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~isPartOf:"Applied economics"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Finance and stochastics"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Optionsgeschäft"
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Search: subject_exact:"Option pricing theory"
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Optionsgeschäft
Option pricing theory
384
Optionspreistheorie
384
Theorie
129
Theory
129
Stochastic process
123
Stochastischer Prozess
123
Volatility
99
Volatilität
99
Option trading
81
Derivat
49
Derivative
49
Hedging
42
Martingale
39
Martingal
38
Black-Scholes model
37
Black-Scholes-Modell
37
CAPM
31
Yield curve
30
Zinsstruktur
30
Monte Carlo simulation
27
Monte-Carlo-Simulation
27
Portfolio selection
27
Portfolio-Management
27
Transaction costs
18
Transaktionskosten
18
Option pricing
17
Credit risk
16
Kreditrisiko
16
Markov chain
16
Markov-Kette
16
Estimation
15
Mathematical programming
15
Mathematische Optimierung
15
Risiko
15
Risk
15
Estimation theory
14
Schätztheorie
14
Schätzung
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English
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Hobson, David G.
5
Elyasiani, Elyas
2
Figueroa-López, José E.
2
Gehricke, Sebastian A.
2
Hishida, Yuji
2
Lin, Yueh-neng
2
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2
Mordecki, Ernesto
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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1
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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
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
Computational economics
27
European journal of operational research : EJOR
27
Journal of mathematical finance
26
Research paper series / Swiss Finance Institute
22
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Management science : journal of the Institute for Operations Research and the Management Sciences
18
Risks : open access journal
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Review of quantitative finance and accounting
17
The European journal of finance
17
The journal of derivatives : JOD
16
Economic modelling
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Insurance / Mathematics & economics
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Swiss Finance Institute Research Paper
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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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Journal of financial markets
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Energy economics
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International review of financial analysis
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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
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:
3
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:
4
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
Saved in:
5
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:
6
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:
7
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
Saved in:
8
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:
9
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
Saved in:
10
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
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