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Option Prices with Stochastic...
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Option pricing theory
44
Optionspreistheorie
44
Volatility
18
Volatilität
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Derivat
15
Derivative
15
Option trading
12
Optionsgeschäft
12
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Lai, Van Son
3
Xu, Yaofei
3
Yan, Cheng
3
Chateau, Jean-Pierre D.
2
Jin, Xing
2
Shi, Yukun
2
Stasinakis, Charalampos
2
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1
Alsakka, Rasha
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Ap Gwilym, Owain
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Bastian-Pinto, Carlos de Lamare
1
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1
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1
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1
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1
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1
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International review of financial analysis
International journal of theoretical and applied finance
496
Mathematical finance : an international journal of mathematics, statistics and financial theory
281
The journal of futures markets
275
The journal of computational finance
262
Applied mathematical finance
257
Finance and stochastics
228
The journal of derivatives : the official publication of the International Association of Financial Engineers
224
Journal of banking & finance
214
Quantitative finance
201
Review of derivatives research
178
Insurance / Mathematics & economics
140
Journal of economic dynamics & control
135
European journal of operational research : EJOR
133
Finance research letters
121
International journal of financial engineering
118
Journal of mathematical finance
109
Computational economics
108
Risks : open access journal
99
Research paper series / Swiss Finance Institute
89
Asia-Pacific financial markets
86
The European journal of finance
84
The North American journal of economics and finance : a journal of financial economics studies
84
Journal of financial economics
81
Journal of econometrics
76
Journal of financial and quantitative analysis : JFQA
63
Energy economics
61
The journal of finance : the journal of the American Finance Association
61
NBER working paper series
59
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
The review of financial studies
59
Review of quantitative finance and accounting
56
SFB 649 discussion paper
55
Annals of finance
53
Working paper / National Bureau of Economic Research, Inc.
53
International review of economics & finance : IREF
51
The journal of real estate finance and economics
51
Decisions in economics and finance : DEF ; a journal of applied mathematics
50
Journal of risk and financial management : JRFM
50
Economic modelling
49
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ECONIS (ZBW)
49
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1
Risk appetite and option prices : evidence from the Chinese SSE50 options market
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248927
Saved in:
2
The role of asset payouts in the estimation of default barriers
Bougias, Alexandros
;
Episcopos, Athanasios
;
Leledakis, …
- In:
International review of financial analysis
81
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013396237
Saved in:
3
Analysis about the black-scholes asset price under the regime-switching framework
Tian, Ping
;
Zhou, Hang
;
Zhou, Duotai
- In:
International review of financial analysis
88
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014471870
Saved in:
4
An analytical approximation to the option formula for the GARCH model
Choi, Youngsoo
- In:
International review of financial analysis
14
(
2005
)
2
,
pp. 149-164
Persistent link: https://www.econbiz.de/10002738237
Saved in:
5
Parameter estimation bias and volatility scaling in Black-Scholes option prices
Batten, Jonathan A.
;
Ellis, Craig
- In:
International review of financial analysis
14
(
2005
)
2
,
pp. 165-176
Persistent link: https://www.econbiz.de/10002738262
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6
Finance models as metaphors
McGoun, Elton G.
- In:
International review of financial analysis
12
(
2003
)
4
,
pp. 421-433
Persistent link: https://www.econbiz.de/10001814336
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7
The statistical properties of parameters inferred from the Black-Scholes formula
Butler, John S.
- In:
International review of financial analysis
5
(
1996
)
3
,
pp. 223-235
Persistent link: https://www.econbiz.de/10001233346
Saved in:
8
Normality test of option-implied risk-neutral densities : evidence from the small Finnish market
Nikkinen, Jussi
- In:
International review of financial analysis
12
(
2003
)
2
,
pp. 99-116
Persistent link: https://www.econbiz.de/10001769969
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9
Stock index futures arbitrage in emerging markets : Polish evidence
Białkowski, Je̜drzej
;
Jakubowski, Jacek
- In:
International review of financial analysis
17
(
2008
)
2
,
pp. 363-381
Persistent link: https://www.econbiz.de/10003765100
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10
Credit insurance and investment : a contingent claims analysis approach
Lai, Van Son
;
Soumaré, Issoufa
- In:
International review of financial analysis
19
(
2010
)
2
,
pp. 98-107
Persistent link: https://www.econbiz.de/10008669497
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