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~isPartOf:"Applied economics letters"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"Quantitative finance"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Volatility"
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Search: subject_exact:"Option trading"
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Behavioural finance
Black-Scholes model
Index futures
Volatility
Option trading
85
Optionsgeschäft
85
Option pricing theory
72
Optionspreistheorie
72
Volatilität
35
Stochastic process
27
Stochastischer Prozess
27
Derivat
19
Derivative
19
Hedging
14
Black-Scholes-Modell
11
Experiment
11
Theorie
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Theory
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Option pricing
9
Implied volatility
8
Estimation
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Portfolio-Management
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Schätzung
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Mathematical analysis
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Risikoprämie
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Risk premium
5
ARCH model
4
ARCH-Modell
4
American options
4
Asian options
4
Börsenkurs
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Forecasting model
4
Index-Futures
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44
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Ryu, Doojin
2
Wan, Justin W. L.
2
Yang, Heejin
2
Zanette, Antonino
2
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1
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1
Alitab, Dario
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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Applied economics letters
Decisions in economics and finance : DEF ; a journal of applied mathematics
Quantitative finance
The journal of futures markets
81
Journal of banking & finance
54
International journal of theoretical and applied finance
46
Applied mathematical finance
29
Review of derivatives research
29
Finance research letters
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Wiley trading series
20
The journal of computational finance
19
Computational economics
18
Management science : journal of the Institute for Operations Research and the Management Sciences
17
The North American journal of economics and finance : a journal of financial economics studies
17
International review of economics & finance : IREF
16
International review of financial analysis
16
Journal of economic dynamics & control
16
Journal of financial markets
16
Applied economics
15
International journal of financial engineering
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Journal of financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Journal of financial and quantitative analysis : JFQA
12
Research paper series / Swiss Finance Institute
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Journal of econometrics
11
Journal of mathematical finance
11
Review of quantitative finance and accounting
11
Applied financial economics
10
Bloomberg financial series
10
European journal of operational research : EJOR
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Finance and stochastics
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Swiss Finance Institute Research Paper
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Working paper / National Bureau of Economic Research, Inc.
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The journal of finance : the journal of the American Finance Association
9
Annals of finance
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Discussion paper / Tinbergen Institute
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Finanzmarkt und Portfolio-Management
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Journal of empirical finance
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ECONIS (ZBW)
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1
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
2
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
3
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
Saved in:
4
Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets
Rømer, Sigurd Emil
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1805-1838
Persistent link: https://www.econbiz.de/10013367949
Saved in:
5
Asymptotics for short maturity Asian options in jump-diffusion models with local volatility
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 433-449
Persistent link: https://www.econbiz.de/10014552074
Saved in:
6
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
7
Smiles in delta
Mingone, Arianna
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1713-1728
Persistent link: https://www.econbiz.de/10014452438
Saved in:
8
Weak approximations and VIX option price expansions in forward variance curve models
Bourgey, F.
;
De Marco, Stefano
;
Gobet, Emmanuel
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1259-1283
Persistent link: https://www.econbiz.de/10014339914
Saved in:
9
Efficient pricing and hedging of high-dimensional American options using deep recurrent networks
Na, Andrew S.
;
Wan, Justin W. L.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 631-651
Persistent link: https://www.econbiz.de/10014304288
Saved in:
10
Intraday option price changes and net buying pressure
Ryu, Doojin
;
Yang, Heejin
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 292-297
Persistent link: https://www.econbiz.de/10012803523
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