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~isPartOf:"Applied economics letters"
~subject:"Anlageverhalten"
~subject:"Credit risk"
~subject:"Monte Carlo simulation"
~subject:"Portfolio-Management"
~subject:"Real options analysis"
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Option Prices with Stochastic...
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Anlageverhalten
Credit risk
Monte Carlo simulation
Portfolio-Management
Real options analysis
Option pricing theory
33
Optionspreistheorie
33
Derivat
14
Derivative
14
Option trading
9
Optionsgeschäft
9
Volatility
9
Volatilität
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Kreditrisiko
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Aktienoption
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stochastic volatility
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Monte-Carlo-Simulation
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Option pricing
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Wang, Xingchun
3
Chen, A.-S.
1
Edwards, Craig Steven
1
Huang, Wei
1
Kim, Hyeyoen
1
Kim, Jun Sik
1
Ku, Hyejin
1
Lee, Nicholas Rueilin
1
Li, Xiaoping
1
Lien, Che-Hui
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Lin, Wei-Yu
1
Liu, Ding
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Liu, Jung-Fang
1
Liu, Xiaoquan
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Lotfaliei, Babak
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Lundberg, Clark
1
Ryu, Doojin
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Shackleton, Mark B.
1
Shen, P.-F.
1
Tang, Xiaolin
1
Taylor, Stephen
1
Wang, Guanying
1
Xiao, Weilin
1
Xu, Weidong
1
Xu, Weijun
1
Xu, Xinzhong
1
Yang, Zhaojun
1
Yeh, I.-Cheng
1
Zhang, Hai
1
Zhang, Xuan
1
Zhang, Zhekai
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Zhou, Chunyang
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Applied economics letters
International journal of theoretical and applied finance
101
The journal of computational finance
55
Quantitative finance
53
European journal of operational research : EJOR
45
Finance and stochastics
42
Journal of economic dynamics & control
42
Mathematical finance : an international journal of mathematics, statistics and financial theory
41
Insurance / Mathematics & economics
39
Applied mathematical finance
38
Journal of banking & finance
38
International journal of financial engineering
31
Journal of mathematical finance
27
Finance research letters
26
Review of derivatives research
26
Risks : open access journal
25
The European journal of finance
25
The North American journal of economics and finance : a journal of financial economics studies
24
The journal of futures markets
23
Energy economics
22
Computational economics
21
International review of financial analysis
20
Research paper series / Swiss Finance Institute
20
Journal of risk and financial management : JRFM
19
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Asia-Pacific financial markets
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
SpringerLink / Bücher
15
Journal of financial economics
13
Applied economics
11
Decisions in economics and finance : DEF ; a journal of applied mathematics
11
Economic modelling
11
International review of economics & finance : IREF
11
Mathematics and financial economics
11
Mathematics of operations research
11
Annals of finance
10
Annals of financial economics
10
Mathematical finance : an international journal of mathematics, statistics and financial economics
10
Mathematical methods of operations research
10
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ECONIS (ZBW)
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1
Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 989-993
Persistent link: https://www.econbiz.de/10003886597
Saved in:
2
The instantaneous return and volatility of a covered call position
Edwards, Craig Steven
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
Saved in:
3
Pricing black-scholes options with correlated credit risk and jump risk
Xu, Weidong
;
Xu, Weijun
;
Xiao, Weilin
- In:
Applied economics letters
22
(
2015
)
1/3
,
pp. 87-93
Persistent link: https://www.econbiz.de/10010482058
Saved in:
4
ELW pricing kernel and empirical risk aversion
Kim, Jun Sik
;
Kim, Hyeyoen
;
Ryu, Doojin
- In:
Applied economics letters
21
(
2014
)
4/6
,
pp. 372-376
Persistent link: https://www.econbiz.de/10010413719
Saved in:
5
Default probability anomalies in the momentum startegies
Lee, Nicholas Rueilin
;
Liu, Jung-Fang
;
Lin, Wei-Yu
- In:
Applied economics letters
21
(
2014
)
16/18
,
pp. 1206-1209
Persistent link: https://www.econbiz.de/10010465679
Saved in:
6
Computational complexity analysis of least-squares Monte Carlo (LSM) for pricing US derivatives
Chen, A.-S.
;
Shen, P.-F.
- In:
Applied economics letters
10
(
2003
)
4
,
pp. 223-229
Persistent link: https://www.econbiz.de/10001748973
Saved in:
7
Pricing European basket warrants with default risk under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10012803500
Saved in:
8
Financial derivatives and default dependence : a time-varying copula approach
Zhang, Xuan
;
Liu, Ding
;
Zhao, Yang
;
Zhang, Zhekai
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 958-963
Persistent link: https://www.econbiz.de/10012589711
Saved in:
9
Valuing vulnerable options with bond collateral
Wang, Guanying
;
Wang, Xingchun
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 115-118
Persistent link: https://www.econbiz.de/10012415094
Saved in:
10
Finite-horizon zero-leverage firms
Lundberg, Clark
;
Lotfaliei, Babak
- In:
Applied economics letters
27
(
2020
)
14
,
pp. 1160-1169
Persistent link: https://www.econbiz.de/10012267078
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