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~accessRights:"restricted"
~subject:"Optionsgeschäft"
~subject:"Schätzung"
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Optionsgeschäft
Schätzung
Option pricing theory
2,902
Optionspreistheorie
2,900
Volatility
1,298
Volatilität
1,288
Option trading
1,093
Stochastic process
1,072
Stochastischer Prozess
1,071
Derivative
870
Derivat
869
Kreditderivat
827
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825
Credit risk
717
Kreditrisiko
712
Theorie
595
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595
Aktienoption
456
Stock option
456
Portfolio selection
423
Portfolio-Management
421
Option pricing
397
Yield curve
394
Zinsstruktur
393
Risk premium
380
Risikoprämie
378
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366
Börsenkurs
349
Share price
348
Hedging
347
Black-Scholes model
314
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313
Risk
306
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296
Swap
288
Real options analysis
270
Realoptionsansatz
270
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263
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263
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261
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1,831
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1,252
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107
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1,344
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14
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Wang, Xingchun
22
Ryu, Doojin
16
Lee, Hangsuck
14
Zhang, Jin E.
10
Cui, Zhenyu
9
Kirkby, J. Lars
8
Todorov, Viktor
8
Giglio, Stefano
7
He, Xin-Jiang
7
Kelly, Bryan T.
7
Thomsett, Michael C.
7
Yang, Heejin
7
Bernales, Alejandro
6
Edmans, Alex
6
Lee, Minha
6
Verousis, Thanos
6
Alòs, Elisa
5
Bayer, Christian
5
Benth, Fred Espen
5
Borochin, Paul
5
Farkas, Walter
5
Giribone, Pier Giuseppe
5
Guo, Biao
5
Ha, Hongjun
5
Kim, Geonwoo
5
Kitapbayev, Yerkin
5
Kyriakou, Ioannis
5
Leippold, Markus
5
Pedersen, Lasse Heje
5
Pirjol, Dan
5
Prokopczuk, Marcel
5
Ruan, Xinfeng
5
Shiraya, Kenichiro
5
Song, Shiyu
5
Tunaru, Radu
5
Xu, Yaofei
5
Zanette, Antonino
5
Zhu, Lingjiong
5
Agarwalla, Sobhesh Kumar
4
Andersen, Torben
4
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National Bureau of Economic Research
2
Springer Fachmedien Wiesbaden
2
Peter Lang GmbH
1
Universität Konstanz
1
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The journal of futures markets
64
Quantitative finance
51
Finance research letters
49
The North American journal of economics and finance : a journal of financial economics studies
44
Journal of banking & finance
42
International journal of theoretical and applied finance
39
Review of derivatives research
37
International journal of financial engineering
31
International review of economics & finance : IREF
30
The journal of computational finance
28
Journal of financial economics
25
International review of financial analysis
24
Management science : journal of the Institute for Operations Research and the Management Sciences
24
Computational economics
22
Discussion paper / Centre for Economic Policy Research
21
European journal of operational research : EJOR
21
Journal of financial markets
21
Working paper / National Bureau of Economic Research, Inc.
21
Journal of economic dynamics & control
20
Journal of econometrics
19
Applied mathematical finance
18
The journal of derivatives : JOD
18
Journal of mathematical finance
17
Applied economics
16
Journal of empirical finance
16
Review of quantitative finance and accounting
16
Journal of financial and quantitative analysis : JFQA
15
SpringerLink / Bücher
14
The European journal of finance
14
Finance and stochastics
12
Research paper series / Swiss Finance Institute
12
Theoretical economics letters
12
Energy economics
11
Journal of international financial markets, institutions & money
11
The journal of asset management
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
The review of financial studies
11
Annals of finance
10
Economic modelling
10
Applied economics letters
9
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ECONIS (ZBW)
1,359
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1
Early exercise, implied volatility spread and future stock return : jumps bind them all
Garrett, Ian
;
Gazi, Adnan
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 720-743
Persistent link: https://www.econbiz.de/10014536677
Saved in:
2
Pricing first-touch digitals with a multi-step double boundary and American barrier options
Lee, Hangsuck
;
Ha, Hongjun
;
Kong, Byungdoo
- In:
Finance research letters
59
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014445122
Saved in:
3
Pricing Asian
option
and lookback
option
with Monte Carlo method
Yiyang Lu
- In:
Internet finance and digital economy : advances in …
,
(pp. 329-338)
.
2024
Persistent link: https://www.econbiz.de/10014534116
Saved in:
4
Implied volatility spread and stock mispricing
Cao, Zhen
;
Chelikani, Surya
;
Kilic, Osman
;
Wang, Xuewu
- In:
The journal of behavioral finance : a publication of …
25
(
2024
)
1
,
pp. 79-91
Persistent link: https://www.econbiz.de/10014513781
Saved in:
5
Joint calibration of S&P 500 and VIX options under local stochastic volatility models
Zhou, Zhiqiang
;
Xu, Wei
;
Rubtsov, Alexey
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 273-310
Persistent link: https://www.econbiz.de/10014469009
Saved in:
6
Default risk and
option
returns
Vasquez, Aurelio
;
Xiao, Xiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2144-2167
Persistent link: https://www.econbiz.de/10014519915
Saved in:
7
Which implied volatilities contain more information? : evidence from China
Wang, Linyu
;
Ji, Yifan
;
Ni, Zhongxin
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1896-1919
Persistent link: https://www.econbiz.de/10014533371
Saved in:
8
A semi-closed form approximation of arbitrage‑free call
option
price surface
Kundu, Arindam
;
Kumar, Sumit
;
Tomar, Nutan Kumar
- In:
Computational economics
63
(
2024
)
4
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10014549032
Saved in:
9
VIX
option
pricing through nonaffine GARCH dynamics and semianalytical formula
Liu, Junting
;
Wang, Qi
;
Zhang, Yuanyuan
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1189-1223
Persistent link: https://www.econbiz.de/10014553980
Saved in:
10
Firms' discretion in the
option
exercise price adjustments during spinoffs
Sun, Tao
- In:
Journal of accounting and public policy
42
(
2023
)
6
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014461636
Saved in:
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