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Option Prices with Stochastic...
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Option pricing theory
32
Optionspreistheorie
32
Volatility
12
Volatilität
12
Stochastic process
8
Stochastischer Prozess
8
Option trading
7
Optionsgeschäft
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Agarwalla, Sobhesh Kumar
1
Aliprantis, Charalambos D.
1
Atak, Alev
1
Bao, Yong
1
Chaudhury, Mohammed M.
1
Chen, Yuting
1
Chichilnisky, Graciela
1
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1
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1
Duan, Yunpeng
1
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1
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Fabozzi, Frank J.
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Fahim, Arash
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1
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1
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Economics letters
International journal of theoretical and applied finance
511
The journal of futures markets
285
Mathematical finance : an international journal of mathematics, statistics and financial theory
282
The journal of computational finance
264
Applied mathematical finance
259
Finance and stochastics
233
The journal of derivatives : the official publication of the International Association of Financial Engineers
233
Journal of banking & finance
221
Quantitative finance
210
Review of derivatives research
183
Insurance / Mathematics & economics
160
European journal of operational research : EJOR
136
Finance research letters
135
Journal of economic dynamics & control
132
International journal of financial engineering
124
Computational economics
122
Journal of mathematical finance
115
Risks : open access journal
105
Research paper series / Swiss Finance Institute
90
The European journal of finance
87
The North American journal of economics and finance : a journal of financial economics studies
87
Asia-Pacific financial markets
85
Journal of financial economics
85
Journal of econometrics
78
Journal of financial and quantitative analysis : JFQA
64
International review of economics & finance : IREF
62
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
62
The journal of finance : the journal of the American Finance Association
62
The review of financial studies
60
NBER working paper series
59
Energy economics
58
SFB 649 discussion paper
58
Journal of risk and financial management : JRFM
57
Review of quantitative finance and accounting
57
Annals of finance
55
Management science : journal of the Institute for Operations Research and the Management Sciences
53
The journal of real estate finance and economics
53
Decisions in economics and finance : DEF ; a journal of applied mathematics
52
Economic modelling
52
International review of financial analysis
52
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1
Irreversible investment under uncertainty and the threat of bankruptcy
Vercammen, James Alfred
- In:
Economics letters
66
(
2000
)
3
,
pp. 319-325
Persistent link: https://www.econbiz.de/10001448973
Saved in:
2
Equity as a call option on assets : some tests for failed banks
Diba, Behzad
- In:
Economics letters
48
(
1995
)
3
,
pp. 389-397
Persistent link: https://www.econbiz.de/10001184779
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3
Option values and endogenous uncertainty in ESOPs, MBOs and asset-backed loans
Chichilnisky, Graciela
- In:
Economics letters
48
(
1995
)
3
,
pp. 379-388
Persistent link: https://www.econbiz.de/10001184781
Saved in:
4
Markets that don't replicate any option
Aliprantis, Charalambos D.
;
Tourky, Rabee
- In:
Economics letters
76
(
2002
)
3
,
pp. 443-447
Persistent link: https://www.econbiz.de/10001692045
Saved in:
5
Modelling the dependency between currency and debt crises : an option based approach
Maltritz, Dominik
- In:
Economics letters
100
(
2008
)
3
,
pp. 344-347
Persistent link: https://www.econbiz.de/10003768771
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6
Option price without expected utility
Paan Jindapon
;
Shaw, William D.
- In:
Economics letters
100
(
2008
)
3
,
pp. 408-410
Persistent link: https://www.econbiz.de/10003768842
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7
Integrating delta : an intuitive single-integral approach to pricing European options on diverse stochastic processes
Edwards, Craig Steven
- In:
Economics letters
92
(
2006
)
1
,
pp. 20-25
Persistent link: https://www.econbiz.de/10003336497
Saved in:
8
The impact of COVID-19 on tail risk : evidence from Nifty index options
Agarwalla, Sobhesh Kumar
;
Varma, Jayanth Rama
;
Virmani, …
- In:
Economics letters
204
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607446
Saved in:
9
Volatility and expected option returns: a note
Chaudhury, Mohammed M.
- In:
Economics letters
152
(
2017
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011800758
Saved in:
10
Price disagreements and adjustments in index derivatives markets
Ryu, Doojin
;
Yang, Heejin
- In:
Economics letters
151
(
2017
),
pp. 104-106
Persistent link: https://www.econbiz.de/10011742143
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