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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Risiko"
~subject:"Volatility"
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Search: subject_exact:"Option pricing theory"
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Risiko
Volatility
Option pricing theory
303
Optionspreistheorie
303
Theorie
192
Theory
192
Volatilität
83
Stochastic process
70
Stochastischer Prozess
70
Option trading
59
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59
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44
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Carr, Peter
3
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3
Chen, Jun-Home
2
Fukasawa, Masaaki
2
Gulisashvili, Archil
2
Kallsen, Jan
2
Lian, Yu-Min
2
Lin, Yueh-neng
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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 review of economics & finance : IREF
Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
169
Quantitative finance
110
The journal of futures markets
80
Applied mathematical finance
78
Journal of banking & finance
78
The journal of computational finance
68
Review of derivatives research
57
International journal of financial engineering
50
Finance research letters
48
Finance and stochastics
46
European journal of operational research : EJOR
45
The North American journal of economics and finance : a journal of financial economics studies
41
Insurance / Mathematics & economics
39
Journal of econometrics
39
Computational economics
38
Journal of economic dynamics & control
38
Journal of mathematical finance
37
The journal of derivatives : the official publication of the International Association of Financial Engineers
37
Risks : open access journal
34
Research paper series / Swiss Finance Institute
33
Annals of finance
29
Review of quantitative finance and accounting
28
Journal of financial economics
27
The European journal of finance
26
Applied economics
23
Energy economics
22
Journal of risk and financial management : JRFM
22
Journal of empirical finance
21
Decisions in economics and finance : DEF ; a journal of applied mathematics
20
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Economic modelling
19
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
Mathematics and financial economics
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
17
Asia-Pacific financial markets
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Swiss Finance Institute Research Paper
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ECONIS (ZBW)
92
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92
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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
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:
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
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:
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
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:
7
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:
8
Valuation and empirical analysis of currency options
Chuang, Ming-Che
;
Wen, Chin-Hsiang
;
Lin, Shih-kuei
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 71-91
Persistent link: https://www.econbiz.de/10012390660
Saved in:
9
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:
10
CBOE VIX and Jump-GARCH option pricing models
Yoo, Eun Gyu
;
Yoon, Sun-Joong
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 839-859
Persistent link: https://www.econbiz.de/10012487455
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