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~isPartOf:"Applied economics"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"International review of economics & finance : IREF"
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Search: subject_exact:"Option pricing theory"
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Option pricing theory
220
Optionspreistheorie
220
Volatility
86
Volatilität
86
Stochastic process
70
Stochastischer Prozess
70
Option trading
65
Optionsgeschäft
65
Derivat
42
Derivative
42
Theorie
31
Theory
31
CAPM
24
Black-Scholes model
21
Black-Scholes-Modell
21
Hedging
18
Yield curve
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Markov chain
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Option pricing
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Estimation
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Schätzung
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Credit risk
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Article in journal
219
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220
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Takahashi, Akihiko
9
Elliott, Robert J.
5
Viens, Frederi G.
4
Chan, Leunglung
3
Fujii, Masaaki
3
Madan, Dilip B.
3
Muroi, Yoshifumi
3
Nakajima, Katsushi
3
Shirakawa, Hiroshi
3
Siu, Tak Kuen
3
Yamada, Yuji
3
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2
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2
Dempsey, Michael
2
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2
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2
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2
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2
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2
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2
Junike, Gero
2
Kariya, Takeaki
2
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2
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2
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2
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2
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2
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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
467
The journal of futures markets
260
Mathematical finance : an international journal of mathematics, statistics and financial theory
254
The journal of computational finance
250
Applied mathematical finance
244
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
199
Review of derivatives research
169
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
128
International journal of financial engineering
116
Finance research letters
111
Computational economics
107
Journal of mathematical finance
107
Risks : open access journal
96
The North American journal of economics and finance : a journal of financial economics studies
83
Journal of financial economics
79
The European journal of finance
78
Journal of econometrics
66
Energy economics
59
Journal of financial and quantitative analysis : JFQA
58
Review of quantitative finance and accounting
55
The journal of finance : the journal of the American Finance Association
54
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Economic modelling
49
Decisions in economics and finance : DEF ; a journal of applied mathematics
46
Management science : journal of the Institute for Operations Research and the Management Sciences
46
International review of financial analysis
44
Mathematics and financial economics
44
Journal of empirical finance
40
Applied financial economics
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ECONIS (ZBW)
220
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1
Asset pricing and hedging in financial markets with fixed and proportional transaction costs
Babaei, Esmaeil
- In:
Annals of finance
20
(
2024
)
2
,
pp. 259-275
Persistent link: https://www.econbiz.de/10014566422
Saved in:
2
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:
3
Affine Heston model style with self-exciting jumps and long memory
Leunga, Charles Guy Njike
;
Hainaut, Donatien
- In:
Annals of finance
20
(
2024
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10014566365
Saved in:
4
Pricing derivatives on foreign assets using Markov-modulated cojump-diffusion dynamics
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 503-519
Persistent link: https://www.econbiz.de/10014535585
Saved in:
5
Which value component has a larger effect on idiosyncratic volatility, assets in place or growth options?
Hu, Yu
;
Jiang, Xiaoquan
- In:
Applied economics
56
(
2024
)
46
,
pp. 5530-5554
Persistent link: https://www.econbiz.de/10015051109
Saved in:
6
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:
7
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:
8
The valuation of corporations : a derivative pricing perspective
Madan, Dilip B.
;
Wang, King
- In:
Annals of finance
19
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014253867
Saved in:
9
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:
10
Does smile help detect the UK's price leadership change after MiFID?
Adams, Michael B.
;
Chen, Jing
;
Guo, Qian
;
Li, Xiaoxi
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 756-769
Persistent link: https://www.econbiz.de/10014364155
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