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~isPartOf:"Finance research letters"
~subject:"Barrier options"
~subject:"Schätzung"
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Barrier options
Schätzung
Option trading
64
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Option pricing theory
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47
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22
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Felföldi-Szűcs, Nóra
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Forte, Santiago
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Gzyl, Henryk
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Hattori, Takahiro
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Finance research letters
The journal of futures markets
17
Journal of banking & finance
13
Research paper series / Swiss Finance Institute
13
International review of economics & finance : IREF
9
Journal of financial economics
9
SFB 649 Discussion Paper
8
Discussion paper / Tinbergen Institute
6
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6
Applied economics
5
Journal of financial markets
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Management science : journal of the Institute for Operations Research and the Management Sciences
5
Quantitative finance
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The European journal of finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Asia-Pacific financial markets
4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Finance and Stochastics
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International review of financial analysis
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Journal of econometrics
4
Journal of empirical finance
4
Journal of international financial markets, institutions & money
4
Quantitative Finance
4
Review of derivatives research
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Annals of finance
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Bank of England Working Paper
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CESifo Working Paper
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CFS working paper series
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Cogent economics & finance
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Computational Statistics
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DIW Berlin Discussion Paper
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Finance and stochastics
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Humboldt-Universität zu Berlin - Sonderforschungsbereich 649 - Discussion Papers
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Journal of Banking & Finance
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ECONIS (ZBW)
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1
Volatility discovery : can the CDS market beat the equity options market?
Forte, Santiago
;
Lovreta, Lidija
- In:
Finance research letters
28
(
2019
),
pp. 107-111
Persistent link: https://www.econbiz.de/10012388022
Saved in:
2
Discontinuous payoff option pricing by Mellin transform : a probabilistic approach
Gzyl, Henryk
;
Milev, M.
;
Tagliani, Aldo
- In:
Finance research letters
20
(
2017
),
pp. 281-288
Persistent link: https://www.econbiz.de/10011806950
Saved in:
3
Information content and market liquidity in the fixed income market : evidence from the swaption market
Hattori, Takahiro
- In:
Finance research letters
45
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014574914
Saved in:
4
Variance risk premiums and aging firms
Neururer, Thaddeus
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014581299
Saved in:
5
Put-call parity in a crypto option market : evidence from Binance
Felföldi-Szűcs, Nóra
;
Králik, Balázs
;
Váradi, Kata
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490726
Saved in:
6
The COVID-19 risk in the cross-section of equity options
Jitsawatpaiboon, Kanokrak
;
Ruan, Xinfeng
- In:
Finance research letters
53
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
Saved in:
7
Price discovery in the volatility index option market : a univariate GARCH approach
Venter, Pierre J
;
Maré, E.
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
Saved in:
8
On pricing of vulnerable barrier options and vulnerable double barrier options
Wang, Heqian
;
Zhang, Jiayi
;
Zhou, Ke
- In:
Finance research letters
44
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014495047
Saved in:
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