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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Review of derivatives research"
~subject:"Black-Scholes-Modell"
~subject:"CAPM"
~subject:"Martingale"
~subject:"Stochastischer Prozess"
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Black-Scholes-Modell
CAPM
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Option pricing theory
247
Optionspreistheorie
247
Theorie
101
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101
Option trading
96
Optionsgeschäft
96
Volatility
82
Volatilität
82
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Takahashi, Akihiko
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Asia-Pacific financial markets
Review of derivatives research
International journal of theoretical and applied finance
303
Finance and stochastics
142
Mathematical finance : an international journal of mathematics, statistics and financial theory
125
Applied mathematical finance
124
Quantitative finance
123
The journal of computational finance
106
The journal of futures markets
97
International journal of financial engineering
77
Insurance / Mathematics & economics
73
Journal of mathematical finance
72
Computational economics
71
Journal of banking & finance
64
European journal of operational research : EJOR
62
Risks : open access journal
57
The journal of derivatives : the official publication of the International Association of Financial Engineers
57
Finance research letters
56
Journal of economic dynamics & control
54
The North American journal of economics and finance : a journal of financial economics studies
47
Journal of econometrics
45
Research paper series / Swiss Finance Institute
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The European journal of finance
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Annals of finance
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Journal of financial economics
36
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
32
Journal of risk and financial management : JRFM
30
Review of quantitative finance and accounting
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Mathematics and financial economics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Discussion paper / B
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Mathematical methods of operations research
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Economic modelling
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Energy economics
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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SFB 649 discussion paper
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SpringerLink / Bücher
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ECONIS (ZBW)
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111
A note on computation of implied volatility
Kagenishi, Yoshiteru
;
Shinohara, Yoshitane
- In:
Asia-Pacific financial markets
8
(
2001
)
4
,
pp. 361-368
Persistent link: https://www.econbiz.de/10001712367
Saved in:
112
A note on the joint distribution of a, ß-percentiles and its application to the
option
pricing
Fujita, Takahiko
- In:
Asia-Pacific financial markets
7
(
2000
)
4
,
pp. 339-344
Persistent link: https://www.econbiz.de/10001557975
Saved in:
113
Pricing options under stochastic interest rates : a new approach
Kim, Yong-jin
;
Kunitomo, Naoto
- In:
Asia-Pacific financial markets
6
(
1999
)
1
,
pp. 49-70
Persistent link: https://www.econbiz.de/10001506396
Saved in:
114
Minimum
option
prices under decreasing absolute risk aversion
Mathur, Kamlesh
;
Ritchken, Peter H.
- In:
Review of derivatives research
3
(
1999
)
2
,
pp. 135-156
Persistent link: https://www.econbiz.de/10001484569
Saved in:
115
Options markets, self-fulfilling prophecies, and implied volatilities
Cherian, Joseph A.
- In:
Review of derivatives research
2
(
1998
)
1
,
pp. 5-37
Persistent link: https://www.econbiz.de/10001250192
Saved in:
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