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~isPartOf:"Annual review of economics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Black-Scholes model"
~subject:"European option"
~subject:"Statistical distribution"
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Search: subject_exact:"Optionsgeschäft"
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Black-Scholes model
European option
Statistical distribution
Option trading
48
Optionsgeschäft
48
Option pricing theory
37
Optionspreistheorie
37
Stochastic process
11
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Ballestra, Luca Vincenzo
1
Barletta, Andrea
1
Chen, Wen-ting
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Chen, Yingshan
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Daníelsson, Jón
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Annual review of economics
Journal of economic dynamics & control
International journal of theoretical and applied finance
26
Review of derivatives research
14
The journal of computational finance
13
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
Applied mathematical finance
12
Computational economics
12
International journal of financial engineering
10
Journal of mathematical finance
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
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10
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of futures markets
10
Applied economics
7
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7
Finance and stochastics
6
Finance research letters
6
Journal of econometrics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Journal of derivatives & hedge funds
5
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Asia-Pacific journal of financial studies
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4
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Economic modelling
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International review of economics & finance : IREF
3
International review of financial analysis
3
Journal of emerging market finance
3
Journal of financial economics
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
The European journal of finance
3
Working paper series / Centre for Practical Quantitative Finance
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ECONIS (ZBW)
15
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1
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
2
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps
Wan, Xiangwei
;
Yang, Nian
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-37
Persistent link: https://www.econbiz.de/10012666952
Saved in:
3
CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
Saved in:
4
Option-implied skewness : Insights from ITM-options
Mohrschladt, Hannes
;
Schneider, Judith Christiane
- In:
Journal of economic dynamics & control
131
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012818193
Saved in:
5
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
6
An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
Journal of economic dynamics & control
71
(
2016
),
pp. 77-85
Persistent link: https://www.econbiz.de/10011708772
Saved in:
7
Pricing external barrier options in a regime-switching model
Kim, Jerim
;
Kim, Jeongsim
;
Yoo, Hyun Joo
;
Kim, Bara
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
Saved in:
8
Computation of Greeks using binomial trees in a jump-diffusion model
Suda, Shintaro
;
Muroi, Yoshifumi
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 93-110
Persistent link: https://www.econbiz.de/10011474273
Saved in:
9
Superhedging under ratio constraint
Chen, Yingshan
;
Dai, Min
;
Xu, Jing
;
Xu, Mingyu
- In:
Journal of economic dynamics & control
58
(
2015
),
pp. 250-264
Persistent link: https://www.econbiz.de/10011574773
Saved in:
10
Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order
Schlögl, Erik
- In:
Journal of economic dynamics & control
37
(
2013
)
3
,
pp. 611-632
Persistent link: https://www.econbiz.de/10009710479
Saved in:
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