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~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Currency option"
~subject:"Derivat"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
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Option Prices with Stochastic...
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Currency option
Derivat
Kapitaleinkommen
Monte Carlo simulation
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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Aktienoption
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Stock option
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Gouriéroux, Christian
3
Monfort, Alain
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Xiu, Dacheng
3
Aït-Sahalia, Yacine
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Bollerslev, Tim
2
Broadie, Mark
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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
137
Applied mathematical finance
76
The journal of computational finance
72
Quantitative finance
67
The journal of futures markets
55
Review of derivatives research
53
Journal of banking & finance
50
European journal of operational research : EJOR
42
Mathematical finance : an international journal of mathematics, statistics and financial theory
38
Finance and stochastics
36
Journal of mathematical finance
36
Energy economics
35
International journal of financial engineering
35
Computational economics
32
Journal of economic dynamics & control
31
The North American journal of economics and finance : a journal of financial economics studies
30
Risks : open access journal
29
Finance research letters
28
The European journal of finance
28
Journal of financial economics
26
Journal of risk and financial management : JRFM
25
Insurance / Mathematics & economics
24
International review of financial analysis
22
The journal of derivatives : JOD
22
International review of economics & finance : IREF
20
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Research paper series / Swiss Finance Institute
19
Applied economics letters
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
17
SpringerLink / Bücher
17
The journal of finance : the journal of the American Finance Association
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Journal of financial and quantitative analysis : JFQA
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Annals of finance
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Asia-Pacific financial markets
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SFB 649 discussion paper
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Applied economics
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The review of financial studies
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ECONIS (ZBW)
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1
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:
2
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:
3
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
4
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
Bollerslev, Tim
;
Gibson, Michael S.
;
Zhou, Hao
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 235-245
Persistent link: https://www.econbiz.de/10009242522
Saved in:
5
Simulating path-dependent options : a new approach
Babsiri, Mohamed el
;
Noel, Gerald
- In:
The journal of derivatives : the official publication …
6
(
1998
)
2
,
pp. 65-83
Persistent link: https://www.econbiz.de/10001355631
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6
Volatility patterns : theory and some evidence from the dollar-mark option market
Gesser, Vincent
- In:
The journal of derivatives : the official publication …
5
(
1997
)
2
,
pp. 46-61
Persistent link: https://www.econbiz.de/10001232635
Saved in:
7
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
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8
Model-based pricing for financial derivatives
Zhu, Ke
;
Ling, Shiqing
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 447-457
Persistent link: https://www.econbiz.de/10011499705
Saved in:
9
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
10
Extremum estimation and numerical derivatives
Hong, Han
;
Mahajan, Aprajit
;
Nekipelov, Denis N.
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 250-263
Persistent link: https://www.econbiz.de/10011500338
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