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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Finance research letters"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of financial economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of derivatives : JOD"
~source:"econis"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Optionspreistheorie"
~subject:"Volatility"
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Behavioural finance
Black-Scholes model
Index futures
Optionspreistheorie
Volatility
Option trading
194
Optionsgeschäft
194
Option pricing theory
149
Volatilität
55
Derivat
54
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54
Stochastic process
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Wang, Xingchun
11
Lee, Hangsuck
9
Jeon, Junkee
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Kim, Geonwoo
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Lee, Minha
4
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3
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Asia-Pacific financial markets
Finance research letters
Insurance / Mathematics & economics
Journal of financial economics
The North American journal of economics and finance : a journal of financial economics studies
The journal of derivatives : JOD
The journal of futures markets
132
International journal of theoretical and applied finance
97
Journal of banking & finance
73
The journal of derivatives : the official publication of the International Association of Financial Engineers
65
Review of derivatives research
63
The journal of computational finance
59
Quantitative finance
54
Applied mathematical finance
52
Mathematical finance : an international journal of mathematics, statistics and financial theory
45
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40
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33
International journal of financial engineering
32
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30
European journal of operational research : EJOR
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International review of economics & finance : IREF
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International review of financial analysis
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Journal of financial markets
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The European journal of finance
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Risks : open access journal
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Swiss Finance Institute Research Paper
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Applied financial economics
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Journal of risk and financial management : JRFM
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
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1
A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options
Reesor, R. Mark
;
Stentoft, Lars
;
Zhu, Xiaotian
- In:
Finance research letters
64
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
Saved in:
2
Pricing first-touch digitals with a multi-step double boundary and American barrier options
Lee, Hangsuck
;
Ha, Hongjun
;
Kong, Byungdoo
- In:
Finance research letters
59
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014445122
Saved in:
3
Price discovery of the Chinese crude oil options and futures markets
Zou, Mi
;
Han, Lin
;
Yang, Zhini
- In:
Finance research letters
60
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490178
Saved in:
4
The impact of position limits on options trading
Switzer, Lorne N.
;
Tu, Qiao
- In:
Finance research letters
61
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014490632
Saved in:
5
Traders' heterogeneous beliefs about stock volatility and the implied volatility skew in financial options markets
Nappo, Giovanna
;
Marchetti, Fabio Massimo
;
Vagnani, Gianluca
- In:
Finance research letters
53
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472484
Saved in:
6
Another application of call options : explaining the divergence between the housing market and the rental market
Lee, Hung-Wei
;
Lin, Che-Chun
;
Tsai, I-Chun
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472494
Saved in:
7
The COVID-19 risk in the cross-section of equity options
Jitsawatpaiboon, Kanokrak
;
Ruan, Xinfeng
- In:
Finance research letters
53
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
Saved in:
8
Pricing multi-step double barrier options by the efficient non-crossing probability
Lee, Hangsuck
;
Ha, Hongjun
;
Kong, Byungdoo
;
Lee, Minha
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472740
Saved in:
9
The pricing and static hedging of multi-step double barrier options
Lee, Hangsuck
;
Ko, Bangwon
;
Lee, Minha
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473264
Saved in:
10
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
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