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Monte Carlo simulation
68
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Theorie
47
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Option pricing theory
29
Optionspreistheorie
29
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26
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Dimitrakopoulos, Stefanos
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Economics letters
International journal of theoretical and applied finance
507
The journal of futures markets
377
Journal of banking & finance
275
The journal of computational finance
270
Mathematical finance : an international journal of mathematics, statistics and financial theory
269
Applied mathematical finance
249
Finance and stochastics
246
The journal of derivatives : the official publication of the International Association of Financial Engineers
244
Quantitative finance
220
Journal of econometrics
213
European journal of operational research : EJOR
189
Review of derivatives research
187
Journal of economic dynamics & control
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Computational economics
162
Insurance / Mathematics & economics
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Finance research letters
149
Discussion paper / Tinbergen Institute
136
Risks : open access journal
125
International journal of financial engineering
118
Journal of mathematical finance
114
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109
NBER working paper series
108
Journal of financial economics
103
Physica A: Statistical Mechanics and its Applications
99
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
94
Applied economics
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Asia-Pacific financial markets
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NBER Working Paper
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Economic modelling
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Energy economics
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The review of financial studies
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of risk and financial management : JRFM
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1
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:
2
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:
3
COVID-19 and market expectations : evidence from option-implied densities
Hanke, Michael
;
Kosolapova, Maria
;
Weissensteiner, Alex
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509718
Saved in:
4
The price of COVID-19-induced uncertainty in the options market
Li, Jianhui
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Economics letters
211
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013172691
Saved in:
5
Volatility can be detrimental to option values!
Ghoddusi, Hamed
;
Fahim, Arash
- In:
Economics letters
149
(
2016
),
pp. 5-9
Persistent link: https://www.econbiz.de/10011620005
Saved in:
6
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:
7
Pollution control by options trading
Unold, Wolfram
;
Requate, Tilman
- In:
Economics letters
73
(
2001
)
3
,
pp. 353-358
Persistent link: https://www.econbiz.de/10001635097
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8
Testing for panel cointegration with a level break
Westerlund, Jaokim
- In:
Economics letters
91
(
2006
)
1
,
pp. 27-33
Persistent link: https://www.econbiz.de/10003314915
Saved in:
9
Small sample corrections for linear restrictions on cointegrating vectors : a Monte Carlo comparison
Canepa, Alessandra
- In:
Economics letters
91
(
2006
)
3
,
pp. 330-336
Persistent link: https://www.econbiz.de/10003333617
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10
A test of serial independence of deviations from cointegrating relations
Chigira, Hiroaki
- In:
Economics letters
92
(
2006
)
1
,
pp. 52-57
Persistent link: https://www.econbiz.de/10003336506
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