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~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of econometrics"
~subject:"Barrier options"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Volatility"
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Barrier options
Behavioural finance
Black-Scholes model
Index futures
Volatility
Option trading
72
Optionsgeschäft
72
Option pricing theory
49
Optionspreistheorie
49
Theorie
38
Theory
38
Volatilität
22
Stochastic process
21
Stochastischer Prozess
21
Hedging
13
Black-Scholes-Modell
12
Derivat
10
Derivative
10
Martingal
8
Martingale
8
CAPM
7
Portfolio selection
7
Portfolio-Management
7
Statistical distribution
6
Statistische Verteilung
6
Implied volatility
5
Asian options
4
Estimation
4
Estimation theory
4
Schätztheorie
4
Schätzung
4
Stochastic volatility
4
Exponential Lévy models
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Option pricing
3
Options
3
Search theory
3
Suchtheorie
3
Transaction costs
3
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3
USA
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31
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English
31
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Todorov, Viktor
3
Figueroa-López, José E.
2
McAleer, Michael
2
Xiu, Dacheng
2
Ólafsson, Sveinn
2
Abrahams, I. David
1
Alitab, Dario
1
Alòs, Elisa
1
Andersen, Torben
1
Asai, Manabu
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Bentata, Amel
1
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1
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1
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1
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1
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1
Cont, Rama
1
Corsi, Fulvio
1
De Gennaro Aquino, Luca
1
Denis, Emmanuel
1
Fusai, Gianluca
1
Gao, Kun
1
Gaudenzi, Marcellino
1
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1
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1
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Le Floc'h, Fabien
1
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Li, Lingfei
1
Lian, Guang-hua
1
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1
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Decisions in economics and finance : DEF ; a journal of applied mathematics
Finance and stochastics
Journal of econometrics
The journal of futures markets
81
Journal of banking & finance
56
International journal of theoretical and applied finance
46
Review of derivatives research
31
Applied mathematical finance
29
Quantitative finance
29
Finance research letters
26
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Wiley trading series
20
The journal of computational finance
19
Computational economics
18
The North American journal of economics and finance : a journal of financial economics studies
18
International review of economics & finance : IREF
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
International review of financial analysis
16
Journal of economic dynamics & control
16
Journal of financial markets
16
Applied economics
15
International journal of financial engineering
15
Journal of financial economics
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Journal of financial and quantitative analysis : JFQA
12
Research paper series / Swiss Finance Institute
12
Journal of mathematical finance
11
Review of quantitative finance and accounting
11
Applied financial economics
10
Bloomberg financial series
10
European journal of operational research : EJOR
10
Swiss Finance Institute Research Paper
10
Working paper / National Bureau of Economic Research, Inc.
10
The journal of finance : the journal of the American Finance Association
9
Annals of finance
8
Applied economics letters
8
Discussion paper / Tinbergen Institute
8
Finanzmarkt und Portfolio-Management
8
Journal of empirical finance
8
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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1
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
2
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
3
Robust bounds for the American put
Hobson, David G.
;
Norgilas, Dominykas
- In:
Finance and stochastics
23
(
2019
)
2
,
pp. 359-395
Persistent link: https://www.econbiz.de/10012023741
Saved in:
4
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:
5
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:
6
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:
7
A note on the implied volatility of floating strike Asian options
Alòs, Elisa
;
León, Jorge A.
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 743-758
Persistent link: https://www.econbiz.de/10012127320
Saved in:
8
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
9
Multilevel Monte Carlo for exponential Lévy models
Giles, Michael B.
;
Xia, Yuan
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 995-1026
Persistent link: https://www.econbiz.de/10011944462
Saved in:
10
Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility
Figueroa-López, José E.
;
Ólafsson, Sveinn
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10011460382
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