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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:"Statistische Verteilung"
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Option Prices with Stochastic...
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Black-Scholes-Modell
Currency option
Kapitaleinkommen
Monte Carlo simulation
Statistische Verteilung
Option pricing theory
269
Optionspreistheorie
269
Theorie
119
Theory
119
Volatility
81
Volatilität
81
Option trading
64
Optionsgeschäft
64
Stochastic process
45
Stochastischer Prozess
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Black-Scholes model
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USA
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Interest rate derivative
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Nichtparametrisches Verfahren
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Aktienoption
13
Stock option
13
Börsenkurs
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84
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Aït-Sahalia, Yacine
2
Bollerslev, Tim
2
Bondarenko, Oleg
2
Tian, Yisong Sam
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Todorov, Viktor
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Xiu, Dacheng
2
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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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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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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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Chuang, Chienmin
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Corradi, Valentina
1
Dai, Tian-shyr
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
128
The journal of computational finance
84
The journal of futures markets
66
Applied mathematical finance
65
Quantitative finance
64
Mathematical finance : an international journal of mathematics, statistics and financial theory
57
Computational economics
56
Finance and stochastics
48
Journal of banking & finance
45
Review of derivatives research
42
International journal of financial engineering
35
Journal of mathematical finance
35
Finance research letters
32
Journal of economic dynamics & control
30
The North American journal of economics and finance : a journal of financial economics studies
30
Asia-Pacific financial markets
27
European journal of operational research : EJOR
27
Journal of financial economics
27
Risks : open access journal
24
Journal of risk and financial management : JRFM
22
Review of quantitative finance and accounting
21
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Insurance / Mathematics & economics
18
The European journal of finance
18
Research paper series / Swiss Finance Institute
17
The journal of finance : the journal of the American Finance Association
17
Working paper series / Centre for Practical Quantitative Finance
17
International review of financial analysis
16
Journal of empirical finance
16
Journal of financial and quantitative analysis : JFQA
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Applied economics
15
Energy economics
15
The review of financial studies
15
International review of economics & finance : IREF
14
Options : classic approaches to pricing and modelling
14
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
14
Journal of risk
11
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ECONIS (ZBW)
84
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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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