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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of mathematical finance"
~subject:"Derivat"
~subject:"EU countries"
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Search: subject_exact:"Optionspreismodell"
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Derivat
EU countries
Option pricing theory
281
Optionspreistheorie
281
Stochastic process
90
Stochastischer Prozess
90
Volatility
86
Volatilität
86
Option trading
75
Optionsgeschäft
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Theorie
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Option Pricing
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Real options analysis
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Realoptionsansatz
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Xu, Yaofei
3
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2
Ewald, Christian-Oliver
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Hao, Ruili
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He, Xin-Jiang
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Joshi, Mark S.
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Muroi, Yoshifumi
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Pellegrino, Tommaso
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Shi, Yukun
2
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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 financial analysis
Journal of economic dynamics & control
Journal of mathematical finance
International journal of theoretical and applied finance
106
Applied mathematical finance
62
Review of derivatives research
44
Quantitative finance
41
The journal of computational finance
37
Journal of banking & finance
33
The journal of futures markets
33
European journal of operational research : EJOR
32
International journal of financial engineering
25
Risks : open access journal
23
Energy economics
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
The North American journal of economics and finance : a journal of financial economics studies
21
The journal of derivatives : JOD
21
Finance and stochastics
20
The European journal of finance
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
Computational economics
19
Finance research letters
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SpringerLink / Bücher
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Applied economics letters
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International review of economics & finance : IREF
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Journal of econometrics
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Insurance / Mathematics & economics
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Annals of finance
12
Journal of risk and financial management : JRFM
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Research paper series / Swiss Finance Institute
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SFB 649 discussion paper
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Applied economics
11
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10
Mathematical finance
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Wiley finance series
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Journal of financial economics
9
Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Asia-Pacific financial markets
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Mathematics and financial economics
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ECONIS (ZBW)
69
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
8
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:
9
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps
Wan, Xiangwei
;
Yang, Nian
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-37
Persistent link: https://www.econbiz.de/10012666952
Saved in:
10
Investing in electricity production under a reliability options scheme
Fontini, Fulvio
;
Vargiolu, Tiziano
;
Zormpas, Dimitrios
- In:
Journal of economic dynamics & control
126
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012667919
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