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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of empirical finance"
~subject:"Experiment"
~subject:"Risiko"
~subject:"Volatility"
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Search: subject_exact:"Option pricing theory"
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Experiment
Risiko
Volatility
Option pricing theory
88
Optionspreistheorie
88
Volatilität
42
Option trading
29
Optionsgeschäft
29
Derivat
17
Derivative
17
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17
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Chen, Jun-Home
2
Lian, Yu-Min
2
Lin, Yueh-neng
2
Liu, Dehong
2
Stentoft, Lars
2
Adams, Michael B.
1
Aretz, Kevin
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 review of economics & finance : IREF
Journal of empirical finance
International journal of theoretical and applied finance
172
Quantitative finance
125
Applied mathematical finance
82
The journal of futures markets
80
Journal of banking & finance
79
The journal of computational finance
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
70
Review of derivatives research
58
Finance research letters
55
International journal of financial engineering
53
Computational economics
47
Finance and stochastics
47
European journal of operational research : EJOR
46
The North American journal of economics and finance : a journal of financial economics studies
45
Insurance / Mathematics & economics
42
Journal of economic dynamics & control
40
Journal of econometrics
39
Journal of mathematical finance
39
Risks : open access journal
39
The journal of derivatives : the official publication of the International Association of Financial Engineers
38
Research paper series / Swiss Finance Institute
33
Annals of finance
29
The European journal of finance
29
Review of quantitative finance and accounting
28
Energy economics
27
Journal of financial economics
27
Applied economics
24
Journal of risk and financial management : JRFM
24
Decisions in economics and finance : DEF ; a journal of applied mathematics
20
Economic modelling
20
Management science : journal of the Institute for Operations Research and the Management Sciences
20
International review of financial analysis
19
The journal of finance : the journal of the American Finance Association
19
Journal of financial and quantitative analysis : JFQA
18
Asia-Pacific financial markets
17
Mathematics and financial economics
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
17
Swiss Finance Institute Research Paper
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ECONIS (ZBW)
45
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1
Pricing derivatives on foreign assets using Markov-modulated cojump-diffusion dynamics
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 503-519
Persistent link: https://www.econbiz.de/10014535585
Saved in:
2
Option valuation via nonaffine dynamics with realized volatility
Zhang, Yuanyuan
;
Zhang, Qian
;
Wang, Zerong
;
Wang, Qi
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014578567
Saved in:
3
Does smile help detect the UK's price leadership change after MiFID?
Adams, Michael B.
;
Chen, Jing
;
Guo, Qian
;
Li, Xiaoxi
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 756-769
Persistent link: https://www.econbiz.de/10014364155
Saved in:
4
A hybrid stochastic volatility model in a Lévy market
El-Khatib, Youssef
;
Goutte, Stéphane
;
Makumbe, Zororo S.
; …
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 220-235
Persistent link: https://www.econbiz.de/10014424191
Saved in:
5
Implied volatility information of Chinese SSE 50 ETF options
Wu, Lingke
;
Liu, Dehong
;
Yuan, Jianglei
;
Huang, Zhenhuan
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 609-624
Persistent link: https://www.econbiz.de/10013545670
Saved in:
6
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
7
How arbitrage-free is the Nelson–Siegel model under stochastic volatility?
Takamizawa, Hideyuki
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 205-223
Persistent link: https://www.econbiz.de/10013343384
Saved in:
8
Pricing virtual currency-linked derivatives with time-inhomogeneity
Lian, Yu-Min
;
Chen, Jun-Home
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 424-439
Persistent link: https://www.econbiz.de/10012627797
Saved in:
9
Implied volatility forecast and option trading strategy
Liu, Dehong
;
Liang, Yucong
;
Zhang, Lili
;
Lung, Peter P.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 943-954
Persistent link: https://www.econbiz.de/10012630807
Saved in:
10
Pricing options on the maximum or minimum of multi-assets under jump-diffusion processes
Wang, Xingchun
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 16-26
Persistent link: https://www.econbiz.de/10012486761
Saved in:
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