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~isPartOf:"Journal of econometrics"
~isPartOf:"Quantitative finance"
~subject:"CAPM"
~subject:"Estimation"
~subject:"Nichtparametrisches Verfahren"
~subject:"Optionsgeschäft"
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Search: subject:"Termingeschäft"
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CAPM
Estimation
Nichtparametrisches Verfahren
Optionsgeschäft
Derivat
85
Derivative
85
Option pricing theory
56
Optionspreistheorie
56
Volatility
32
Volatilität
32
Stochastic process
30
Stochastischer Prozess
30
Hedging
18
Option trading
18
Theorie
16
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16
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10
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10
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9
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9
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9
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Interest rate derivative
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Option pricing
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Options
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Chang, Chia-Lin
2
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2
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1
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1
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1
Bao, Li
1
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1
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1
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1
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1
Cai, Zongwu
1
Capriotti, Luca
1
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1
Cheung, Yin-Wong
1
Cufaro Petroni, Nicola
1
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1
Ewald, Christian
1
Favreau, Charles
1
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1
Garlaschelli, D.
1
Germano, G.
1
Glau, Kathrin
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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1
Kandhai, B. D.
1
Kandhai, D.
1
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1
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1
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1
Li, Zheng
1
Lieberman, Offer
1
Lim, Dong-Young
1
Lin, Wei
1
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1
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1
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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
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Journal of econometrics
Quantitative finance
The journal of futures markets
73
International journal of theoretical and applied finance
36
Journal of banking & finance
34
Review of derivatives research
26
Applied financial economics
21
Applied mathematical finance
21
Finance research letters
21
International review of financial analysis
21
Journal of financial economics
21
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20
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20
Advances in futures and options research : a research annual
19
International review of economics & finance : IREF
19
The North American journal of economics and finance : a journal of financial economics studies
19
European journal of operational research : EJOR
16
International journal of financial engineering
15
Journal of mathematical finance
15
The journal of derivatives : the official publication of the International Association of Financial Engineers
15
Energy economics
14
Journal of economic dynamics & control
14
Applied economics letters
13
The journal of derivatives : JOD
13
The review of financial studies
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11
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11
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10
NBER working paper series
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10
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9
Journal of risk and financial management : JRFM
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Finance and stochastics
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
The journal of computational finance
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ECONIS (ZBW)
33
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1
A static replication approach for callable interest rate derivatives : mathematical foundations and efficient estimation of SIMM-MVA
Hoencamp, J. H.
;
Jain, Surbhi
;
Kandhai, B. D.
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 409-432
Persistent link: https://www.econbiz.de/10014552078
Saved in:
2
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
3
Pricing Asian options with stochastic convenience yield and jumps
Ewald, Christian
;
Wu, Yuexiang
;
Zhang, Aihua
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 677-692
Persistent link: https://www.econbiz.de/10014304306
Saved in:
4
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
5
Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
Anagnostou, I.
;
Squartini, T.
;
Kandhai, D.
;
Garlaschelli, D.
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1501-1518
Persistent link: https://www.econbiz.de/10012624151
Saved in:
6
The volatility risk premium in the oil market
Bouchouev, Ilia
;
Johnson, Brett
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1561-1578
Persistent link: https://www.econbiz.de/10013367929
Saved in:
7
CMS spread options
Hagan, Patrick S.
;
Lesniewski, Andrew
;
Skoufis, G. E.
; …
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1809-1824
Persistent link: https://www.econbiz.de/10012696777
Saved in:
8
The limitations of estimating implied densities from option prices
Shelton, Austin
;
Kane, Hayden
;
Favreau, Charles
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
Saved in:
9
Informative option portfolios in filter design for option pricing models
Orłowski, Piotr
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
Saved in:
10
Speed-up credit exposure calculations for pricing and risk management
Glau, Kathrin
;
Pachón, Ricardo
;
Pötz, Christian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012483835
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