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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Index futures"
~subject:"Statistische Verteilung"
~subject:"Theorie"
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Index futures
Statistische Verteilung
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Black-Scholes model
28
Black-Scholes-Modell
28
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16
Option trading
10
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10
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7
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Boyle, Phelim P.
1
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1
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Chance, Don M.
1
Chesney, Marc
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1
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
International journal of theoretical and applied finance
27
The journal of futures markets
22
Finance and stochastics
21
Applied mathematical finance
18
Review of derivatives research
12
Options : classic approaches to pricing and modelling
11
The journal of computational finance
9
Asia-Pacific financial markets
8
CoFE discussion papers
8
The review of financial studies
8
CoFE Discussion Paper
7
Advances in futures and options research : a research annual
6
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
International journal of financial engineering
6
The European journal of finance
6
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Discussion paper / B
5
Finanzmarkt und Portfolio-Management
5
Journal of banking & finance
5
Journal of econometrics
5
Journal of economic dynamics & control
5
Mathematical methods of operations research
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working paper series / Centre for Practical Quantitative Finance
5
Finance research letters
4
International review of financial analysis
4
Springer eBook Collection / Business and Economics
4
Studium
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Universitext
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Advances in quantitative analysis of finance and accounting : a research annual
3
Annals of finance
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Berichte zur Stochastik und verwandten Gebieten
3
CPQF Working Paper Series
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Graduate studies in mathematics : GSM
3
International review of economics & finance : IREF
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ECONIS (ZBW)
17
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1
Valuation of perpetual strangles : a quasi-analytical approach
Chuang, Chienmin
- In:
The journal of derivatives : the official publication …
21
(
2013
)
1
,
pp. 64-72
Persistent link: https://www.econbiz.de/10010191934
Saved in:
2
Impact of net buying pressure on changes in implied volatility : before and after the onset of the subprime crisis
Shiu, Yung-ming
;
Pan, Ging-ginq
;
Lin, Shu-hui
;
Wu, Tu-cheng
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 54-66
Persistent link: https://www.econbiz.de/10003985513
Saved in:
3
Four things you might not know about the Black-Scholes formula
Poulsen, Rolf
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 77-81
Persistent link: https://www.econbiz.de/10003673319
Saved in:
4
Efficient analytical cascade calibration of the LIBOR market model with endogenous interpolation
Brigo, Damiano
;
Morini, Massimo
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 40-60
Persistent link: https://www.econbiz.de/10003379121
Saved in:
5
Executive stock options and concavity of the option price
Boyle, Phelim P.
;
Scott, William R.
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 72-84
Persistent link: https://www.econbiz.de/10003346508
Saved in:
6
Stocks paying discrete dividends : modeling and option pricing
Korn, Ralf
;
Rogers, Leonard C. G.
- In:
The journal of derivatives : the official publication …
13
(
2005
)
2
,
pp. 44-48
Persistent link: https://www.econbiz.de/10003299545
Saved in:
7
Pricing barrier options with one-factor interest rate models
Kuan, Grace C. H.
;
Webber, Nick
- In:
The journal of derivatives : the official publication …
10
(
2003
)
4
,
pp. 33-50
Persistent link: https://www.econbiz.de/10001781761
Saved in:
8
European option pricing with discrete stochastic dividends
Chance, Don M.
;
Kumar, Raman
;
Rich, Don R.
- In:
The journal of derivatives : the official publication …
9
(
2002
)
3
,
pp. 39-45
Persistent link: https://www.econbiz.de/10001708436
Saved in:
9
Volatility cones and their sampling properties
Hodges, Stewart D.
;
Tompkins, Robert G.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10001718685
Saved in:
10
How well can options complete markets?
Cassano, Mark A.
- In:
The journal of derivatives : the official publication …
9
(
2001
)
2
,
pp. 7-17
Persistent link: https://www.econbiz.de/10001634677
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