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~isPartOf:"Digital finance : smart data analytics, investment innovation, and financial technology"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of derivatives : JOD"
~person:"Avellaneda, Marco"
~person:"Carr, Peter"
~person:"Elliott, Robert J."
~person:"Haucap, Justus"
~person:"Jeon, Doh-Shin"
~person:"Madan, Dilip B."
~person:"Ndoye, Mbaye"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Option pricing theory
20
Optionspreistheorie
20
Stochastic process
8
Stochastischer Prozess
8
Option trading
7
Optionsgeschäft
7
Theorie
7
Theory
7
Volatility
7
Volatilität
7
CAPM
6
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6
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options
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statistical methods
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Aktienindex
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Article in journal
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24
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24
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Avellaneda, Marco
Carr, Peter
Elliott, Robert J.
Haucap, Justus
Jeon, Doh-Shin
Madan, Dilip B.
Ndoye, Mbaye
Kwok, Yue-Kuen
10
Levendorskij, Sergej Z.
10
Fabozzi, Frank J.
7
Takahashi, Akihiko
7
Benth, Fred Espen
6
Cui, Zhenyu
6
Gapeev, Pavel V.
6
Jeanblanc, Monique
6
Schoutens, Wim
6
Siu, Tak Kuen
6
Bojarčenko, Svetlana I.
5
Hui, Cho H.
5
Joshi, Mark S.
5
Lo, C. F.
5
Oosterlee, Cornelis W.
5
Račev, Svetlozar T.
5
Arai, Takuji
4
Brigo, Damiano
4
Ekström, Erik
4
Hess, Markus
4
Korn, Ralf
4
Liu, Rui Hua
4
Macrina, Andrea
4
Rutkowski, Marek
4
Taylor, Stephen
4
Wilmott, Paul
4
Wu, Lixin
4
Antonelli, Fabio
3
Aurell, Erik
3
Belomestny, Denis
3
Bernard, Carole
3
Biagini, Francesca
3
Bouchaud, Jean-Philippe
3
Boyarchenko, Mitya
3
Brody, Dorje C.
3
Chiarella, Carl
3
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Digital finance : smart data analytics, investment innovation, and financial technology
International journal of theoretical and applied finance
The journal of derivatives : JOD
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Annals of finance
14
Applied mathematical finance
11
Finance and stochastics
9
The journal of computational finance
9
Finance research letters
6
Journal of financial economics
6
The Rand journal of economics
5
Asia-Pacific financial markets
4
European journal of law and economics
4
Journal of risk
4
Review of derivatives research
4
Telecommunications policy : the international journal of digital economy, data sciences and new media
4
The journal of finance : the journal of the American Finance Association
4
The review of financial studies
4
American economic journal
3
European finance review : the official journal of the European Finance Association
3
Insurance / Mathematics & economics
3
Journal of banking & finance
3
Journal of financial and quantitative analysis : JFQA
3
Quantitative finance
3
The European journal of finance
3
The journal of business : B
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The journal of futures markets
3
American economic journal : a journal of the American Economic Association
2
Computational economics
2
Energy economics
2
International journal of financial engineering
2
International journal of industrial organization
2
Journal of economic dynamics & control
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of risk and financial management : JRFM
2
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
2
Ordo : Jahrbuch für die Ordnung von Wirtschaft und Gesellschaft
2
The journal of fixed income
2
Access pricing : theory and practice
1
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
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ECONIS (ZBW)
24
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1
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24
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1
Analytical valuation of compound options under regime-switching dynamics
Breton, Michèle
;
Ndoye, Mbaye
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 120-148
Persistent link: https://www.econbiz.de/10012698128
Saved in:
2
Equilibrium asset returns in financial markets
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012013852
Saved in:
3
Vol, skew, and smile trading
Al-Jaaf, Aşty
;
Carr, Peter
- In:
The journal of derivatives : JOD
31
(
2023
)
1
,
pp. 64-95
Persistent link: https://www.econbiz.de/10014422386
Saved in:
4
Option
pricing
using a regime switching stochastic discount factor
Elliott, Robert J.
;
Hamada, Ahmed S.
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010364754
Saved in:
5
American option
pricing
and filtering with a hidden regime-switching jump diffusion
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 106-123
Persistent link: https://www.econbiz.de/10013174827
Saved in:
6
Semi-analytical
pricing
of barrier options in the time-dependent Heston model
Carr, Peter
;
Itkin, Andrey
;
Muravey, Dmitry
- In:
The journal of derivatives : JOD
30
(
2022
)
2
,
pp. 141-171
Persistent link: https://www.econbiz.de/10014231115
Saved in:
7
Option implied VIX, Skew and Kurtosis term structures
Madan, Dilip B.
;
Wang, King
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012662046
Saved in:
8
Semi-analytical solutions for barrier and American options written on a time-dependent Ornstein-Uhlenbeck process
Carr, Peter
;
Itkin, Andrey
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10012612941
Saved in:
9
Pricing
and hedging options on assets with options on related assets
Madan, Dilip B.
;
Wang, King
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 27-47
Persistent link: https://www.econbiz.de/10012612942
Saved in:
10
A comparison of
pricing
kernels for GARCH option
pricing
with generalized hyperbolic distributions
Badescu, Alexandru
;
Elliott, Robert J.
;
Kulperger, Reg
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 669-708
Persistent link: https://www.econbiz.de/10009298478
Saved in:
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