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~isPartOf:"Finance research letters"
~subject:"Real options analysis"
~subject:"Volatility"
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Option Prices with Stochastic...
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Real options analysis
Volatility
Option pricing theory
116
Optionspreistheorie
116
Option trading
48
Optionsgeschäft
48
Volatilität
48
Stochastic process
39
Stochastischer Prozess
39
Derivat
18
Derivative
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Black-Scholes model
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Option pricing
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Portfolio selection
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Realoptionsansatz
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54
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Chen, Jun-Home
3
Lian, Yu-Min
3
Wang, Xingchun
3
Cao, Jiling
2
Kim, Jeong-Hoon
2
Li, Hongyi
2
Madan, Dilip B.
2
Schadner, Wolfgang
2
Wang, King
2
Xu, Weidong
2
Zhang, WenJun
2
Agliardi, Elettra
1
Agliardi, Rossella
1
Alcock, Jamie
1
Altay-Salih, Aslihan
1
Badescu, Alexandru
1
Bates, David S.
1
Branger, Nicole
1
Braouezec, Yann
1
Buchner, Axel
1
Byström, Hans N. E.
1
Carr, Peter
1
Carrasco, José A.
1
Cui, Zhenyu
1
Deng, Zhijian
1
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1
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1
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Glover, Kristoffer
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Finance research letters
International journal of theoretical and applied finance
174
Quantitative finance
110
The journal of futures markets
85
Journal of banking & finance
83
Applied mathematical finance
81
Mathematical finance : an international journal of mathematics, statistics and financial theory
67
The journal of computational finance
66
European journal of operational research : EJOR
56
Review of derivatives research
53
International journal of financial engineering
49
Computational economics
43
Journal of economic dynamics & control
42
Finance and stochastics
41
Journal of econometrics
41
The journal of derivatives : the official publication of the International Association of Financial Engineers
41
Journal of mathematical finance
38
The North American journal of economics and finance : a journal of financial economics studies
38
The European journal of finance
36
Risks : open access journal
33
Energy economics
32
Research paper series / Swiss Finance Institute
32
Journal of financial economics
28
Review of quantitative finance and accounting
28
Annals of finance
27
Insurance / Mathematics & economics
27
Applied economics
26
International review of economics & finance : IREF
26
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Decisions in economics and finance : DEF ; a journal of applied mathematics
21
Economic modelling
21
International review of financial analysis
20
Journal of risk and financial management : JRFM
20
Asia-Pacific financial markets
19
Journal of empirical finance
19
Discussion paper / Tinbergen Institute
18
Journal of financial and quantitative analysis : JFQA
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Swiss Finance Institute Research Paper
16
The journal of finance : the journal of the American Finance Association
16
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1
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
Saved in:
2
Dynamic, nonparametric hedging of European style contigent claims using canonical valuation
Alcock, Jamie
;
Gray, Philip K.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 41-50
Persistent link: https://www.econbiz.de/10002685784
Saved in:
3
Pricing options under the non-affine stochastic volatility models : an extension of the high-order compact numerical scheme
Shi, Guangping
;
Liu, Xiaoxing
;
Tang, Pan
- In:
Finance research letters
16
(
2016
),
pp. 220-229
Persistent link: https://www.econbiz.de/10011656186
Saved in:
4
How fundamental is the one-period trinomial model to European option pricing bounds : a new methodological approach
Braouezec, Yann
- In:
Finance research letters
21
(
2017
),
pp. 92-99
Persistent link: https://www.econbiz.de/10011807511
Saved in:
5
A closed-form solution for spot volatility from options under limited data
Zhang, Aoran
;
Zhou, Chunyang
- In:
Finance research letters
67
(
2024
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10015062164
Saved in:
6
Options to expand: Some remarks
Agliardi, Rossella
- In:
Finance research letters
3
(
2006
)
1
,
pp. 65-72
Persistent link: https://www.econbiz.de/10003300879
Saved in:
7
Hedging the smirk
Bates, David S.
- In:
Finance research letters
2
(
2005
)
4
,
pp. 195-200
Persistent link: https://www.econbiz.de/10003219458
Saved in:
8
Attainability of European path-independent claims in incomplete markets
Branger, Nicole
;
Esser, Angelika
;
Schlag, Christian
- In:
Finance research letters
1
(
2004
)
3
,
pp. 190-195
Persistent link: https://www.econbiz.de/10003307291
Saved in:
9
What is the correct meaning of implied volatility?
Kim, In-joon
;
Gun Youb Park
;
Hyun, Jung-Soon
- In:
Finance research letters
4
(
2007
)
3
,
pp. 179-185
Persistent link: https://www.econbiz.de/10003702383
Saved in:
10
A jump-diffusion approach to modelling vulnerable option pricing
Xu, Weidong
;
Xu, Weijun
;
Li, Hongyi
;
Xiao, Weilin
- In:
Finance research letters
9
(
2012
)
1
,
pp. 48-56
Persistent link: https://www.econbiz.de/10009575333
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