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~isPartOf:"Journal of empirical finance"
~language:"eng"
~subject:"Derivative"
~subject:"Stochastic process"
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Derivative
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Option pricing theory
39
Optionspreistheorie
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Volatility
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Volatilität
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Estimation
11
Schätzung
11
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8
Option trading
8
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Chan, Ka Kei
1
Gospodinov, Nikolaj
1
Hafner, Christian M.
1
Herwartz, Helmut
1
Hirukawa, Masayuki
1
Kolokolova, Olga
1
Lin, Ming-Tsung
1
Liu, Peng
1
Poon, Ser-Huang
1
Roll, Richard
1
Schwartz, Eduardo S.
1
Stentoft, Lars
1
Subrahmanyam, Avanidhar
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Sun, Baojing
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Tang, Ke
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Journal of empirical finance
International journal of theoretical and applied finance
261
Applied mathematical finance
124
Quantitative finance
119
The journal of computational finance
106
Finance and stochastics
95
Mathematical finance : an international journal of mathematics, statistics and financial theory
76
European journal of operational research : EJOR
75
Insurance / Mathematics & economics
75
Review of derivatives research
71
International journal of financial engineering
67
The journal of futures markets
65
Journal of mathematical finance
64
Risks : open access journal
56
Computational economics
55
Journal of banking & finance
51
Journal of economic dynamics & control
50
The North American journal of economics and finance : a journal of financial economics studies
47
Finance research letters
45
Energy economics
34
The European journal of finance
34
The journal of derivatives : the official publication of the International Association of Financial Engineers
34
Journal of econometrics
33
Annals of finance
32
Research paper series / Swiss Finance Institute
30
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
29
Asia-Pacific financial markets
28
Journal of risk and financial management : JRFM
26
Economic modelling
24
SFB 649 discussion paper
24
Mathematical finance : an international journal of mathematics, statistics and financial economics
22
Mathematics and financial economics
22
Journal of financial economics
21
The journal of derivatives : JOD
21
Applied economics
19
SpringerLink / Bücher
19
Decisions in economics and finance : DEF ; a journal of applied mathematics
18
International review of economics & finance : IREF
18
Operations research letters
18
International review of financial analysis
17
Applied economics letters
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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
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:
5
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:
6
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:
7
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:
8
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
Saved in:
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