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Option pricing theory
170
Optionspreistheorie
170
Theorie
66
Theory
66
Option trading
61
Optionsgeschäft
61
Volatility
55
Volatilität
55
Derivat
47
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Jarrow, Robert A.
6
Ritchken, Peter H.
5
Wang, Xingchun
4
Zhang, Jin E.
4
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3
Guillaume, Florence
3
Huang, James
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Ronn, Ehud I.
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Hung, Mao-Wei
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Review of derivatives research
NBER working paper series
1,103
Working paper / National Bureau of Economic Research, Inc.
1,012
NBER Working Paper
852
European journal of operational research : EJOR
646
International journal of theoretical and applied finance
576
Management science : journal of the Institute for Operations Research and the Management Sciences
557
Journal of banking & finance
555
Discussion paper / Centre for Economic Policy Research
541
Economics letters
518
Journal of financial economics
461
Energy economics
431
Journal of economic dynamics & control
392
Journal of revenue and pricing management
391
International journal of industrial organization
390
Finance research letters
389
CESifo working papers
383
Mathematical finance : an international journal of mathematics, statistics and financial theory
362
The journal of futures markets
362
International journal of production economics
360
The journal of finance : the journal of the American Finance Association
356
The review of financial studies
350
Applied economics
338
Discussion paper / Tinbergen Institute
333
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329
MPRA Paper
328
Finance and stochastics
316
SpringerLink / Bücher
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Discussion papers / CEPR
294
Applied mathematical finance
284
The journal of computational finance
270
Discussion paper
251
Economic modelling
251
Management Science
248
Quantitative finance
245
The journal of derivatives : the official publication of the International Association of Financial Engineers
243
Research paper series / Swiss Finance Institute
239
International review of financial analysis
236
The journal of real estate finance and economics
234
Transportation research / E : an international journal
230
Journal of empirical finance
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ECONIS (ZBW)
189
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1
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189
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1
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:
2
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:
3
Continuity correction : on the
pricing
of discrete double barrier options
Luo, Sheng-Feng
;
Wong, Hsin-Chieh
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 51-90
Persistent link: https://www.econbiz.de/10014266376
Saved in:
4
Pricing
cross-currency interest rate swaps under the Levy market model
Wang, Ming-Chieh
;
Huang, Li-Jhang
- In:
Review of derivatives research
22
(
2019
)
2
,
pp. 329-355
Persistent link: https://www.econbiz.de/10012311817
Saved in:
5
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:
6
The impact of the leverage effect on the implied volatility smile : evidence for the German option market
Rathgeber, A. W.
;
Stadler, Johannes
;
Stöckl, S.
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 95-133
Persistent link: https://www.econbiz.de/10012549093
Saved in:
7
The
pricing
kernel puzzle in forward looking data
Cuesdeanu, Horatio
;
Jackwerth, Jens Carsten
- In:
Review of derivatives research
21
(
2018
)
3
,
pp. 253-276
Persistent link: https://www.econbiz.de/10012055741
Saved in:
8
Hedging cryptocurrency options
Matic, Jovanka Lili
;
Packham, Natalie
;
Härdle, Wolfgang
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 91-133
Persistent link: https://www.econbiz.de/10014266383
Saved in:
9
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:
10
Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators : a Gram-Charlier density approach
Aschakulporn, Pakorn
;
Zhang, Jin E.
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 233-281
Persistent link: https://www.econbiz.de/10013457619
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