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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
216
Optionspreistheorie
216
Volatility
83
Volatilität
83
Stochastic process
69
Stochastischer Prozess
69
Option trading
65
Derivat
41
Derivative
41
Theorie
31
Theory
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Hedging
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Yield curve
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Markov chain
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Markov-Kette
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Estimation
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Option pricing
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Schätzung
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Credit risk
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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
Schoutens, Wim
2
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2
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2
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1
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1
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1
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1
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Culumovic, Louis
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D'Addona, Stefano
1
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Annals of finance
Applied economics
Asia-Pacific financial markets
International review of economics & finance : IREF
International journal of theoretical and applied finance
83
The journal of futures markets
79
Review of derivatives research
58
The journal of computational finance
57
Applied mathematical finance
51
Quantitative finance
49
The journal of derivatives : the official publication of the International Association of Financial Engineers
47
Journal of banking & finance
43
Finance research letters
40
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
31
Finance and stochastics
28
Computational economics
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European journal of operational research : EJOR
27
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
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The European journal of finance
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The journal of derivatives : JOD
16
Economic modelling
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Insurance / Mathematics & economics
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Journal of risk and financial management : JRFM
13
Decisions in economics and finance : DEF ; a journal of applied mathematics
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Journal of financial markets
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Energy economics
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International review of financial analysis
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Journal of derivatives & hedge funds
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Journal of risk
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Operations research letters
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ECONIS (ZBW)
65
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1
Nonparametric estimates of option prices via Hermite basis functions
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Annals of finance
19
(
2023
)
4
,
pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
Saved in:
2
Valuation of R&D compound option using Markov chain approach
D'Amico, Guglielmo
;
Villani, Giovanni
- In:
Annals of finance
17
(
2021
)
3
,
pp. 379-404
Persistent link: https://www.econbiz.de/10012622325
Saved in:
3
An analytical GARCH valuation model for spread options with default risk
Song, Shiyu
;
Tang, Dan
;
Xu, Guangli
;
Yin, Xunbai
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014239894
Saved in:
4
Heterogeneous trading of option implied volatility
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics
55
(
2023
)
9
,
pp. 990-998
Persistent link: https://www.econbiz.de/10013498968
Saved in:
5
The power of deterministic option-implied trees in pricing European options
Elyasiani, Elyas
;
Muzzioli, Silvia
- In:
Applied economics
54
(
2022
)
22
,
pp. 2596-2609
Persistent link: https://www.econbiz.de/10013171107
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6
Performance of advanced stock price models when it becomes exotic : an empirical study
Junike, Gero
;
Schoutens, Wim
;
Stier, Hauke
- In:
Annals of finance
18
(
2022
)
1
,
pp. 109-119
Persistent link: https://www.econbiz.de/10013194639
Saved in:
7
Options on bonds : implied volatilities from affine short-rate dynamics
Lorig, Matthew
;
Suaysom, Natchanon
- In:
Annals of finance
18
(
2022
)
2
,
pp. 183-216
Persistent link: https://www.econbiz.de/10013278980
Saved in:
8
Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate
Bufalo, Michele
;
Di Bari, Antonio
;
Villani, Giovanni
- In:
Annals of finance
18
(
2022
)
2
,
pp. 247-266
Persistent link: https://www.econbiz.de/10013278984
Saved in:
9
Informed trading in the CDS and OTM put option markets
Hu, May
;
Narayan, Paresh Kumar
;
Park, Jason
;
Verhoeven, …
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 353-367
Persistent link: https://www.econbiz.de/10013343419
Saved in:
10
Theoretical and empirical analysis of options in open market share repurchases of Taiwan companies
Tsai, Pei-ling
;
Hsu, Yuan-Lin
;
Chih, Hsiang-Hsuan
;
Lin, …
- In:
International review of economics & finance : IREF
81
(
2022
),
pp. 205-226
Persistent link: https://www.econbiz.de/10013343505
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