journal of economics and finance : a journal of financial economics studies
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of mathematical finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometric reviews
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Economics letters
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The journal of futures markets
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International journal of forecasting
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The European journal of finance
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International review of economics & finance : IREF
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Review of derivatives research
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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International journal of theoretical and applied finance : IJTAF
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International review of financial analysis
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Annals of financial economics
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Decisions in economics and finance : a journal of applied mathematics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
A stochastic programming model for dynamic portfolio management with financial derivatives
Barro, Diana
;
Consigli, Giorgio
;
Varun, Vivek
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013463145
Saved in:
2
Unspanned stochastic volatility from an empirical and practical perspective
Backwell, Alex
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012659269
Saved in:
3
Comparing high-dimensional conditional covariance matrices : implications for portfolio selection
Moura, Guilherme Valle
;
Santos, André A. P.
;
Ruiz, Esther
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521005
Saved in:
4
VIX valuation and its futures pricing through a generalized affine realized volatility model with hidden components and jump
Wang, Qi
;
Wang, Zerong
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012489233
Saved in:
5
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:
6
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
- In:
Journal of banking & finance
87
(
2018
),
pp. 369-379
Persistent link: https://www.econbiz.de/10011962562
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7
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:
8
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:
9
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:
10
Semi-analytical valuation for discrete barrier options under time-dependent Lévy processes
Lian, Guanghua
;
Zhu, Song-Ping
;
Elliott, Robert J.
; …
- In:
Journal of banking & finance
75
(
2017
),
pp. 167-183
Persistent link: https://www.econbiz.de/10011742159
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