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~isPartOf:"Applied financial economics"
~isPartOf:"Finance research letters"
~subject:"Incomplete market"
~subject:"Japan"
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Search: subject:"Optionspreistheorie"
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Japan
Option pricing theory
149
Optionspreistheorie
149
Volatility
57
Volatilität
57
Option trading
51
Optionsgeschäft
51
Stochastic process
46
Stochastischer Prozess
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Derivat
22
Derivative
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Estimation
15
Schätzung
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Theorie
12
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11
ARCH-Modell
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Börsenkurs
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Option pricing
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Markov chain
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Monte Carlo simulation
8
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Portfolio selection
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Stochastic volatility
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Hedging
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Index futures
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Index-Futures
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Unvollkommener Markt
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6
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Wang, Janchung
2
Branger, Nicole
1
Braouezec, Yann
1
Buchner, Axel
1
Esser, Angelika
1
Fukuta, Yuichi
1
Gallagher, Liam
1
Hodoshima, Jiro
1
Hsu, Hsinan
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Hutchinson, Mark C.
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Schlag, Christian
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Wenjie Ma
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Applied financial economics
Finance research letters
Mathematical finance : an international journal of mathematics, statistics and financial theory
24
International journal of theoretical and applied finance
22
Asia-Pacific financial markets
9
Applied mathematical finance
8
Research paper series / Swiss Finance Institute
6
European journal of operational research : EJOR
5
Finance and stochastics
5
International journal of financial engineering
5
Mathematical finance : an international journal of mathematics, statistics and financial economics
5
Swiss Finance Institute Research Paper
5
IMES discussion paper series / Englische Ausgabe
4
Journal of banking & finance
4
Mathematical methods of operations research
4
Quantitative finance
4
The journal of futures markets
4
Advances in Pacific Basin financial markets
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Annals of finance
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Discussion paper / Tinbergen Institute
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Insurance / Mathematics & economics
3
Journal of mathematical finance
3
Mathematical finance
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Mathematics and financial economics
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Monetary and economic studies
3
Review of derivatives research
3
Risk and decision analysis
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
3
Betriebswirtschaftliche Forschungsergebnisse
2
Computational economics
2
Discussion paper
2
Discussion paper / B
2
Economic theory : official journal of the Society for the Advancement of Economic Theory
2
Energy economics
2
Financial engineering
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Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
2
Journal of financial economics
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Journal of mathematical economics
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1
Comparison of utility indifference pricing and mean-variance approach under a normal mixture distribution with time-varying volatility
Hodoshima, Jiro
;
Yamawake, Toshiyuki
- In:
Finance research letters
28
(
2019
),
pp. 74-81
Persistent link: https://www.econbiz.de/10012388014
Saved in:
2
How fundamental is the one-period trinomial model to European option pricing bounds : a new methodological approach
Braouezec, Yann
- In:
Finance research letters
21
(
2017
),
pp. 92-99
Persistent link: https://www.econbiz.de/10011807511
Saved in:
3
Equilibrium option pricing : a Monte Carlo approach
Buchner, Axel
- In:
Finance research letters
15
(
2015
),
pp. 138-145
Persistent link: https://www.econbiz.de/10011553023
Saved in:
4
Implied volatility smiles in the Nikkei 225 options
Fukuta, Yuichi
;
Wenjie Ma
- In:
Applied financial economics
23
(
2013
)
7/9
,
pp. 789-804
Persistent link: https://www.econbiz.de/10009750979
Saved in:
5
Degree of market imperfections : evidence from four Asian index futures markets
Wang, Janchung
- In:
Applied financial economics
18
(
2008
)
13/15
,
pp. 1233-1246
Persistent link: https://www.econbiz.de/10003760260
Saved in:
6
Simulating convertible bond arbitrage portfolios
Hutchinson, Mark C.
;
Gallagher, Liam
- In:
Applied financial economics
18
(
2008
)
13/15
,
pp. 1247-1262
Persistent link: https://www.econbiz.de/10003760264
Saved in:
7
Degree of market imperfection and the pricing of stock index futures
Wang, Janchung
;
Hsu, Hsinan
- In:
Applied financial economics
16
(
2006
)
3
,
pp. 245-258
Persistent link: https://www.econbiz.de/10003291890
Saved in:
8
Attainability of European path-independent claims in incomplete markets
Branger, Nicole
;
Esser, Angelika
;
Schlag, Christian
- In:
Finance research letters
1
(
2004
)
3
,
pp. 190-195
Persistent link: https://www.econbiz.de/10003307291
Saved in:
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