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~isPartOf:"Applied economics letters"
~isPartOf:"The journal of futures markets"
~subject:"stochastic volatility"
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stochastic volatility
Option trading
67
Optionsgeschäft
67
Option pricing theory
37
Optionspreistheorie
37
Volatility
31
Volatilität
31
Capital market returns
14
Kapitalmarktrendite
14
Börsenkurs
12
Derivat
12
Derivative
12
Share price
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Stochastic process
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Stochastischer Prozess
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Handelsvolumen der Börse
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Risikoprämie
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Theorie
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Theory
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Aktienoption
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Stock option
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Capital income
4
Kapitaleinkommen
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Huang, Wei
1
Li, Xiaoping
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Lin, Wei
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Rolloos, Frido
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Shiraya, Kenichiro
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Wang, Xingchun
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Applied economics letters
The journal of futures markets
The journal of computational finance
4
Applied mathematical finance
2
Annual review of financial economics
1
International journal of theoretical and applied finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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1
A model-free approximation for barrier options in a general stochastic volatility framework
Rolloos, Frido
;
Shiraya, Kenichiro
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 923-935
Persistent link: https://www.econbiz.de/10014536706
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2
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
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3
Delta-hedged gains of SSE 50 ETF options
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1864-1867
Persistent link: https://www.econbiz.de/10013412320
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4
Pricing VXX options by modeling VIX directly
Lin, Wei
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 888-922
Persistent link: https://www.econbiz.de/10013187612
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