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~isPartOf:"Annual review of economics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"European option"
~subject:"Financial crisis"
~subject:"Statistical distribution"
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Search: subject_exact:"Optionsgeschäft"
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European option
Financial crisis
Statistical distribution
Option trading
48
Optionsgeschäft
48
Option pricing theory
37
Optionspreistheorie
37
Stochastic process
11
Stochastischer Prozess
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Chen, Yingshan
1
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1
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Daníelsson, Jón
1
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Annual review of economics
Journal of economic dynamics & control
The journal of futures markets
8
Review of derivatives research
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Discussion paper / Tinbergen Institute
4
International journal of theoretical and applied finance
4
Journal of econometrics
4
Applied economics
3
Asia-Pacific journal of financial studies
3
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3
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3
Journal of mathematical finance
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
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The North American journal of economics and finance : a journal of financial economics studies
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Annals of financial economics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Economics letters
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International review of financial analysis
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Journal of financial stability
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1
Systemic risk of optioned portfolio : controllability and optimization
Pang, Xiaochuan
;
Zhu, Shushang
;
Cui, Xueting
;
Ma, Jiali
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479336
Saved in:
2
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:
3
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:
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
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:
6
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:
7
Super-exponential growth expectations and the global financial crisis
Leiss, Matthias
;
Nax, Heinrich H.
;
Sornette, Didier
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011587105
Saved in:
8
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:
9
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:
10
Asymmetry in the jump-size distribution of the S&P 500 : evidence from equity and option markets
Kaeck, Andreas
- In:
Journal of economic dynamics & control
37
(
2013
)
9
,
pp. 1872-1888
Persistent link: https://www.econbiz.de/10009786062
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