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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Experiment"
~subject:"Index futures"
~subject:"Theory"
~subject:"USA"
~subject:"Volatility"
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Behavioural finance
Black-Scholes model
Experiment
Index futures
Theory
USA
Volatility
Option trading
111
Optionsgeschäft
111
Option pricing theory
83
Optionspreistheorie
83
Volatilität
34
Stochastic process
28
Stochastischer Prozess
28
Theorie
23
Black-Scholes-Modell
22
Derivat
22
Derivative
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20
barrier options
7
American options
6
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Martingal
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63
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Kwok, Yue-Kuen
3
Wu, Lixin
3
Antonelli, Fabio
2
Boyarchenko, Mitya
2
Cui, Zhenyu
2
Ramponi, A.
2
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2
Yu, Hong
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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 theoretical and applied finance
The journal of futures markets
126
Journal of banking & finance
67
The journal of derivatives : the official publication of the International Association of Financial Engineers
54
Review of derivatives research
42
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Applied mathematical finance
37
Quantitative finance
34
The journal of computational finance
34
Finance and stochastics
31
The review of financial studies
29
Finance research letters
27
Journal of economic dynamics & control
27
Journal of financial economics
27
Journal of financial and quantitative analysis : JFQA
26
Working paper / National Bureau of Economic Research, Inc.
26
International review of economics & finance : IREF
23
Journal of financial markets
23
International review of financial analysis
20
The journal of finance : the journal of the American Finance Association
20
Wiley trading series
20
Computational economics
19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
The North American journal of economics and finance : a journal of financial economics studies
19
International journal of financial engineering
17
Applied economics
15
Review of quantitative finance and accounting
15
Applied financial economics
13
Journal of econometrics
13
NBER working paper series
13
Research paper series / Swiss Finance Institute
13
Asia-Pacific financial markets
12
Decisions in economics and finance : DEF ; a journal of applied mathematics
12
Finanzmarkt und Portfolio-Management
12
Journal of risk and financial management : JRFM
12
European journal of operational research : EJOR
11
Finance : revue de l'Association Française de Finance
11
Journal of mathematical finance
11
Swiss Finance Institute Research Paper
11
The European journal of finance
11
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ECONIS (ZBW)
63
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1
CVA and vulnerable options in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
Saved in:
2
Pricing American options with the Runge-Kutta-Legendre finite difference scheme
Le Floc'h, Fabien
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012652624
Saved in:
3
Collocating volatility : a competitive alternative to stochastic local volatility models
Stoep, Anthonie W. van der
;
Grzelak, Lech A.
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012496758
Saved in:
4
An approximation method for pricing continuous barrier options under multi-asset local stochastic volatility models
Shiraya, Kenichiro
- In:
International journal of theoretical and applied finance
23
(
2020
)
8
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012496929
Saved in:
5
Pricing and hedging of VIX options for Barndorff-Nielsen and Shephard models
Arai, Takuji
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012183209
Saved in:
6
Numerical stability of a hybrid method for pricing options
Briani, Maya
;
Caramellino, Lucia
;
Terenzi, Giulia
; …
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-46
Persistent link: https://www.econbiz.de/10012153319
Saved in:
7
Skewed Lévy models and implied volatility skew
Olivera, Federico de
;
Barbachan, José Santiago Fajardo
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011854458
Saved in:
8
Index options and volatility derivatives in a Gaussian random field risk-neutral density model
Han, Xixuan
;
Wei, Boyu
;
Yang, Hailiang
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011891885
Saved in:
9
The early exercise premium in American options by using nonparametric regressions
Li, Weiping
;
Chen, Su
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011956935
Saved in:
10
Sensitivities of Asian options in the black-scholes model
Pirjol, Dan
;
Zhu, Lingjiong
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011846502
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