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Derivat
68
Derivative
68
Option pricing theory
44
Optionspreistheorie
44
Volatility
20
Volatilität
20
Theorie
19
Theory
19
Option trading
18
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Rösch, Daniel
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Review of derivatives research
The journal of futures markets
398
Journal of banking & finance
192
International journal of theoretical and applied finance
171
Energy economics
122
Working paper / National Bureau of Economic Research, Inc.
104
NBER working paper series
102
SpringerLink / Bücher
102
The journal of finance : the journal of the American Finance Association
94
NBER Working Paper
84
Journal of financial economics
82
Applied mathematical finance
79
Finance research letters
75
International review of financial analysis
73
Die Bank
72
The journal of derivatives : the official publication of the International Association of Financial Engineers
68
The European journal of finance
65
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
64
Applied financial economics
63
International review of economics & finance : IREF
62
Journal of financial and quantitative analysis : JFQA
62
Quantitative finance
61
European journal of operational research : EJOR
56
Europäische Hochschulschriften / 5
56
Wiley finance series
54
Advances in futures and options research : a research annual
53
Applied economics
51
IMF working papers
50
Working paper
50
The review of financial studies
49
The North American journal of economics and finance : a journal of financial economics studies
48
WPg : Kompetenz schafft Vertrauen
47
Discussion paper / Centre for Economic Policy Research
46
Finance and stochastics
46
Derivatives & financial instruments
45
Journal of economic dynamics & control
45
The journal of fixed income
45
Journal of risk and financial management : JRFM
44
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
Applied economics letters
43
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ECONIS (ZBW)
69
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1
Implied volatility surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
2
Deep calibration of financial models : turning theory into practice
Büchel, Patrick
;
Kratochwil, Michael
;
Nagl, Maximilian
; …
- In:
Review of derivatives research
25
(
2022
)
2
,
pp. 109-136
Persistent link: https://www.econbiz.de/10013457606
Saved in:
3
Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
Muck, Matthias
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 293-314
Persistent link: https://www.econbiz.de/10013457626
Saved in:
4
Optimal exercise of American put options near maturity : a new economic perspective
Battauz, Anna
;
De Donno, Marzia
;
Gajda, Janusz
;
Sbuelz, …
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 23-46
Persistent link: https://www.econbiz.de/10013191376
Saved in:
5
Does model complexity improve pricing accuracy? : the case of CoCos
Koziol, Christian
;
Weitz, Sebastian Georg
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 261-284
Persistent link: https://www.econbiz.de/10012659679
Saved in:
6
Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model
Godin, Frédéric
;
Eghbalzadeh, Ramin
;
Gaillardetz, Patrice
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 171-206
Persistent link: https://www.econbiz.de/10014423872
Saved in:
7
Pricing vulnerable basket spread options with liquidity risk
Dong, Ziming
;
Tang, Dan
;
Wang, Xingchun
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10014266355
Saved in:
8
The impact of non-cash collateralization on the over-the-counter derivatives markets
Takino, Kazuhiro
- In:
Review of derivatives research
25
(
2022
)
2
,
pp. 137-171
Persistent link: https://www.econbiz.de/10013457608
Saved in:
9
Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk : application of Mellin transform methods
Ma, Zonggang
;
Ma, Chaoqun
;
Wu, Zhijian
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 47-91
Persistent link: https://www.econbiz.de/10013191382
Saved in:
10
Economic policy uncertainty and volatility of treasury futures
Zhang, Maojun
;
Zhao, Yang
;
Nan, Jiangxia
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 93-107
Persistent link: https://www.econbiz.de/10013191386
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