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~isPartOf:"Applied economics"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Finance and stochastics"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Kreditrisiko"
~subject:"Optionsgeschäft"
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Search: subject_exact:"Option pricing theory"
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Kreditrisiko
Optionsgeschäft
Option pricing theory
385
Optionspreistheorie
385
Theorie
129
Theory
129
Stochastic process
123
Stochastischer Prozess
123
Volatility
100
Volatilität
100
Option trading
81
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50
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50
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Monte Carlo simulation
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Portfolio selection
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Option pricing
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Mathematische Optimierung
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Hobson, David G.
5
Elyasiani, Elyas
2
Figueroa-López, José E.
2
Gehricke, Sebastian A.
2
Hishida, Yuji
2
Kariya, Takeaki
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Lin, Yueh-neng
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Budhi Arta Surya
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Applied economics
Asia-Pacific financial markets
Finance and stochastics
International review of economics & finance : IREF
International journal of theoretical and applied finance
109
The journal of futures markets
93
Review of derivatives research
68
The journal of computational finance
67
Applied mathematical finance
63
Quantitative finance
57
Journal of banking & finance
54
The journal of derivatives : the official publication of the International Association of Financial Engineers
50
Finance research letters
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of economic dynamics & control
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of financial engineering
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European journal of operational research : EJOR
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Research paper series / Swiss Finance Institute
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The European journal of finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International review of financial analysis
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Review of quantitative finance and accounting
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Risks : open access journal
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The journal of derivatives : JOD
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Economic modelling
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Journal of risk and financial management : JRFM
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Annals of finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Swiss Finance Institute Research Paper
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Applied economics letters
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ECONIS (ZBW)
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1
Optional projection under equivalent local martingale measures
Biagini, Francesca
;
Mazzon, Andrea
;
Perkkiö, Ari-Pekka
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 435-465
Persistent link: https://www.econbiz.de/10014253651
Saved in:
2
Time-dynamic evaluations under non-monotone information generated by marked point processes
Christiansen, Marcus C.
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 563-596
Persistent link: https://www.econbiz.de/10012585987
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
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:
7
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
Saved in:
8
Implied volatility information of Chinese SSE 50 ETF options
Wu, Lingke
;
Liu, Dehong
;
Yuan, Jianglei
;
Huang, Zhenhuan
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 609-624
Persistent link: https://www.econbiz.de/10013545670
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9
Implied volatility forecast and option trading strategy
Liu, Dehong
;
Liang, Yucong
;
Zhang, Lili
;
Lung, Peter P.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 943-954
Persistent link: https://www.econbiz.de/10012630807
Saved in:
10
The Bitcoin options market : a first look at pricing and risk
Jalan, Akanksha
;
Matkovskyy, Roman
;
Aziz, Saqib
- In:
Applied economics
53
(
2021
)
17
,
pp. 2026-2041
Persistent link: https://www.econbiz.de/10012500934
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