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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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Option Prices with Stochastic...
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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
Black-Scholes-Modell
40
USA
36
United States
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Estimation
35
Schätzung
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Derivat
33
Derivative
33
Statistical distribution
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ARCH model
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ARCH-Modell
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Interest rate derivative
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Zinsderivat
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Aktienoption
13
Stock option
13
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English
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
3
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
2
Bates, David S.
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Beliaeva, Natalia A.
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2
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2
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2
Dravid, Ajay R.
2
Duan, Jin-Chuan
2
Duck, Peter W.
2
Engle, Robert F.
2
Figlewski, Stephen
2
Fusari, Nicola
2
Gallant, A. Ronald
2
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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
253
Finance and stochastics
228
Journal of banking & finance
214
Quantitative finance
198
Review of derivatives research
178
Insurance / Mathematics & economics
140
Journal of economic dynamics & control
134
European journal of operational research : EJOR
133
International journal of financial engineering
118
Finance research letters
115
Journal of mathematical finance
109
Computational economics
107
Risks : open access journal
93
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
The journal of finance : the journal of the American Finance Association
60
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
The review of financial studies
59
NBER working paper series
58
Energy economics
57
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
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:
2
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:
3
Conic option pricing
Madan, Dilip B.
;
Schoutens, Wim
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 10-36
Persistent link: https://www.econbiz.de/10011931506
Saved in:
4
Curve-fitting method for implied volatility
Wu, Desheng Dash
;
Liu, Tianxiang
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 19-37
Persistent link: https://www.econbiz.de/10011968684
Saved in:
5
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:
6
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
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7
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
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8
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:
9
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:
10
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
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