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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~source:"econis"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Risiko"
~subject:"Volatility"
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Search: subject_exact:"Option trading"
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Behavioural finance
Black-Scholes model
Index futures
Risiko
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Option trading
78
Optionsgeschäft
78
Option pricing theory
69
Optionspreistheorie
69
Stochastic process
19
Stochastischer Prozess
19
Derivat
17
Derivative
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Volatilität
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Ko, Bangwon
3
Lee, Hangsuck
3
Wang, Xingchun
3
Ahn, Soohan
1
Bianconi, Marcelo
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Campani, Carlos Heitor
1
Chang, Chia-Chang
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Asia-Pacific financial markets
Insurance / Mathematics & economics
The North American journal of economics and finance : a journal of financial economics studies
The journal of futures markets
84
Journal of banking & finance
54
International journal of theoretical and applied finance
48
Review of derivatives research
31
Applied mathematical finance
29
Quantitative finance
28
Finance research letters
27
The journal of derivatives : the official publication of the International Association of Financial Engineers
26
Wiley trading series
20
The journal of computational finance
19
Computational economics
18
International review of financial analysis
17
Management science : journal of the Institute for Operations Research and the Management Sciences
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International review of economics & finance : IREF
16
Journal of economic dynamics & control
16
Journal of financial economics
16
Journal of financial markets
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Applied economics
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International journal of financial engineering
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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12
Research paper series / Swiss Finance Institute
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Review of quantitative finance and accounting
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Working paper / National Bureau of Economic Research, Inc.
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European journal of operational research : EJOR
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Finance and stochastics
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Journal of econometrics
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Journal of mathematical finance
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Applied financial economics
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Bloomberg financial series
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Swiss Finance Institute Research Paper
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Finanzmarkt und Portfolio-Management
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
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Annals of finance
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ECONIS (ZBW)
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1
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
Saved in:
2
Psychological barriers and option pricing in a local volatility model
Li, Dan
;
Liu, Lixin
;
Xu, Guangli
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246900
Saved in:
3
Pricing European continuous-installment currency options with mean-reversion
Jeon, Junkee
;
Kim, Geonwoo
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013413559
Saved in:
4
Pricing vulnerable options with stochastic liquidity risk
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013449096
Saved in:
5
Valuing lookback options with barrier
Lee, Hangsuck
;
Kim, Eunchae
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013449142
Saved in:
6
Jump dynamics, spillover effect and option valuation
Pan, Zhiyuan
;
Shuai, Jiangyu
;
Liang, Zhilei
;
Sun, Xianchao
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013534098
Saved in:
7
Consistent pricing of VIX options with the Hawkes jump-diffusion model
Jing, Bo
;
Li, Shenghong
;
Ma, Yong
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012821987
Saved in:
8
Valuing spread options with counterparty risk and jump risk
Li, Zelei
;
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012665103
Saved in:
9
Is the nonlinear hedge of options more effective? : evidence from the SSE 50 ETF options in China
Yu, Xiao-Jian
;
Wang, Zi-Ling
;
Xiao, Wei-Lin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012665985
Saved in:
10
Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach
Cortés, Lina M.
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012666975
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