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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The review of financial studies"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
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Option Prices with Stochastic...
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Currency option
Kapitaleinkommen
Monte Carlo simulation
Option pricing theory
307
Optionspreistheorie
307
Theorie
187
Theory
187
USA
84
United States
84
Volatility
67
Volatilität
67
Option trading
64
Optionsgeschäft
64
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44
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34
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Index futures
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Aktienoption
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16
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Statistische Verteilung
16
Börsenkurs
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15
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30
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Bakshi, Gurdip S.
2
Jacobs, Kris
2
Vanden, Joel M.
2
Andersen, Torben
1
Babsiri, Mohamed el
1
Baele, Lieven
1
Bennett, Michael N.
1
Benzoni, Luca
1
Boogert, Alexander
1
Brenner, Menachem
1
Broadie, Marc
1
Chambers, Donald Robert
1
Chateauneuf, Alain
1
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1
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1
Choi, Seung-mook S.
1
Christoffersen, Peter F.
1
Coval, Joshua
1
Driessen, Joost
1
Duan, Jin-Chuan
1
Duck, Peter W.
1
Dutt, Samir K.
1
Ebert, Sebastian
1
Eldor, Rafi
1
Fournier, Mathieu
1
Foy, Matthew
1
Gesser, Vincent
1
Ghamami, Samim
1
Grullon, Gustavo
1
Hauser, Shmuel
1
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1
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1
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1
Jong, Cyriel de
1
Kapadia, Nikunj
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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American Finance Association
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The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of finance : the journal of the American Finance Association
The review of financial studies
The journal of computational finance
46
International journal of theoretical and applied finance
39
Quantitative finance
34
The journal of futures markets
26
Journal of banking & finance
20
Journal of financial economics
20
Computational economics
19
Applied mathematical finance
18
Finance and stochastics
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
European journal of operational research : EJOR
15
Journal of risk and financial management : JRFM
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Finance research letters
14
The North American journal of economics and finance : a journal of financial economics studies
14
Energy economics
13
Journal of economic dynamics & control
12
Review of derivatives research
12
Working paper series / Centre for Practical Quantitative Finance
12
International journal of financial engineering
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Risks : open access journal
11
Insurance / Mathematics & economics
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Journal of financial and quantitative analysis : JFQA
9
Research paper series / Swiss Finance Institute
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Review of quantitative finance and accounting
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The European journal of finance
9
International review of financial analysis
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Journal of econometrics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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International journal of economics and finance
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ECONIS (ZBW)
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1
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1239-1284
Persistent link: https://www.econbiz.de/10001684993
Saved in:
2
Index option returns : still puzzling
Chambers, Donald Robert
;
Foy, Matthew
;
Liebner, Jeffrey
; …
- In:
The review of financial studies
27
(
2014
)
6
,
pp. 1915-1928
Persistent link: https://www.econbiz.de/10010371332
Saved in:
3
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
Saved in:
4
Papers and proceedings : Fifty-ninth annual meeting, New York, New York January 4-6, 1999 // American Finance Association. Hans R. Stoll, selection ed.
Stoll, Hans R.
(
contributor
)
-
American Finance Association
-
1999
Persistent link: https://www.econbiz.de/10001395744
Saved in:
5
A discrete time option model dependent on expected return : a note
O'Brien, Thomas J.
- In:
The journal of finance : the journal of the American …
41
(
1986
)
2
,
pp. 515-520
Persistent link: https://www.econbiz.de/10001015096
Saved in:
6
Equilibrium valuation of foreign exchange claims
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 799-826
Persistent link: https://www.econbiz.de/10001222420
Saved in:
7
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:
8
Cumulative prospect theory, option returns, and the variance premium
Baele, Lieven
;
Driessen, Joost
;
Ebert, Sebastian
; …
- In:
The review of financial studies
32
(
2019
)
9
,
pp. 3667-3723
Persistent link: https://www.econbiz.de/10012108129
Saved in:
9
Comonotonic Monte Carlo simulation and its applications in option pricing and quantification of risk
Chateauneuf, Alain
;
Mostoufi, Mina
;
Vyncke, David
- In:
The journal of derivatives : the official publication …
24
(
2016
)
1
,
pp. 18-28
Persistent link: https://www.econbiz.de/10011687326
Saved in:
10
Options trading and the CAPM
Vanden, Joel M.
- In:
The review of financial studies
17
(
2004
)
1
,
pp. 207-238
Persistent link: https://www.econbiz.de/10001907142
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