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~isPartOf:"Annals of finance"
~isPartOf:"Applied economics"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Optionsgeschäft"
~type:"article"
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Search: subject_exact:"Option pricing theory"
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Optionsgeschäft
Option pricing theory
220
Optionspreistheorie
220
Volatility
86
Volatilität
86
Stochastic process
70
Stochastischer Prozess
70
Option trading
65
Derivat
42
Derivative
42
Theorie
31
Theory
31
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24
Black-Scholes model
21
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21
Hedging
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Yield curve
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Markov chain
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Markov-Kette
15
Option pricing
15
Estimation
14
Schätzung
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Credit risk
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Monte Carlo simulation
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Risikoprämie
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Elyasiani, Elyas
2
Gehricke, Sebastian A.
2
Hishida, Yuji
2
Junike, Gero
2
Lin, Yueh-neng
2
Liu, Dehong
2
Muzzioli, Silvia
2
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2
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1
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Annals of finance
Applied economics
Asia-Pacific financial markets
International review of economics & finance : IREF
The journal of futures markets
84
International journal of theoretical and applied finance
83
Review of derivatives research
58
The journal of computational finance
58
Quantitative finance
53
Applied mathematical finance
52
The journal of derivatives : the official publication of the International Association of Financial Engineers
47
Finance research letters
43
Journal of banking & finance
43
Mathematical finance : an international journal of mathematics, statistics and financial theory
38
Journal of economic dynamics & control
37
The North American journal of economics and finance : a journal of financial economics studies
36
International journal of financial engineering
32
Computational economics
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Finance and stochastics
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European journal of operational research : EJOR
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Journal of mathematical finance
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Journal of financial economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Risks : open access journal
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Review of quantitative finance and accounting
17
The European journal of finance
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Economic modelling
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The journal of derivatives : JOD
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Insurance / Mathematics & economics
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Journal of risk and financial management : JRFM
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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International review of financial analysis
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Journal of financial markets
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Energy economics
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Journal of derivatives & hedge funds
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Operations research letters
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ECONIS (ZBW)
65
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51
Volatility risk premium decomposition of LIFFE equity options
Lin, Bing-huei
;
Lin, Yueh-neng
;
Chen, Yin-jung
- In:
International review of economics & finance : IREF
24
(
2012
),
pp. 315-326
Persistent link: https://www.econbiz.de/10009690153
Saved in:
52
The limitation of monotonicity property of option prices : an empirical evidence
Lin, Chuang Yuang
;
Chen, Dar-hsin
;
Tsai, Chin Yu
- In:
Applied economics
43
(
2011
)
22/24
,
pp. 3103-3113
Persistent link: https://www.econbiz.de/10009357414
Saved in:
53
Maximal submarkets that replicate any option
Polyrakis, Ioannis A.
;
Xanthos, Foivos
- In:
Annals of finance
7
(
2011
)
3
,
pp. 407-423
Persistent link: https://www.econbiz.de/10009248116
Saved in:
54
The determinants of exchange settlement practices and the implication of volatility smile : evidence from the Taiwan Futures Exchange
Szu, Wen-ming
;
Wang, Ming-chun
;
Yang, Wan-ru
- In:
International review of economics & finance : IREF
20
(
2011
)
4
,
pp. 826-838
Persistent link: https://www.econbiz.de/10009303803
Saved in:
55
Do liquidity and sampling methods matter in constructing volatility indices? : empirical evidence from Taiwan
Tzang, Shyh-weir
;
Hung, Chih-hsing
;
Wang, Chou-wen
; …
- In:
International review of economics & finance : IREF
20
(
2011
)
2
,
pp. 312-324
Persistent link: https://www.econbiz.de/10009304121
Saved in:
56
Empirical study of Nikkei 225 options with the Markov switching GARCH model
Satoyoshi, Kiyotaka
;
Mitsui, Hidetoshi
- In:
Asia-Pacific financial markets
18
(
2011
)
1
,
pp. 55-68
Persistent link: https://www.econbiz.de/10009237749
Saved in:
57
On the asymptotic behavior of the prices of Asian options
Hishida, Yuji
;
Yasutomi, Kenji
- In:
Asia-Pacific financial markets
12
(
2005
)
4
,
pp. 289-306
Persistent link: https://www.econbiz.de/10003496695
Saved in:
58
Good-deal option price bounds for a non-traded event with stochastic return : a note
Kim, Yong-jin
- In:
Asia-Pacific financial markets
11
(
2004
)
2
,
pp. 135-141
Persistent link: https://www.econbiz.de/10003357633
Saved in:
59
A new control variate estimator for an Asian option
Kamizono, Kenji
;
Kariya, Takeaki
;
Liu, Regina Y.
; …
- In:
Asia-Pacific financial markets
11
(
2004
)
2
,
pp. 143-160
Persistent link: https://www.econbiz.de/10003357648
Saved in:
60
Some evidence in the trading and pricing of equity LEAPS
Guo, Weiyu
- In:
International review of economics & finance : IREF
13
(
2004
)
4
,
pp. 407-426
Persistent link: https://www.econbiz.de/10002222904
Saved in:
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