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~isPartOf:"International journal of industrial organization"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of fixed income"
~subject:"Duopol"
~subject:"Risikoprämie"
~subject:"Theory"
~subject:"USA"
~subject:"Volatilität"
~subject:"Yield curve"
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Duopol
Risikoprämie
Theory
USA
Volatilität
Yield curve
Theorie
375
Option pricing theory
306
Optionspreistheorie
306
Preismanagement
204
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Fabozzi, Frank J.
5
Peitz, Martin
5
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4
Rosenbaum, David Ira
4
Shaffer, Greg Eric
4
Chen, Yongmin
3
Dunis, Christian
3
Felpel, Mike
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Horvath, Blanka Nora
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3
Kienitz, Jörg
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Kim, Jeong-Hoon
3
Liu, Qihong
3
Marx, Leslie M.
3
McWalter, Thomas A.
3
Radoičić, Radoš
3
Realdon, Marco
3
Sørgard, Lars
3
Valletti, Tommaso M.
3
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2
Albæk, Svend
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Cabral, Luís M. B.
2
Calzolari, Giacomo
2
Carr, Peter
2
Chatterjee, Rupak
2
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2
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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
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International journal of industrial organization
Quantitative finance
The European journal of finance
The journal of fixed income
Working paper / National Bureau of Economic Research, Inc.
692
NBER working paper series
551
NBER Working Paper
423
Economics letters
358
Discussion paper / Centre for Economic Policy Research
352
International journal of theoretical and applied finance
346
Journal of banking & finance
343
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331
Mathematical finance : an international journal of mathematics, statistics and financial theory
322
The review of financial studies
315
European journal of operational research : EJOR
311
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307
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282
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278
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238
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Finance research letters
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International review of economics & finance : IREF
140
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The journal of real estate finance and economics
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ECONIS (ZBW)
585
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1
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
2
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
3
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
4
Surfing incognito : welfare effects of anonymous shopping
Lagerlöf, Johan
- In:
International journal of industrial organization
87
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014280026
Saved in:
5
The Black-Scholes equation in the presence of arbitrage
Farinelli, Simone
;
Takada, Hideyuki
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2155-2170
Persistent link: https://www.econbiz.de/10013490935
Saved in:
6
Can personalized
pricing
be a winning strategy in oligopolistic markets with heterogeneous demand customers? : yes, it can
Esteves, Rosa-Branca
- In:
International journal of industrial organization
85
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013483815
Saved in:
7
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
8
A subdiffusive stochastic volatility jump model
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 979-1002
Persistent link: https://www.econbiz.de/10014304413
Saved in:
9
Antinoise in U.S. equity markets
Cheng, Enoch
;
Struck, Clemens C.
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2069-2087
Persistent link: https://www.econbiz.de/10012696815
Saved in:
10
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
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