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Option pricing theory
116
Optionspreistheorie
116
Stochastic process
85
Stochastischer Prozess
85
Volatility
59
Volatilität
59
Option trading
47
Optionsgeschäft
47
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32
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24
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Wang, Xingchun
7
Lee, Hangsuck
5
Chen, Jun-Home
3
Ha, Hongjun
3
Kong, Byungdoo
3
Lee, Minha
3
Lian, Yu-Min
3
Madan, Dilip B.
3
Wang, King
3
Zhao, Yonggan
3
Ziemba, William T.
3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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Finance research letters
European journal of operational research : EJOR
723
International journal of theoretical and applied finance
602
Insurance / Mathematics & economics
357
Finance and stochastics
339
Mathematical finance : an international journal of mathematics, statistics and financial theory
314
The journal of futures markets
289
Applied mathematical finance
285
The journal of computational finance
277
Journal of banking & finance
272
Quantitative finance
268
Journal of econometrics
262
Journal of economic dynamics & control
239
The journal of derivatives : the official publication of the International Association of Financial Engineers
232
Review of derivatives research
188
Risks : open access journal
187
Operations research
186
Computers & operations research : and their applications to problems of world concern ; an international journal
185
Operations research letters
182
Computational economics
172
International journal of production research
172
Mathematics of operations research
172
Discussion paper / Tinbergen Institute
154
Journal of mathematical finance
151
International journal of financial engineering
143
International journal of production economics
138
NBER working paper series
138
Management science : journal of the Institute for Operations Research and the Management Sciences
135
Research paper series / Swiss Finance Institute
132
Energy economics
129
Economics letters
125
Economic modelling
118
The European journal of finance
115
Working paper / National Bureau of Economic Research, Inc.
114
NBER Working Paper
109
Journal of financial economics
108
Working paper
105
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
103
The North American journal of economics and finance : a journal of financial economics studies
103
Asia-Pacific financial markets
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ECONIS (ZBW)
173
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1
Quadratic hedging strategies for volatility swaps
Wang, Xingchun
;
Fu, Jianping
;
Wang, Guanying
;
Wang, Yongjin
- In:
Finance research letters
15
(
2015
),
pp. 125-132
Persistent link: https://www.econbiz.de/10011553014
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
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:
4
A common jump factor stochastic volatility model
Laurini, Márcio Poletti
;
Mauad, Roberto Baltieri
- In:
Finance research letters
12
(
2015
),
pp. 2-10
Persistent link: https://www.econbiz.de/10011551744
Saved in:
5
Stochastic volatility and leverage : application to a panel of S&P500 stocks
Ozturk, Serda Selin
;
Richard, Jean-François
- In:
Finance research letters
12
(
2015
),
pp. 67-76
Persistent link: https://www.econbiz.de/10011552253
Saved in:
6
Asymptotic expansion of European options with mean-reverting stochastic volatility dynamics
Hu, Jun
;
Kanniainen, Juho
- In:
Finance research letters
14
(
2015
),
pp. 1-10
Persistent link: https://www.econbiz.de/10011552564
Saved in:
7
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
Saved in:
8
Robust general equilibrium under stochastic volatility model
Xu, Weidong
;
Wu, Chongfeng
;
Li, Hongyi
- In:
Finance research letters
7
(
2010
)
4
,
pp. 224-231
Persistent link: https://www.econbiz.de/10009272750
Saved in:
9
Merton's portfolio problem under Volterra Heston model
Han, Bingyan
;
Wong, Hoi Ying
- In:
Finance research letters
39
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012805194
Saved in:
10
An idea of risk-neutral momentum and market fear
Schadner, Wolfgang
- In:
Finance research letters
37
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012484870
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