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Option Prices with Stochastic...
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Option pricing theory
28
Optionspreistheorie
28
Volatility
11
Volatilität
11
ARCH model
8
ARCH-Modell
8
Theorie
7
Theory
7
Option trading
6
Optionsgeschäft
6
Stochastic process
5
Stochastischer Prozess
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Aktienoption
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Risk premium
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Share price
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1990-2008
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Christoffersen, Peter F.
9
Stentoft, Lars
7
Jacobs, Kris
5
Rombouts, Jeroen V. K.
4
Andersen, Torben
2
Santucci de Magistris, Paolo
2
Todorov, Viktor
2
Violante, Francesco
2
Babaoğlu, Kadir
1
Bach, Christian
1
Barbachan, José Santiago Fajardo
1
Barletta, Andrea
1
Bollerslev, Tim
1
Bondarenko, Oleg
1
Chang, Bo Young
1
Christensen, Bent Jesper
1
Dziubinski, Matt
1
Dziubinski, Matt P.
1
Feunou, Bruno
1
Fournier, Mathieu
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Fusari, Nicola
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Gonzalez-Perez, Maria T.
1
Goyenko, Ruslan
1
Heston, Steven L.
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Jeon, Yoontae
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Karoui, Mehdi
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Kristensen, Dennis
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Mele, Antonio
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Mordecki, Ernesto
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Ornthanalai, Chayawat
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Pan, Xuhui
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Papapantoleon, Antonis
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Skovmand, David
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Tsiaras, Leonidas
1
Varneskov, Rasmus Tangsgaard
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Veraart, Almut E. D.
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CREATES research paper
International journal of theoretical and applied finance
496
Mathematical finance : an international journal of mathematics, statistics and financial theory
281
The journal of futures markets
275
The journal of computational finance
262
Applied mathematical finance
257
Finance and stochastics
228
The journal of derivatives : the official publication of the International Association of Financial Engineers
224
Journal of banking & finance
214
Quantitative finance
201
Review of derivatives research
178
Insurance / Mathematics & economics
140
Journal of economic dynamics & control
135
European journal of operational research : EJOR
133
International journal of financial engineering
118
Finance research letters
116
Journal of mathematical finance
109
Computational economics
108
Risks : open access journal
96
Research paper series / Swiss Finance Institute
89
Asia-Pacific financial markets
86
The European journal of finance
84
The North American journal of economics and finance : a journal of financial economics studies
84
Journal of financial economics
81
Journal of econometrics
73
Journal of financial and quantitative analysis : JFQA
63
Energy economics
60
The journal of finance : the journal of the American Finance Association
60
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
The review of financial studies
59
NBER working paper series
58
Review of quantitative finance and accounting
56
SFB 649 discussion paper
55
Annals of finance
53
Working paper / National Bureau of Economic Research, Inc.
53
International review of economics & finance : IREF
51
The journal of real estate finance and economics
51
Decisions in economics and finance : DEF ; a journal of applied mathematics
50
Journal of risk and financial management : JRFM
50
Economic modelling
49
International review of financial analysis
49
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ECONIS (ZBW)
29
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1
Adding and subtracting black-scholes : a new approach to approximating derivative prices in continuous time models
Kristensen, Dennis
;
Mele, Antonio
-
2009
Persistent link: https://www.econbiz.de/10003849531
Saved in:
2
Option valuation with conditional heteroskedasticity and non-normality
Christoffersen, Peter F.
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003865667
Saved in:
3
Bayesian option pricing using mixed normal heteroskedasticity models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2009
Persistent link: https://www.econbiz.de/10003849502
Saved in:
4
Skewness premium with Lévy processes
Barbachan, José Santiago Fajardo
;
Mordecki, Ernesto
-
2009
Persistent link: https://www.econbiz.de/10003849514
Saved in:
5
Stochastic volatility and stochastic leverage
Veraart, Almut E. D.
;
Veraart, Luitgard
-
2009
Persistent link: https://www.econbiz.de/10003849550
Saved in:
6
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
7
Option valuation with the simplified component GARCH model
Dziubinski, Matt
-
2011
Persistent link: https://www.econbiz.de/10008857566
Saved in:
8
Level shifts in volatility and the implied-realized volatility relation
Christensen, Bent Jesper
;
Santucci de Magistris, Paolo
-
2010
Persistent link: https://www.econbiz.de/10008651637
Saved in:
9
Option pricing with asymmetric heteroskedastic normal mixture models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2010
Persistent link: https://www.econbiz.de/10008651682
Saved in:
10
Dynamic models of exchange rate dependence using option prices and historical returns
Tsiaras, Leonidas
-
2010
Persistent link: https://www.econbiz.de/10008651727
Saved in:
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