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~isPartOf:"Applied economics letters"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Derivative"
~subject:"Index futures"
~subject:"Volatility"
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Behavioural finance
Black-Scholes model
Derivative
Index futures
Volatility
Option trading
29
Optionsgeschäft
29
Option pricing theory
21
Optionspreistheorie
21
Volatilität
13
Theorie
10
Theory
10
Derivat
6
Stochastic process
5
Stochastischer Prozess
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Black-Scholes-Modell
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18
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Wang, Xingchun
3
Ryu, Doojin
2
Yang, Heejin
2
Alitab, Dario
1
Alòs, Elisa
1
Bernard, Carole
1
Biagini, Francesca
1
Bormetti, Giacomo
1
Chae, Joon
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De Gennaro Aquino, Luca
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1
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Le Floc'h, Fabien
1
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1
León, Jorge A.
1
Li, Xiaoping
1
Lian, Guang-hua
1
Majewski, Adam A.
1
Oosterlee, Cornelis Willebrordus
1
Pressacco, Flavio
1
Ryu, Doowon
1
Wang, Guanying
1
Zanette, Antonino
1
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1
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Applied economics letters
Decisions in economics and finance : DEF ; a journal of applied mathematics
The journal of futures markets
100
International journal of theoretical and applied finance
59
Journal of banking & finance
56
Review of derivatives research
36
Applied mathematical finance
35
Quantitative finance
34
Finance research letters
33
The journal of derivatives : the official publication of the International Association of Financial Engineers
29
The North American journal of economics and finance : a journal of financial economics studies
25
International review of economics & finance : IREF
23
Journal of economic dynamics & control
23
Journal of financial economics
23
International journal of financial engineering
21
Journal of financial markets
21
The journal of computational finance
21
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Wiley trading series
20
Computational economics
19
International review of financial analysis
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Journal of mathematical finance
17
Applied economics
15
European journal of operational research : EJOR
15
Applied financial economics
14
Review of quantitative finance and accounting
14
The journal of derivatives : JOD
14
Finance and stochastics
13
The European journal of finance
13
The journal of finance : the journal of the American Finance Association
13
Journal of econometrics
12
Journal of financial and quantitative analysis : JFQA
12
Research paper series / Swiss Finance Institute
12
Working paper / National Bureau of Economic Research, Inc.
12
Annals of finance
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Journal of risk and financial management : JRFM
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Risks : open access journal
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Bloomberg financial series
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Energy economics
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NBER working paper series
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ECONIS (ZBW)
18
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1
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
Saved in:
2
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
Saved in:
3
Delta-hedged gains of SSE 50 ETF options
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1864-1867
Persistent link: https://www.econbiz.de/10013412320
Saved in:
4
Valuing vulnerable options with bond collateral
Wang, Guanying
;
Wang, Xingchun
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 115-118
Persistent link: https://www.econbiz.de/10012415094
Saved in:
5
Co-movement of volatility risk premium : evidence from single stock options market in India
Chakrabarti, Prasenjit
- In:
Applied economics letters
28
(
2021
)
14
,
pp. 1181-1186
Persistent link: https://www.econbiz.de/10012589986
Saved in:
6
Vega-informed trading and options market reform
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10012205363
Saved in:
7
Valuing vulnerable options with two underlying assets
Wang, Xingchun
- In:
Applied economics letters
27
(
2020
)
21
,
pp. 1699-1706
Persistent link: https://www.econbiz.de/10012315771
Saved in:
8
A realized volatility approach to option pricing with continuous and jump variance components
Alitab, Dario
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 639-664
Persistent link: https://www.econbiz.de/10012127296
Saved in:
9
Model-free stochastic collocation for an arbitrage-free implied volatility, part I
Le Floc'h, Fabien
;
Oosterlee, Cornelis Willebrordus
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 679-714
Persistent link: https://www.econbiz.de/10012127314
Saved in:
10
Semi-analytical prices for lookback and barrier options under the Heston model
De Gennaro Aquino, Luca
;
Bernard, Carole
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 715-741
Persistent link: https://www.econbiz.de/10012127317
Saved in:
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