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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:"Optionspreistheorie"
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Option Prices with Stochastic...
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Black-Scholes-Modell
Currency option
Kapitaleinkommen
Monte Carlo simulation
Optionspreistheorie
Option pricing theory
269
Theorie
119
Theory
119
Volatility
81
Volatilität
81
Option trading
64
Optionsgeschäft
64
Stochastic process
45
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Nichtparametrisches Verfahren
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Stock option
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297
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Chen, Son-nan
6
Wu, Ting-pin
6
Aït-Sahalia, Yacine
5
Todorov, Viktor
5
Ritchken, Peter H.
4
Xiu, Dacheng
4
Bollerslev, Tim
3
Bondarenko, Oleg
3
Broadie, Mark
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Christoffersen, Peter F.
3
Fabozzi, Frank J.
3
Gouriéroux, Christian
3
Härdle, Wolfgang
3
Jacobs, Kris
3
Monfort, Alain
3
Newton, David P.
3
Orosi, Greg
3
Rich, Don R.
3
Rosenberg, Joshua V.
3
Russo, Emilio
3
Schoutens, Wim
3
Tauchen, George Eugene
3
Tian, Yisong Sam
3
Wei, Jason
3
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2
Barone-Adesi, Giovanni
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2
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2
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2
Duan, Jin-Chuan
2
Duck, Peter W.
2
Engle, Robert F.
2
Figlewski, Stephen
2
Fusari, Nicola
2
Gallant, A. Ronald
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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
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
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 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
International review of financial analysis
49
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ECONIS (ZBW)
297
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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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