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~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Black-Scholes-Modell"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
~subject:"Nichtparametrisches Verfahren"
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Option Prices with Stochastic...
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Black-Scholes-Modell
Currency option
Kapitaleinkommen
Monte Carlo simulation
Nichtparametrisches Verfahren
Option pricing theory
269
Optionspreistheorie
269
Theorie
119
Theory
119
Volatility
81
Volatilität
81
Option trading
64
Optionsgeschäft
64
Stochastic process
45
Stochastischer Prozess
45
Black-Scholes model
40
USA
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United States
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Interest rate derivative
15
Nonparametric statistics
15
Zinsderivat
15
Aktienoption
13
Stock option
13
Börsenkurs
12
CAPM
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Aït-Sahalia, Yacine
3
Bollerslev, Tim
2
Härdle, Wolfgang
2
Todorov, Viktor
2
Xiu, Dacheng
2
Almeida, Caio
1
Babsiri, Mohamed el
1
Bakshi, Gurdip S.
1
Barone, Gaia
1
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1
Bennett, Michael N.
1
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1
Bondarenko, Oleg
1
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1
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1
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1
Brigo, Damiano
1
Broadie, Mark
1
Brooks, Robert
1
Buraschi, Andrea
1
Carr, Peter
1
Cassano, Mark A.
1
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1
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1
Chen, Qiang
1
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1
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1
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1
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Journal of econometrics
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
112
The journal of computational finance
78
The journal of futures markets
58
Applied mathematical finance
57
Mathematical finance : an international journal of mathematics, statistics and financial theory
55
Quantitative finance
55
Finance and stochastics
50
Computational economics
49
Journal of banking & finance
41
Review of derivatives research
37
International journal of financial engineering
32
Journal of mathematical finance
30
Finance research letters
28
The North American journal of economics and finance : a journal of financial economics studies
28
Journal of financial economics
26
Asia-Pacific financial markets
25
European journal of operational research : EJOR
25
Journal of economic dynamics & control
24
Journal of risk and financial management : JRFM
21
Risks : open access journal
21
Review of quantitative finance and accounting
19
Research paper series / Swiss Finance Institute
18
The European journal of finance
18
Decisions in economics and finance : DEF ; a journal of applied mathematics
17
Working paper series / Centre for Practical Quantitative Finance
17
Energy economics
15
International review of financial analysis
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
The journal of finance : the journal of the American Finance Association
15
The review of financial studies
15
Journal of empirical finance
14
Options : classic approaches to pricing and modelling
14
Applied economics
13
Journal of financial and quantitative analysis : JFQA
13
Insurance / Mathematics & economics
12
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
SFB 649 discussion paper
12
International review of economics & finance : IREF
11
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ECONIS (ZBW)
75
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1
The valuation of compound options : a correction and an extension
Chen, Ren-Raw
;
He, Wei
- In:
The journal of derivatives : the official publication …
22
(
2015
)
4
,
pp. 92-104
Persistent link: https://www.econbiz.de/10011399781
Saved in:
2
European compound options written on perpetual American options
Barone, Gaia
- In:
The journal of derivatives : the official publication …
20
(
2012
)
3
,
pp. 61-74
Persistent link: https://www.econbiz.de/10009725348
Saved in:
3
On implied volatility for options : some reasons to smile and more to correct
Chen, Song Xi
;
Xu, Zheng
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010258291
Saved in:
4
Hermite polynomial based expansion of European option prices
Xiu, Dacheng
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 158-177
Persistent link: https://www.econbiz.de/10010372651
Saved in:
5
Learning, confidence, and option prices
Shaliastovich, Ivan
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 18-42
Persistent link: https://www.econbiz.de/10011498730
Saved in:
6
The forward valuation of compound options
Buraschi, Andrea
;
Dumas, Bernard
- In:
The journal of derivatives : the official publication …
9
(
2001
)
1
,
pp. 8-17
Persistent link: https://www.econbiz.de/10001618892
Saved in:
7
Bayesian analysis of contingent claim model error
Jacquier, Eric
;
Jarrow, Robert A.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 145-180
Persistent link: https://www.econbiz.de/10001437752
Saved in:
8
Evolution of interest rate models : a comparison
Ho, Thomas S. Y.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 9-20
Persistent link: https://www.econbiz.de/10001223174
Saved in:
9
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 49-83
Persistent link: https://www.econbiz.de/10001772141
Saved in:
10
Volatility surface calibration to illiquid options
Nagy, László
;
Ormos, Mihály
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 87-96
Persistent link: https://www.econbiz.de/10012306175
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