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~isPartOf:"Journal of empirical finance"
~language:"eng"
~subject:"Black-Scholes-Modell"
~subject:"Derivative"
~subject:"Stochastic process"
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Search: subject_exact:"Optionspreistheorie"
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Black-Scholes-Modell
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Option pricing theory
39
Optionspreistheorie
39
Volatility
18
Volatilität
18
Estimation
11
Schätzung
11
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8
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Optionsgeschäft
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Stentoft, Lars
2
Brandt, Michael W.
1
Chan, Ka Kei
1
D'Addona, Stefano
1
Dionne, Georges
1
Gospodinov, Nikolaj
1
Hafner, Christian M.
1
Herwartz, Helmut
1
Hirukawa, Masayuki
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1
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1
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1
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1
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Roll, Richard
1
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1
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1
Sun, Baojing
1
Tang, Ke
1
Van Kooten, Gerrit C.
1
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1
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Journal of empirical finance
International journal of theoretical and applied finance
280
Applied mathematical finance
135
Quantitative finance
134
The journal of computational finance
117
Finance and stochastics
107
Mathematical finance : an international journal of mathematics, statistics and financial theory
86
The journal of futures markets
84
Review of derivatives research
79
European journal of operational research : EJOR
78
Insurance / Mathematics & economics
76
Computational economics
75
International journal of financial engineering
75
Journal of mathematical finance
71
Risks : open access journal
60
Journal of banking & finance
58
The North American journal of economics and finance : a journal of financial economics studies
57
Journal of economic dynamics & control
55
Finance research letters
48
The European journal of finance
42
The journal of derivatives : the official publication of the International Association of Financial Engineers
40
Journal of econometrics
36
Annals of finance
34
Energy economics
34
Asia-Pacific financial markets
32
Research paper series / Swiss Finance Institute
32
Journal of risk and financial management : JRFM
31
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
29
Economic modelling
26
SFB 649 discussion paper
26
The journal of derivatives : JOD
24
Mathematics and financial economics
23
Journal of financial economics
22
Mathematical finance : an international journal of mathematics, statistics and financial economics
22
Decisions in economics and finance : DEF ; a journal of applied mathematics
21
Review of quantitative finance and accounting
21
SpringerLink / Bücher
21
Applied economics
20
International review of economics & finance : IREF
20
International review of financial analysis
20
Operations research letters
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ECONIS (ZBW)
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1
Price convergence between credit default swap and put option : new evidence
Chan, Ka Kei
;
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 188-213
Persistent link: https://www.econbiz.de/10014476820
Saved in:
2
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
3
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
Saved in:
4
Financial weather derivatives for corn production in Northern China : a comparison of pricing methods
Sun, Baojing
;
Van Kooten, Gerrit C.
- In:
Journal of empirical finance
32
(
2015
),
pp. 201-209
Persistent link: https://www.econbiz.de/10011556819
Saved in:
5
Trading activity in the equity market and its contingent claims : an empirical investigation
Roll, Richard
;
Schwartz, Eduardo S.
;
Subrahmanyam, Avanidhar
- In:
Journal of empirical finance
28
(
2014
),
pp. 13-35
Persistent link: https://www.econbiz.de/10011284514
Saved in:
6
Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels
Gospodinov, Nikolaj
;
Hirukawa, Masayuki
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 595-609
Persistent link: https://www.econbiz.de/10009615659
Saved in:
7
On the determinants of the implied default barrier
Dionne, Georges
;
Laajimi, Sadok
- In:
Journal of empirical finance
19
(
2012
)
3
,
pp. 395-408
Persistent link: https://www.econbiz.de/10009615674
Saved in:
8
The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
Liu, Peng
;
Tang, Ke
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 211-224
Persistent link: https://www.econbiz.de/10009301130
Saved in:
9
American option pricing with discrete and continuous time models : an empirical comparison
Stentoft, Lars
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 880-902
Persistent link: https://www.econbiz.de/10009492526
Saved in:
10
Pricing American options when the underlying asset follows GARCH processes
Stentoft, Lars
- In:
Journal of empirical finance
12
(
2005
)
4
,
pp. 576-611
Persistent link: https://www.econbiz.de/10003144806
Saved in:
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