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~isPartOf:"Journal of empirical finance"
~language:"eng"
~subject:"Derivative"
~subject:"Index-Futures"
~subject:"Stochastic process"
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Search: subject_exact:"Optionspreistheorie"
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Derivative
Index-Futures
Stochastic process
Option pricing theory
39
Optionspreistheorie
39
Volatility
18
Volatilität
18
Estimation
11
Schätzung
11
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8
Option trading
8
Optionsgeschäft
8
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8
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7
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6
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Chan, Ka Kei
1
Fiorentini, Gabriele
1
Fleming, Jeff
1
Gospodinov, Nikolaj
1
Guan, Zhengfei
1
Hafner, Christian M.
1
Herwartz, Helmut
1
Hirukawa, Masayuki
1
Kim, Namhyoung
1
Kolokolova, Olga
1
Lee, Jaewook
1
León Valle, Ángel Manuel
1
Lin, Ming-Tsung
1
Liu, Peng
1
Myers, Robert J.
1
Poon, Ser-Huang
1
Roll, Richard
1
Rubio, Gonzalo
1
Schwartz, Eduardo S.
1
Stentoft, Lars
1
Subrahmanyam, Avanidhar
1
Sun, Baojing
1
Tang, Ke
1
Van Kooten, Gerrit C.
1
Wang, Zhiguang
1
Wu, Feng
1
Yun, Jaeho
1
Zoubi, Haitham al-
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Journal of empirical finance
International journal of theoretical and applied finance
263
Quantitative finance
127
Applied mathematical finance
124
The journal of computational finance
109
Finance and stochastics
95
The journal of futures markets
91
Mathematical finance : an international journal of mathematics, statistics and financial theory
79
Review of derivatives research
76
European journal of operational research : EJOR
75
Insurance / Mathematics & economics
75
International journal of financial engineering
69
Journal of mathematical finance
65
Journal of banking & finance
60
Computational economics
58
Risks : open access journal
56
Journal of economic dynamics & control
52
The North American journal of economics and finance : a journal of financial economics studies
49
Finance research letters
47
The journal of derivatives : the official publication of the International Association of Financial Engineers
41
The European journal of finance
36
Energy economics
34
Journal of econometrics
34
Research paper series / Swiss Finance Institute
34
Annals of finance
33
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
31
Asia-Pacific financial markets
28
Journal of risk and financial management : JRFM
26
Economic modelling
25
Journal of financial economics
25
SFB 649 discussion paper
24
International review of economics & finance : IREF
23
Mathematical finance : an international journal of mathematics, statistics and financial economics
23
Mathematics and financial economics
23
Applied economics
21
International review of financial analysis
21
The journal of derivatives : JOD
21
SpringerLink / Bücher
20
Review of quantitative finance and accounting
19
The journal of finance : the journal of the American Finance Association
19
Applied financial economics
18
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ECONIS (ZBW)
13
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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
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:
4
Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices
Wu, Feng
;
Myers, Robert J.
;
Guan, Zhengfei
;
Wang, Zhiguang
- In:
Journal of empirical finance
34
(
2015
),
pp. 260-274
Persistent link: https://www.econbiz.de/10011557143
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
No-arbitrage implied volatility functions : empirical evidence from KOSPI 200 index options
Kim, Namhyoung
;
Lee, Jaewook
- In:
Journal of empirical finance
21
(
2013
),
pp. 36-53
Persistent link: https://www.econbiz.de/10009745311
Saved in:
7
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:
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
The role of time-varying jump risk premia in pricing stock index options
Yun, Jaeho
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 833-846
Persistent link: https://www.econbiz.de/10009492529
Saved in:
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