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Option pricing theory
117
Optionspreistheorie
117
Option trading
64
Optionsgeschäft
64
Volatility
54
Volatilität
54
Stochastic process
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Wang, Xingchun
7
Lee, Hangsuck
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Ha, Hongjun
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Kong, Byungdoo
3
Lee, Minha
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2
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Li, Hongyi
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Ryu, Doojin
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Schadner, Wolfgang
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Stentoft, Lars
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Switzer, Lorne N.
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Vaello-Sebastià, Antoni
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Finance research letters
International journal of theoretical and applied finance
495
The journal of futures markets
372
Discussion paper series / IZA
336
Mathematical finance : an international journal of mathematics, statistics and financial theory
266
Journal of banking & finance
260
The journal of computational finance
256
Applied mathematical finance
247
NBER working paper series
246
The journal of derivatives : the official publication of the International Association of Financial Engineers
242
Finance and stochastics
233
Working paper / National Bureau of Economic Research, Inc.
223
NBER Working Paper
206
Quantitative finance
204
IZA Discussion Paper
199
Review of derivatives research
186
Journal of economic dynamics & control
155
Insurance / Mathematics & economics
149
Creativity and innovation management
135
European journal of operational research : EJOR
135
SpringerLink / Bücher
133
CESifo working papers
117
International journal of financial engineering
116
Computational economics
114
Journal of mathematical finance
108
Journal of business research : JBR
107
Working paper
104
Journal of financial economics
102
Risks : open access journal
102
Research paper series / Swiss Finance Institute
94
The North American journal of economics and finance : a journal of financial economics studies
89
Discussion paper / Centre for Economic Policy Research
88
The European journal of finance
88
Journal of financial and quantitative analysis : JFQA
83
Asia-Pacific financial markets
81
Journal of econometrics
78
The review of financial studies
77
The journal of finance : the journal of the American Finance Association
75
Management science : journal of the Institute for Operations Research and the Management Sciences
74
Discussion paper / Tinbergen Institute
70
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ECONIS (ZBW)
138
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1
Local creative culture and firm value
Costa, Mabel D.
;
Habib, Ahsan
- In:
Finance research letters
59
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014445134
Saved in:
2
Closed-form valuation of American call options on stocks paying multiple dividends
Cassimon, Danny
;
Engelen, Peter-Jan
;
Thomassen, L.
;
Van …
- In:
Finance research letters
4
(
2007
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10003442062
Saved in:
3
A note on a barrier exchange option : the world's simplest option formula?
Lindeset, Snorre
;
Persson, Svein-Arne
- In:
Finance research letters
3
(
2006
)
3
,
pp. 207-211
Persistent link: https://www.econbiz.de/10003374040
Saved in:
4
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
Saved in:
5
Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX
Onan, Mustafa
;
Altay-Salih, Aslihan
;
Yasar, Burze
- In:
Finance research letters
11
(
2014
)
4
,
pp. 454-462
Persistent link: https://www.econbiz.de/10011300430
Saved in:
6
Barrier option pricing for exchange rates under the Levy-HJM processes
Hsu, Pao-peng
;
Chen, Ying-hsiu
- In:
Finance research letters
9
(
2012
)
3
,
pp. 176-181
Persistent link: https://www.econbiz.de/10009628110
Saved in:
7
Pricing American options under the constant elasticity of variance model : an extension of the method by Barone-Adesi and Whaley
Ballestra, Luca Vincenzo
;
Cecere, Liliana
- In:
Finance research letters
14
(
2015
),
pp. 45-55
Persistent link: https://www.econbiz.de/10011552594
Saved in:
8
The pricing of embedded lease options
Amédée-Manesme, Charles-Olivier
;
Des Rosiers, François
; …
- In:
Finance research letters
15
(
2015
),
pp. 215-220
Persistent link: https://www.econbiz.de/10011553205
Saved in:
9
The critical stock price for the American put option
Chung, Y. Peter
;
Johnson, Herbert
;
Polimenis, Vassilis
- In:
Finance research letters
8
(
2011
)
1
,
pp. 8-14
Persistent link: https://www.econbiz.de/10009272379
Saved in:
10
Valuation of catastrophe equity put options with correlated default risk and jump risk
Bi, Hongwei
;
Wang, Guanying
;
Wang, Xingchun
- In:
Finance research letters
29
(
2019
),
pp. 323-329
Persistent link: https://www.econbiz.de/10012419135
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