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~isPartOf:"International journal of financial engineering"
~isPartOf:"International review of financial analysis"
~isPartOf:"The journal of computational finance"
~subject:"Option pricing theory"
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Option pricing theory
Derivat
144
Derivative
144
Optionspreistheorie
71
Volatility
44
Volatilität
44
Theorie
38
Theory
38
Hedging
32
Option trading
28
Optionsgeschäft
28
Stochastic process
28
Stochastischer Prozess
28
Credit risk
23
Kreditrisiko
23
Commodity derivative
21
Rohstoffderivat
21
Portfolio selection
19
Portfolio-Management
19
Swap
16
Yield curve
16
Zinsstruktur
16
Black-Scholes model
15
Black-Scholes-Modell
15
Risikomanagement
14
Risk management
14
Estimation
13
Interest rate derivative
13
Schätzung
13
Zinsderivat
13
Futures
12
Börsenkurs
11
Share price
11
Credit derivative
10
Kreditderivat
10
ARCH model
9
ARCH-Modell
9
Commodity exchange
9
Warenbörse
9
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71
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Xu, Yaofei
3
Yan, Cheng
3
Zagst, Rudi
3
Crépey, Stéphane
2
Escobar, Marcos
2
Jain, Shashi
2
Kandhai, Drona
2
Karlsson, Patrik
2
Muroi, Yoshifumi
2
Oosterlee, Cornelis Willebrordus
2
Reisinger, Christoph
2
Shi, Yukun
2
Stasinakis, Charalampos
2
Takahashi, Akihiko
2
Aghili, A.
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
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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
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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
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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
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1
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1
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1
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International journal of financial engineering
International review of financial analysis
The journal of computational finance
International journal of theoretical and applied finance
101
Applied mathematical finance
61
Review of derivatives research
44
Quantitative finance
42
The journal of futures markets
35
European journal of operational research : EJOR
30
Journal of banking & finance
30
Journal of mathematical finance
30
Energy economics
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Journal of economic dynamics & control
21
Risks : open access journal
21
Finance and stochastics
20
The European journal of finance
20
The North American journal of economics and finance : a journal of financial economics studies
20
The journal of derivatives : JOD
20
Finance research letters
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Computational economics
15
Journal of econometrics
15
SpringerLink / Bücher
15
Applied economics letters
14
Insurance / Mathematics & economics
14
International review of economics & finance : IREF
13
Annals of finance
12
Journal of risk and financial management : JRFM
11
SFB 649 discussion paper
11
Wiley finance series
11
Applied economics
10
Mathematical finance
10
Research paper series / Swiss Finance Institute
10
Economic modelling
9
Lecture notes in economics and mathematical systems : LNEMS
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Asia-Pacific financial markets
8
Journal of financial economics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
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ECONIS (ZBW)
71
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1
On practitioners closed-form GARCH option pricing
Mozumder, Sharif
;
Frijns, Bart
;
Talukdar, Bakhtear
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543999
Saved in:
2
A fundamental approach to corporate bond options
In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014574997
Saved in:
3
Managing the risk of embedded options in non-traded credit using portfolio modeling
Engelmann, Bernd
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014444472
Saved in:
4
The binomial option pricing model : the trouble with dividends
Tian, Yisong Sam
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014444726
Saved in:
5
Valuation of callable range accrual linked to CMS Spread under generalized swap market model
He, Jie-Cao
;
Hsieh, Chang-Chieh
;
Huang, Zi-Wei
;
Lin, …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468776
Saved in:
6
Risk appetite and option prices : evidence from the Chinese SSE50 options market
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248927
Saved in:
7
Skew-Brownian motion and pricing European exchange options
Pasricha, Puneet
;
He, Xin-Jiang
- In:
International review of financial analysis
82
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013426145
Saved in:
8
Market co-movement between credit default swap curves and option volatility surfaces
Shi, Yukun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
Saved in:
9
The information content of CDS implied volatility and associated trading strategies
Shi, Yukun
;
Chen, Ding
;
Guo, Biao
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013460868
Saved in:
10
Stock price default boundary : a Black-Cox model approach
Shi, Yunkun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
Saved in:
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