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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:"Stochastischer Prozess"
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Option Prices with Stochastic...
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Black-Scholes-Modell
Currency option
Kapitaleinkommen
Monte Carlo simulation
Stochastischer Prozess
Option pricing theory
269
Optionspreistheorie
269
Theorie
119
Theory
119
Volatility
81
Volatilität
81
Option trading
64
Optionsgeschäft
64
Stochastic process
45
Black-Scholes model
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Aktienoption
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Stock option
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Todorov, Viktor
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Aït-Sahalia, Yacine
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Xiu, Dacheng
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Bakshi, Gurdip S.
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Beliaeva, Natalia A.
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Bollerslev, Tim
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2
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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
Barone, Gaia
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
284
The journal of computational finance
139
Quantitative finance
136
Applied mathematical finance
124
Finance and stochastics
116
Mathematical finance : an international journal of mathematics, statistics and financial theory
112
The journal of futures markets
88
Computational economics
83
International journal of financial engineering
74
European journal of operational research : EJOR
73
Insurance / Mathematics & economics
73
Review of derivatives research
68
Journal of mathematical finance
64
Journal of banking & finance
63
Journal of economic dynamics & control
58
Risks : open access journal
58
The North American journal of economics and finance : a journal of financial economics studies
53
Finance research letters
52
Asia-Pacific financial markets
41
Research paper series / Swiss Finance Institute
37
The European journal of finance
37
Journal of risk and financial management : JRFM
35
Annals of finance
33
Journal of financial economics
33
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
30
Decisions in economics and finance : DEF ; a journal of applied mathematics
29
Energy economics
28
Review of quantitative finance and accounting
23
Working paper series / Centre for Practical Quantitative Finance
23
Economic modelling
22
Mathematical finance : an international journal of mathematics, statistics and financial economics
22
Applied economics
21
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Operations research letters
20
The journal of finance : the journal of the American Finance Association
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The review of financial studies
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International review of financial analysis
19
SFB 649 discussion paper
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ECONIS (ZBW)
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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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