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~isPartOf:"Journal of mathematical finance"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Schätzung"
~subject:"Share price"
~subject:"Statistical distribution"
~type:"article"
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Behavioural finance
Black-Scholes model
Index futures
Schätzung
Share price
Statistical distribution
Option trading
27
Optionsgeschäft
27
Option pricing theory
26
Optionspreistheorie
26
Derivat
8
Derivative
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Stochastic process
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Stochastischer Prozess
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Black-Scholes-Modell
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Basket Options
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Black-Scholes Model
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European Option
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Geometric Brownian Motion
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Option Pricing
2
Parabolic Free Boundary Problem
2
Search theory
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Spread Options
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Suchtheorie
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American Binary Option
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American Power Option
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12
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Bølviken, Erik
1
Chateau, Jean-Pierre D.
1
Cui, Yujie
1
Fadugba, Sunday Emmanuel
1
Gao, Min
1
Jagannathan, Raj
1
Konsilp, Worawuth
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Kuang, Yuming
1
Lai, Tze Leung
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Lo, Chi-fai
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Mateus, Cesario
1
Nwozo, Chuma Raphael
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Proske, Frank
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Rubtsov, Mark
1
Sakuma, Takayuki
1
Sawaki, Katsushige
1
Suzuki, Atsuo
1
Wei, Zhenfeng
1
Yu, Baoli
1
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Journal of mathematical finance
The journal of futures markets
61
Journal of banking & finance
35
International journal of theoretical and applied finance
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
24
International review of economics & finance : IREF
20
Finance research letters
18
Review of derivatives research
18
Quantitative finance
17
Journal of financial economics
16
Applied mathematical finance
15
Journal of economic dynamics & control
15
International review of financial analysis
14
Journal of financial markets
14
The North American journal of economics and finance : a journal of financial economics studies
13
The journal of computational finance
13
Applied economics
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
The review of financial studies
12
Computational economics
11
Journal of empirical finance
11
International journal of financial engineering
10
Journal of financial and quantitative analysis : JFQA
10
Journal of international financial markets, institutions & money
10
Review of quantitative finance and accounting
10
The journal of finance : the journal of the American Finance Association
10
Journal of derivatives & hedge funds
8
Pacific-Basin finance journal
8
Theoretical economics letters
8
Finance and stochastics
7
Journal of econometrics
7
The European journal of finance
7
Asia-Pacific financial markets
6
Asia-Pacific journal of financial studies
6
Risks : open access journal
6
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
6
Annals of finance
5
Applied financial economics
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
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ECONIS (ZBW)
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1
The barrier binary options
Gao, Min
;
Wei, Zhenfeng
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 140-156
Persistent link: https://www.econbiz.de/10012545572
Saved in:
2
A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic volatility, stochastic interest rate, and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
Saved in:
3
Application of fast N-body algorithm to option pricing under CGMY model
Sakuma, Takayuki
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 308-318
Persistent link: https://www.econbiz.de/10011673900
Saved in:
4
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael
;
Fadugba, Sunday Emmanuel
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
Saved in:
5
State price density estimation and nonparametric pricing of basket options
Kuang, Yuming
;
Lai, Tze Leung
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 448-456
Persistent link: https://www.econbiz.de/10011440200
Saved in:
6
Implied idiosyncratic volatility and stock return predictability
Mateus, Cesario
;
Konsilp, Worawuth
- In:
Journal of mathematical finance
4
(
2014
)
5
,
pp. 338-352
Persistent link: https://www.econbiz.de/10011312407
Saved in:
7
Equivalent martingale measure in Asian geometric average option pricing
Zhu, Yonggang
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 304-308
Persistent link: https://www.econbiz.de/10011312412
Saved in:
8
Pricing of margrabe options for large investors with application to asset-liability management in life insurance
Bølviken, Erik
;
Proske, Frank
;
Rubtsov, Mark
- In:
Journal of mathematical finance
4
(
2014
)
2
,
pp. 113-122
Persistent link: https://www.econbiz.de/10010380906
Saved in:
9
A simple generalisation of Kirk's approximation for multi-asset spread options by the Lie-Trotter operator splitting method
Lo, Chi-fai
- In:
Journal of mathematical finance
4
(
2014
)
3
,
pp. 178-187
Persistent link: https://www.econbiz.de/10010400107
Saved in:
10
Valuing European put options under skewness and increasing [excess] kurtosis
Chateau, Jean-Pierre D.
- In:
Journal of mathematical finance
4
(
2014
)
3
,
pp. 160-177
Persistent link: https://www.econbiz.de/10010400109
Saved in:
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