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~isPartOf:"Applied economics letters"
~subject:"Credit risk"
~subject:"Monte Carlo simulation"
~subject:"Optionspreistheorie"
~subject:"Portfolio-Management"
~subject:"Real options analysis"
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Option Prices with Stochastic...
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Credit risk
Monte Carlo simulation
Optionspreistheorie
Portfolio-Management
Real options analysis
Option pricing theory
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Derivat
14
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14
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9
Optionsgeschäft
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Wang, Xingchun
5
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3
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Applied economics letters
International journal of theoretical and applied finance
474
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
257
The journal of computational finance
254
Applied mathematical finance
244
Finance and stochastics
221
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
200
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
132
Finance research letters
117
International journal of financial engineering
116
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107
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107
Risks : open access journal
99
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88
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83
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81
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
67
Energy economics
60
Journal of financial and quantitative analysis : JFQA
59
NBER working paper series
59
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
The journal of finance : the journal of the American Finance Association
57
Review of quantitative finance and accounting
55
SFB 649 discussion paper
54
Annals of finance
52
The journal of real estate finance and economics
51
The review of financial studies
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Working paper / National Bureau of Economic Research, Inc.
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Economic modelling
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International review of economics & finance : IREF
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33
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1
The valuation of options on discrete dividend-paying stocks
Shan, Yuanchuang
;
Shu, Huisheng
;
Zhang, Xuekang
;
Yi, Haoran
- In:
Applied economics letters
31
(
2024
)
12
,
pp. 1090-1095
Persistent link: https://www.econbiz.de/10014558681
Saved in:
2
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:
3
Calculating implied volatility using the bisection algorithm : a note
Berry, R. H.
;
Zuo, X.
- In:
Applied economics letters
16
(
2009
)
13/15
,
pp. 1399-1402
Persistent link: https://www.econbiz.de/10003894265
Saved in:
4
Accurate approximation formulas for stock options with discrete dividends
Dai, Tian-Shyr
;
Lyuu, Yuh-dauh
- In:
Applied economics letters
16
(
2009
)
16/18
,
pp. 1657-1663
Persistent link: https://www.econbiz.de/10003932250
Saved in:
5
A note on applying option pricing theory to emerging mortgage and mortgage-backed securities markets
Fei, Peng
- In:
Applied economics letters
17
(
2010
)
7/9
,
pp. 881-885
Persistent link: https://www.econbiz.de/10003996975
Saved in:
6
Simpler proofs in finance and shout options
Ramprasath, L.
- In:
Applied economics letters
18
(
2011
)
1/3
,
pp. 173-178
Persistent link: https://www.econbiz.de/10009230145
Saved in:
7
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:
8
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:
9
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:
10
The most simple methodology to create a valid correlation matrix for risk management and option pricing purposes
Simonian, Joseph
- In:
Applied economics letters
17
(
2010
)
16/18
,
pp. 1767-1768
Persistent link: https://www.econbiz.de/10009232146
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