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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Applied mathematical finance"
~isPartOf:"Review of futures markets"
~subject:"Risikoprämie"
~subject:"USA"
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Risikoprämie
USA
Derivat
159
Derivative
159
Theorie
110
Theory
110
United States
92
Option pricing theory
80
Optionspreistheorie
80
Interest rate derivative
62
Zinsderivat
62
Index futures
47
Index-Futures
47
CAPM
46
Volatility
36
Volatilität
36
Hedging
35
Stochastic process
30
Stochastischer Prozess
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Optionsgeschäft
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Estimation theory
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10
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10
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96
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Barone-Adesi, Giovanni
3
Chance, Don M.
3
Park, Hun Y.
3
Benth, Fred Espen
2
Fabozzi, Frank J.
2
France, Virginia G.
2
Hill, Joanne M.
2
Jarrow, Robert A.
2
Lauterbach, Beni
2
Liu, Shi-Miin
2
Ma, Christopher K.
2
Overdahl, James A.
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Rao, Ramesh P.
2
Ronn, Ehud I.
2
Schneeweis, Thomas
2
Scott, Louis O.
2
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2
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2
Thompson, Sarahelen Remington
2
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2
Vu, Joseph D.
2
Çınar, E. Miné
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1
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1
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1
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1
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Advances in futures and options research : a research annual
Applied mathematical finance
Review of futures markets
The journal of futures markets
540
The journal of finance : the journal of the American Finance Association
91
Journal of banking & finance
90
The review of financial studies
88
Working paper / National Bureau of Economic Research, Inc.
85
Journal of financial and quantitative analysis : JFQA
67
Energy economics
61
Journal of financial economics
50
Applied financial economics
47
Journal of international money and finance
42
The journal of derivatives : the official publication of the International Association of Financial Engineers
37
International review of financial analysis
36
The journal of alternative investments
33
The journal of fixed income
32
International review of economics & finance : IREF
31
NBER working paper series
31
Discussion paper / Centre for Economic Policy Research
29
The journal of business : B
29
American journal of agricultural economics
28
Journal of empirical finance
28
Working paper
28
Journal of international financial markets, institutions & money
27
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
24
NBER Working Paper
24
The financial review : the official publication of the Eastern Finance Association
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Journal of money, credit and banking : JMCB
21
Review of quantitative finance and accounting
21
The journal of financial research
21
The journal of structured finance
21
Applied economics
20
Economic review
16
Global finance journal
16
Journal of agricultural and applied economics
16
Economics letters
15
Finance and economics discussion series
15
International journal of theoretical and applied finance
14
Econometric Institute research papers
13
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ECONIS (ZBW)
96
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1
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10
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96
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1
Pricing the excess volatility in foreign exchange risk premium and forward rate bias
Swan, Tina T.
;
Swan, Bruce Q.
;
Chen, Xinfu
- In:
Applied mathematical finance
29
(
2022
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10013554066
Saved in:
2
A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power
futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
Saved in:
3
Pricing of spread options on a bivariate jump market and stability to model risk
Benth, Fred Espen
;
Di Nunno, Giulia
;
Khedher, Asma
; …
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 28-62
Persistent link: https://www.econbiz.de/10010505172
Saved in:
4
A multivariate default model with spread and event risk
Mai, Jan-Frederik
;
Olivares, Pablo
;
Schenk, Steffen
; …
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 51-83
Persistent link: https://www.econbiz.de/10010351857
Saved in:
5
The economic significance of the forecast bias of S&P 100 index option implied volatility
Fleming, Jeff
- In:
Advances in futures and options research : a research annual
10
(
1999
),
pp. 219-251
Persistent link: https://www.econbiz.de/10001434835
Saved in:
6
Hedging with financial
futures
under variance minimization with stochastic interest rates
Chee, Kew-chul
- In:
Review of futures markets
13
(
1994
)
1
,
pp. 187-213
Persistent link: https://www.econbiz.de/10001183973
Saved in:
7
The Chicago loop tunnel flood : cash pricing and activity
Kuserk, Gregory J.
- In:
Review of futures markets
13
(
1994
)
1
,
pp. 115-145
Persistent link: https://www.econbiz.de/10001183975
Saved in:
8
The skewness premium : option pricing under asymmetric processes
Bates, David S.
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 51-82
Persistent link: https://www.econbiz.de/10001226772
Saved in:
9
Potential rewards from path-dependent index arbitrage with S&P 500
futures
Habeeb, Gregory
- In:
Review of futures markets
10
(
1992
)
1
,
pp. 180-203
Persistent link: https://www.econbiz.de/10001132149
Saved in:
10
The dynamics of S&P 500 index and S&P 500
futures
intraday price volatilities
Cheung, Yin-Wong
- In:
Review of futures markets
9
(
1990
)
2
,
pp. 458-486
Persistent link: https://www.econbiz.de/10001124321
Saved in:
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