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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"Risks : open access journal"
~isPartOf:"The European journal of finance"
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Search: subject_exact:"Optionshandel"
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Option trading
119
Optionsgeschäft
119
Option pricing theory
90
Optionspreistheorie
90
Theorie
40
Theory
40
Volatility
25
Volatilität
25
Derivat
24
Derivative
24
Black-Scholes model
18
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18
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18
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14
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14
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10
Schätzung
10
Aktienoption
9
Credit risk
9
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American options
7
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Search theory
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Ap Gwilym, Owain
2
Chen, Ren-Raw
2
Dai, Min
2
Dolinsky, Yan
2
Dotsis, George
2
Kuo, I.-doun
2
Kwok, Yue-Kuen
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Palmon, Oded
2
Romagnoli, Silvia
2
Schoutens, Wim
2
Touzi, Nizar
2
Verousis, Thanos
2
Wang, Guanying
2
Wang, Xingchun
2
Abad Díaz, David
1
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1
Aguilar, Jean-Philippe
1
Alvarez, Luis H. R.
1
Alòs, Elisa
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Arratia, Argimiro
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Review of quantitative finance and accounting
Risks : open access journal
The European journal of finance
The journal of futures markets
194
International journal of theoretical and applied finance
111
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
The journal of computational finance
60
Finance research letters
58
Quantitative finance
56
Applied mathematical finance
54
Journal of economic dynamics & control
47
Finance and stochastics
43
Journal of financial economics
41
The North American journal of economics and finance : a journal of financial economics studies
41
International review of economics & finance : IREF
34
Journal of financial markets
34
International journal of financial engineering
32
Journal of financial and quantitative analysis : JFQA
31
Computational economics
30
The review of financial studies
30
Working paper / National Bureau of Economic Research, Inc.
30
European journal of operational research : EJOR
29
International review of financial analysis
27
Journal of mathematical finance
27
Research paper series / Swiss Finance Institute
27
Management science : journal of the Institute for Operations Research and the Management Sciences
26
NBER working paper series
26
The journal of finance : the journal of the American Finance Association
24
Wiley trading series
23
Asia-Pacific financial markets
22
Applied economics
20
Applied financial economics
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NBER Working Paper
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Swiss Finance Institute Research Paper
19
Journal of risk and financial management : JRFM
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Annals of finance
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The journal of derivatives : JOD
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ECONIS (ZBW)
119
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71
Perfect and partial hedging for swing game options in discrete time
Dolinsky, Yan
;
Iron, Yonathan
;
Kifer, Yuri
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 447-474
Persistent link: https://www.econbiz.de/10009155203
Saved in:
72
MCMC estimation of Lévy jump models using stock and option prices
Yu, Cindy L.
;
Li, Haitao
;
Wells, Martin T.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 383-422
Persistent link: https://www.econbiz.de/10009155205
Saved in:
73
Monte Carlo methods for pricing discrete Parisian options
Bernard, Carole
;
Boyle, Phelim P.
- In:
The European journal of finance
17
(
2011
)
3/4
,
pp. 169-196
Persistent link: https://www.econbiz.de/10009155447
Saved in:
74
Analysing bank-issued option pricing
Abad Díaz, David
;
Nieto Domenech, Belen
- In:
The European journal of finance
17
(
2011
)
1/2
,
pp. 49-65
Persistent link: https://www.econbiz.de/10009155464
Saved in:
75
Pricing of high-dimensional American options by neural networks
Kohler, Michael
;
Krzyżak, Adam
;
Todorović, Nebojša
- In:
Mathematical finance : an international journal of …
20
(
2010
)
3
,
pp. 383-410
Persistent link: https://www.econbiz.de/10008665062
Saved in:
76
Minimum guaranteed payments and costly cancellation rights : a stopping game perspective
Alvarez, Luis H. R.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 733-751
Persistent link: https://www.econbiz.de/10008667600
Saved in:
77
Discrete time hedging of the American option
Hussain, S.
;
Shashiashvili, M.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 647-670
Persistent link: https://www.econbiz.de/10008667629
Saved in:
78
A jump diffusion model for VIX volatility options and futures
Psychoyios, Dimitris
;
Dotsis, George
;
Markellos, Raphaēl N.
- In:
Review of quantitative finance and accounting
35
(
2010
)
3
,
pp. 245-269
Persistent link: https://www.econbiz.de/10009260276
Saved in:
79
Put-call symmetry : extensions and applications
Carr, Peter
;
Lee, Roger
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 523-560
Persistent link: https://www.econbiz.de/10003937125
Saved in:
80
Distribution-free upper bounds for spread options and market-implied antimonotonicity gap
Laurence, Peter
;
Wang, Tai-ho
- In:
The European journal of finance
14
(
2008
)
7/8
,
pp. 717-734
Persistent link: https://www.econbiz.de/10003816553
Saved in:
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