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Option pricing and market effi...
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Option pricing theory
133
Optionspreistheorie
133
Stochastic process
60
Stochastischer Prozess
60
Volatility
43
Volatilität
43
Finance
36
Derivat
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Option trading
27
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142
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Cui, Zhenyu
5
Fusai, Gianluca
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Kirkby, J. Lars
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Marazzina, Daniele
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Nguyen, Duy
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3
Germano, Guido
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Pflug, Georg
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Kyriakou, Ioannis
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Li, Shenghong
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Peña, Javier
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1
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European journal of operational research : EJOR
International journal of theoretical and applied finance
480
The journal of futures markets
315
Journal of banking & finance
304
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
218
Finance research letters
217
Quantitative finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
206
Review of derivatives research
170
Journal of financial economics
165
NBER working paper series
152
Journal of economic dynamics & control
148
International review of financial analysis
143
Insurance / Mathematics & economics
139
Working paper / National Bureau of Economic Research, Inc.
135
The European journal of finance
133
Applied economics
126
Computational economics
123
International journal of financial engineering
120
Applied financial economics
112
Risks : open access journal
109
International review of economics & finance : IREF
108
Journal of mathematical finance
107
Research paper series / Swiss Finance Institute
106
NBER Working Paper
104
The North American journal of economics and finance : a journal of financial economics studies
104
Review of quantitative finance and accounting
100
The review of financial studies
96
Applied economics letters
95
Energy economics
94
The journal of finance : the journal of the American Finance Association
90
Asia-Pacific financial markets
84
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
83
Journal of financial and quantitative analysis : JFQA
80
Journal of risk and financial management : JRFM
79
Economic modelling
77
Economics letters
77
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ECONIS (ZBW)
142
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1
Making inefficient market indices efficient
Clark, Ephraim
;
Jokung Nguena, Octave
;
Kassimatis, …
- In:
European journal of operational research : EJOR
209
(
2011
)
1
,
pp. 83-93
Persistent link: https://www.econbiz.de/10008798683
Saved in:
2
A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction
Lam, Kin
;
Liu, Taisheng
;
Wong, Wing Keung
- In:
European journal of operational research : EJOR
203
(
2010
)
1
,
pp. 166-175
Persistent link: https://www.econbiz.de/10003928191
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3
Efficiency analysis, shortage functions, arbitrage, and martingales
Chambers, Robert G.
;
Färe, Rolf
- In:
European journal of operational research : EJOR
213
(
2011
)
1
,
pp. 349-358
Persistent link: https://www.econbiz.de/10009159255
Saved in:
4
Misunderstanding of the binomial distribution, market inefficiency, and learning behavior : evidence from an exotic sports betting market
Hwang, Joon Ho
;
Kim, Min-Su
- In:
European journal of operational research : EJOR
243
(
2015
)
1
,
pp. 333-344
Persistent link: https://www.econbiz.de/10010492951
Saved in:
5
Are the least successful traders those most likely to exit the market? : a survival analysis contribution to the efficient market debate
Ma, Tiejun
;
Fraser-Mackenzie, Peter A. F.
;
Sung, Ming-chien
- In:
European journal of operational research : EJOR
299
(
2022
)
1
,
pp. 330-345
Persistent link: https://www.econbiz.de/10013206989
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6
Second order of stochastic dominance efficiency vs mean variance efficiency
Malavasi, Matteo
;
Ortobelli Lozza, Sergio
;
Trück, Stefan
- In:
European journal of operational research : EJOR
290
(
2021
)
3
,
pp. 1192-1206
Persistent link: https://www.econbiz.de/10012495268
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7
To what extent can new web-based technology improve forecasts? : assessing the economic value of information derived from Virtual Globes and its rate of diffusion in a financial ma...
Green, Lawrence
;
Sung, Ming-chien
;
Ma, Tiejun
;
Johnson, …
- In:
European journal of operational research : EJOR
278
(
2019
)
1
,
pp. 226-239
Persistent link: https://www.econbiz.de/10012102607
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8
Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency
Ng, Pin T.
;
Wong, Wing Keung
;
Xiao, Zhijie
- In:
European journal of operational research : EJOR
261
(
2017
)
2
,
pp. 666-678
Persistent link: https://www.econbiz.de/10011738062
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9
Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds
Sermpinis, Georgios
;
Stasinakis, Charalampos
; …
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 540-558
Persistent link: https://www.econbiz.de/10011793981
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10
Project options valuation with net present value and decision tree analysis
De Reyck, Bert
;
Degraeve, Zeger
;
Vandenborre, Roger
- In:
European journal of operational research : EJOR
184
(
2008
)
1
,
pp. 341-355
Persistent link: https://www.econbiz.de/10003768216
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