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Option pricing theory
117
Optionspreistheorie
117
Volatility
49
Volatilität
49
Option trading
48
Optionsgeschäft
48
Stochastic process
39
Stochastischer Prozess
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English
127
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Wang, Xingchun
7
Lee, Hangsuck
5
Madan, Dilip B.
4
Chen, Jun-Home
3
Ha, Hongjun
3
Kong, Byungdoo
3
Lee, Minha
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Ziemba, William T.
3
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2
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2
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Ku, Hyejin
2
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Schadner, Wolfgang
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Finance research letters
International journal of theoretical and applied finance
514
Mathematical finance : an international journal of mathematics, statistics and financial theory
322
The journal of futures markets
275
Finance and stochastics
265
The journal of computational finance
265
Applied mathematical finance
261
Journal of economic dynamics & control
242
Journal of banking & finance
234
The journal of derivatives : the official publication of the International Association of Financial Engineers
224
NBER working paper series
221
Quantitative finance
202
Working paper / National Bureau of Economic Research, Inc.
197
Review of derivatives research
178
NBER Working Paper
158
Insurance / Mathematics & economics
153
Discussion paper / Centre for Economic Policy Research
143
European journal of operational research : EJOR
138
Computational economics
122
Journal of economic theory
121
International journal of financial engineering
118
Journal of mathematical economics
116
Journal of mathematical finance
113
Research paper series / Swiss Finance Institute
107
Economic theory : official journal of the Society for the Advancement of Economic Theory
102
Risks : open access journal
102
Working paper
99
Journal of financial economics
94
Asia-Pacific financial markets
90
The review of financial studies
89
The European journal of finance
87
The North American journal of economics and finance : a journal of financial economics studies
87
Economics letters
83
CESifo working papers
79
The journal of finance : the journal of the American Finance Association
79
Economic modelling
78
Journal of econometrics
78
Energy economics
71
Journal of financial and quantitative analysis : JFQA
69
Journal of monetary economics
69
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ECONIS (ZBW)
127
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1
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:
2
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:
3
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:
4
CAPM option pricing
Husmann, Sven
;
Todorova, Neda
- In:
Finance research letters
8
(
2011
)
4
,
pp. 213-219
Persistent link: https://www.econbiz.de/10009425849
Saved in:
5
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:
6
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:
7
The pricing and static hedging of multi-step double barrier options
Lee, Hangsuck
;
Ko, Bangwon
;
Lee, Minha
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473264
Saved in:
8
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:
9
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:
10
Equilibrium option pricing : a Monte Carlo approach
Buchner, Axel
- In:
Finance research letters
15
(
2015
),
pp. 138-145
Persistent link: https://www.econbiz.de/10011553023
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