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Option pricing theory
170
Optionspreistheorie
170
Theorie
103
Theory
103
Option trading
74
Optionsgeschäft
74
Volatility
70
Volatilität
70
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68
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49
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32
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Jarrow, Robert A.
17
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6
Madan, Dilip B.
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Zhang, Jin E.
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Guillaume, Florence
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Review of derivatives research
The economist
81,930
Wirtschaftswoche : Pflichtblatt der Wertpapierbörse in Frankfurt und Düsseldorf
53,107
Werben & verkaufen : W & V
39,064
Der Betrieb : Betriebswirtschaft, Steuerrecht, Wirtschaftsrecht, Arbeitsrecht
38,108
NBER working paper series
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Betriebs-Berater : BB ; Recht, Wirtschaft, Steuern
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MPRA Paper
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Chemical week
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Far Eastern economic review
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European journal of operational research : EJOR
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NBER Working Papers
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Le moniteur du commerce international : le MOCI
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Deutsches Steuerrecht : DStR ; Wochenschrift & umfassende Datenbank für Steuerberater ; Steuerrecht, Wirtschaftsrecht, Betriebswirtschaft, Beruf ; Organ der Bundessteuerberaterkammer
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Economics letters
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Physica A: Statistical Mechanics and its Applications
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16,708
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15,185
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15,073
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ECONIS (ZBW)
275
OLC EcoSci
132
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51
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:
52
Pricing VIX derivatives with free stochastic volatility model
Lin, Wei
;
Li, Shenghong
;
Chern, Shane
;
Zhang, Jin E.
- In:
Review of derivatives research
22
(
2019
)
1
,
pp. 41-75
Persistent link: https://www.econbiz.de/10012311659
Saved in:
53
Valuation of an option using non-parametric methods
Chiang, Shu Ling
;
Tsai, Ming-shann
- In:
Review of derivatives research
22
(
2019
)
3
,
pp. 419-447
Persistent link: https://www.econbiz.de/10012311834
Saved in:
54
The determinants of CDS spreads : evidence from the model space
Pelster, Matthias
;
Vilsmeier, Johannes
- In:
Review of derivatives research
21
(
2018
)
1
,
pp. 63-118
Persistent link: https://www.econbiz.de/10012055732
Saved in:
55
Did crisis alter trading of two major oil futures markets?
Adeinat, Iman
;
Al Rahahleh, Naseem M.
;
Wei, Peihwang
- In:
Review of derivatives research
21
(
2018
)
1
,
pp. 45-61
Persistent link: https://www.econbiz.de/10012055731
Saved in:
56
Dynamic hedging with futures : a copula-based GARCH model with high-frequency data
Lai, Yu-Sheng
- In:
Review of derivatives research
21
(
2018
)
3
,
pp. 307-329
Persistent link: https://www.econbiz.de/10012055744
Saved in:
57
An empirical investigation of large trader market manipulation in derivatives markets
Jarrow, Robert A.
;
Fung, Scott
;
Tsai, Shih-Chuan
- In:
Review of derivatives research
21
(
2018
)
3
,
pp. 331-374
Persistent link: https://www.econbiz.de/10012055746
Saved in:
58
GARCH option pricing models with Meixner innovations
Fengler, Matthias
;
Melnikov, Alexander
- In:
Review of derivatives research
21
(
2018
)
3
,
pp. 277-305
Persistent link: https://www.econbiz.de/10012055743
Saved in:
59
A multivariate stochastic volatility model with applications in the foreign exchange market
Escobar, Marcos
;
Gschnaidtner, Christoph
- In:
Review of derivatives research
21
(
2018
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012055729
Saved in:
60
Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions
Gerer, Johannes
;
Dorfleitner, Gregor
- In:
Review of derivatives research
21
(
2018
)
2
,
pp. 175-199
Persistent link: https://www.econbiz.de/10012055737
Saved in:
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