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~isPartOf:"Applied economics"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Optionsgeschäft"
~subject:"Schätzung"
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Search: subject_exact:"Option pricing theory"
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Optionsgeschäft
Schätzung
Option pricing theory
168
Optionspreistheorie
168
Volatility
61
Volatilität
61
Option trading
53
Stochastic process
43
Stochastischer Prozess
43
Derivat
30
Derivative
30
Theorie
23
Theory
23
Black-Scholes model
18
Black-Scholes-Modell
18
CAPM
14
Estimation
13
Hedging
13
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Yield curve
12
Zinsstruktur
12
Credit risk
11
Kreditrisiko
11
Option pricing
11
ARCH model
10
ARCH-Modell
10
Experiment
10
Index futures
10
Index-Futures
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Interest rate
9
USA
9
United States
9
Markov chain
8
Markov-Kette
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Risiko
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Risikoprämie
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Risk
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English
58
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Elyasiani, Elyas
2
Gehricke, Sebastian A.
2
Hishida, Yuji
2
Lin, Shih-kuei
2
Lin, Yueh-neng
2
Liu, Dehong
2
Muzzioli, Silvia
2
Zhang, Jin E.
2
Ahn, Hyungsok
1
Aziz, Saqib
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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1
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1
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1
Chih, Hsiang-Hsuan
1
Chuang, Ming-Che
1
Culumovic, Louis
1
Dempsey, Michael
1
Fujii, Masaaki
1
Gambarelli, Luca
1
Grossinho, Maria do Rosário
1
Guo, Wei
1
Guo, Weiyu
1
Hadjiyannakis, Steve
1
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1
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1
Ishigaki, Yuta
1
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1
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Applied economics
Asia-Pacific financial markets
International review of economics & finance : IREF
The journal of futures markets
109
International journal of theoretical and applied finance
93
Review of derivatives research
65
The journal of computational finance
63
The journal of derivatives : the official publication of the International Association of Financial Engineers
61
Journal of banking & finance
57
Quantitative finance
57
Applied mathematical finance
53
Finance research letters
49
Mathematical finance : an international journal of mathematics, statistics and financial theory
41
Journal of economic dynamics & control
40
The North American journal of economics and finance : a journal of financial economics studies
38
International journal of financial engineering
35
European journal of operational research : EJOR
30
Computational economics
29
Finance and stochastics
29
Journal of financial economics
29
Journal of mathematical finance
28
Research paper series / Swiss Finance Institute
27
Journal of econometrics
23
Review of quantitative finance and accounting
23
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Risks : open access journal
21
The European journal of finance
21
Economic modelling
18
Insurance / Mathematics & economics
17
International review of financial analysis
17
Journal of risk and financial management : JRFM
17
The journal of derivatives : JOD
17
Journal of empirical finance
16
Swiss Finance Institute Research Paper
16
Decisions in economics and finance : DEF ; a journal of applied mathematics
15
NBER working paper series
14
The journal of finance : the journal of the American Finance Association
14
Applied financial economics
13
Energy economics
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Annals of finance
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ECONIS (ZBW)
58
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1
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:
2
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:
3
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:
4
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:
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
Analytic formula for option margin with liquidity costs under dynamic delta hedging
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Applied economics
53
(
2021
)
29
,
pp. 3391-3407
Persistent link: https://www.econbiz.de/10012589463
Saved in:
8
Insurer acquisition in a narrow-synergy structure and policyholder protection under capital regulation
Lin, Jyh-horng
;
Chen, Shi
;
Huang, Fu-Wei
- In:
Applied economics
53
(
2021
)
32
,
pp. 3679-3693
Persistent link: https://www.econbiz.de/10012589532
Saved in:
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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