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~isPartOf:"Review of quantitative finance and accounting"
~subject:"Börsenkurs"
~subject:"Option pricing theory"
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Börsenkurs
Option pricing theory
Volatility
103
Volatilität
103
Optionspreistheorie
55
Share price
47
Capital income
43
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43
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31
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98
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98
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Chang, Chuang-chang
4
Chen, Ren-Raw
4
Lee, Cheng F.
4
Hur, Jungshik
3
Lin, Shih-kuei
3
Palmon, Oded
3
Vivek Singh
3
Costabile, Massimo
2
Kuo, I.-doun
2
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2
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2
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2
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2
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2
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1
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1
Andreou, Panayiotis C.
1
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1
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1
Azzaz, Julien
1
Bae, Sung-chul
1
Baek, Chung
1
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1
Bakshi, Gurdip S.
1
Basse Mama, Houdou
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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Review of quantitative finance and accounting
International journal of theoretical and applied finance
480
Finance research letters
339
The journal of futures markets
334
Journal of banking & finance
320
Mathematical finance : an international journal of mathematics, statistics and financial theory
261
The journal of computational finance
257
Applied mathematical finance
249
Quantitative finance
229
Finance and stochastics
221
The North American journal of economics and finance : a journal of financial economics studies
217
The journal of derivatives : the official publication of the International Association of Financial Engineers
210
Energy economics
207
International review of financial analysis
203
NBER working paper series
193
Working paper / National Bureau of Economic Research, Inc.
178
International review of economics & finance : IREF
176
Review of derivatives research
173
Applied economics
158
Journal of economic dynamics & control
155
Economic modelling
154
Journal of financial economics
149
Insurance / Mathematics & economics
141
The European journal of finance
140
European journal of operational research : EJOR
135
Journal of empirical finance
134
NBER Working Paper
134
Applied economics letters
132
Journal of econometrics
128
Journal of risk and financial management : JRFM
126
International journal of financial engineering
124
Applied financial economics
123
Risks : open access journal
123
Computational economics
122
Research paper series / Swiss Finance Institute
122
Research in international business and finance
119
Journal of mathematical finance
115
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
109
The journal of finance : the journal of the American Finance Association
102
Journal of international financial markets, institutions & money
101
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ECONIS (ZBW)
98
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1
Do option traders on value and growth stocks react differently to new information?
He, Wei
;
Lee, Yen-sheng
;
Wei, Peihwang
- In:
Review of quantitative finance and accounting
34
(
2010
)
3
,
pp. 371-381
Persistent link: https://www.econbiz.de/10003970085
Saved in:
2
The role of stochastic
volatility
and return jumps : reproducing
volatility
and higher moments in the KOSPI 200 returns dynamics
Kim, In-joon
;
Baek, In-Seok
;
Noh, Jaesun
;
Kim, Sol
- In:
Review of quantitative finance and accounting
29
(
2007
)
1
,
pp. 69-110
Persistent link: https://www.econbiz.de/10003600092
Saved in:
3
A jump diffusion model for VIX
volatility
options and futures
Psychoyios, Dimitris
;
Dotsis, George
;
Markellos, Raphaēl N.
- In:
Review of quantitative finance and accounting
35
(
2010
)
3
,
pp. 245-269
Persistent link: https://www.econbiz.de/10009260276
Saved in:
4
Foreign exchange option pricing in the currency cycle with jump risks
Lin, Chien-Hsiu
;
Lin, Shih-kuei
;
Wu, An-Chi
- In:
Review of quantitative finance and accounting
44
(
2015
)
4
,
pp. 755-789
Persistent link: https://www.econbiz.de/10011333144
Saved in:
5
Local
volatility
calibration during turbulent periods
Skindilias, Konstantinos
;
Lo, Chia Chun
- In:
Review of quantitative finance and accounting
44
(
2015
)
3
,
pp. 425-444
Persistent link: https://www.econbiz.de/10011327607
Saved in:
6
Is the realized
volatility
good for option pricing during the recent financial crisis?
Jou, Yow-jen
;
Wang, Chih-wei
;
Chiu,Wan-chien
- In:
Review of quantitative finance and accounting
40
(
2013
)
1
,
pp. 171-188
Persistent link: https://www.econbiz.de/10009699487
Saved in:
7
Do dividend initiations signal a reduction in risk? : evidence from the option market
Jones, Jeffrey S.
;
Gu, Jenny
;
Liu, Pu
- In:
Review of quantitative finance and accounting
42
(
2014
)
1
,
pp. 143-158
Persistent link: https://www.econbiz.de/10010345141
Saved in:
8
R-2GAM stochastic
volatility
model : flexibility and calibration
Lee, Cheng F.
;
Sokolinskiy, Oleg
- In:
Review of quantitative finance and accounting
45
(
2015
)
3
,
pp. 463-483
Persistent link: https://www.econbiz.de/10011531991
Saved in:
9
Investor sentiment and interest rate
volatility
smile : evidence from Eurodollar options markets
Chen, Cathy Yi-Hsuan
;
Kuo, I.-doun
- In:
Review of quantitative finance and accounting
43
(
2014
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10010490403
Saved in:
10
Volatilities implied by price changes in the S&P 500 options and futures contracts
Hilliard, Jitka
;
Li, Wei
- In:
Review of quantitative finance and accounting
42
(
2014
)
4
,
pp. 599-626
Persistent link: https://www.econbiz.de/10010431376
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