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~isPartOf:"Economic modelling"
~subject:"Altersgrenze"
~subject:"Estimation"
~subject:"Option pricing theory"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"European option"
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Altersgrenze
Estimation
Option pricing theory
Stochastischer Prozess
Option trading
16
Optionsgeschäft
16
Optionspreistheorie
16
Derivat
6
Derivative
6
Stochastic process
4
Volatility
4
Volatilität
4
Option pricing
3
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3
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2
Black-Scholes model
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Fast Fourier transform
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50 ETF
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16
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Chang, Chuen-ping
2
Fan, Kun
2
Shen, Yang
2
Siu, Tak Kuen
2
Wang, Rongming
2
Brini, Alessio
1
Chen, Rongda
1
Chen, Shu-chuan
1
Choudhry, Taufiq
1
Dempsey, Michael
1
Feng, Yun
1
Gao, Y.
1
Huang, Bing-hua
1
Huang, Xiaoxia
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Hung, Wei-ming
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1
Kim, Bara
1
Kim, Hwa-sung
1
Kim, Jerim
1
Lenz, Jimmie
1
Li, Pengshi
1
Liang, Jin
1
Lin, Chung-gee
1
Lin, Jyh-horng
1
Lin, Yan
1
Liu, Yi-fang
1
Mozumder, Sharif
1
Wang, Xuting
1
Xian, Aichuan
1
Xiao, Wei-Lin
1
Xu, Hai-chuan
1
Yang, Wei-ning
1
Young, Martin R.
1
Yu, Lean
1
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1
Zhang, Wei
1
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Economic modelling
The journal of futures markets
93
International journal of theoretical and applied finance
85
The journal of computational finance
59
Review of derivatives research
58
Quantitative finance
55
Applied mathematical finance
52
The journal of derivatives : the official publication of the International Association of Financial Engineers
52
Journal of banking & finance
48
Finance research letters
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
Journal of economic dynamics & control
38
The North American journal of economics and finance : a journal of financial economics studies
37
International journal of financial engineering
32
Finance and stochastics
31
Journal of mathematical finance
29
Computational economics
28
European journal of operational research : EJOR
27
Journal of financial economics
26
International review of economics & finance : IREF
25
Research paper series / Swiss Finance Institute
22
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Risks : open access journal
20
The European journal of finance
20
Asia-Pacific financial markets
19
Review of quantitative finance and accounting
18
Applied economics
16
The journal of derivatives : JOD
16
Insurance / Mathematics & economics
15
Annals of finance
14
International review of financial analysis
14
Journal of risk and financial management : JRFM
14
Swiss Finance Institute Research Paper
14
Journal of econometrics
13
Journal of financial markets
13
Decisions in economics and finance : DEF ; a journal of applied mathematics
12
Applied economics letters
11
Applied financial economics
10
Energy economics
10
Journal of derivatives & hedge funds
10
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ECONIS (ZBW)
16
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1
Pricing cryptocurrency options with machine learning regression for handling market volatility
Brini, Alessio
;
Lenz, Jimmie
- In:
Economic modelling
136
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014549153
Saved in:
2
What determines volatility smile in China?
Li, Pengshi
;
Xian, Aichuan
;
Lin, Yan
- In:
Economic modelling
96
(
2021
),
pp. 326-335
Persistent link: https://www.econbiz.de/10012745422
Saved in:
3
A risk index to model uncertain portfolio investment with options
Wang, Xuting
;
Huang, Xiaoxia
- In:
Economic modelling
80
(
2019
),
pp. 284-293
Persistent link: https://www.econbiz.de/10012200594
Saved in:
4
An improved framework for approximating option prices with application to option portfolio hedging
Mozumder, Sharif
;
Dempsey, Michael
;
Kabir, M. Humayun
; …
- In:
Economic modelling
59
(
2016
),
pp. 285-296
Persistent link: https://www.econbiz.de/10011647843
Saved in:
5
Decomposing and valuing convertible bonds : a new method based on exotic options
Feng, Yun
;
Huang, Bing-hua
;
Young, Martin R.
;
Zhou, Qi-yuan
- In:
Economic modelling
47
(
2015
),
pp. 193-206
Persistent link: https://www.econbiz.de/10011439095
Saved in:
6
Valuing commodity options and futures options with changing economic conditions
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
Economic modelling
51
(
2015
),
pp. 524-533
Persistent link: https://www.econbiz.de/10011476145
Saved in:
7
Pricing foreign equity options with regime-switching
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
Economic modelling
37
(
2014
),
pp. 296-305
Persistent link: https://www.econbiz.de/10010417689
Saved in:
8
A barrier option framework for rescue package designs and bank default risks
Chang, Chuen-ping
- In:
Economic modelling
38
(
2014
),
pp. 246-257
Persistent link: https://www.econbiz.de/10010419117
Saved in:
9
Collective behavior and options volatility smile : an agent-based explanation
Liu, Yi-fang
;
Zhang, Wei
;
Xu, Hai-chuan
- In:
Economic modelling
39
(
2014
),
pp. 232-239
Persistent link: https://www.econbiz.de/10010421855
Saved in:
10
Pricing perpetual American CatEPut options when stock prices are correlated with catastrophe losses
Kim, Hwa-sung
;
Kim, Bara
;
Kim, Jerim
- In:
Economic modelling
41
(
2014
),
pp. 15-22
Persistent link: https://www.econbiz.de/10010438507
Saved in:
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