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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"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
~subject:"Share price"
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Option Prices with Stochastic...
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Currency option
Kapitaleinkommen
Monte Carlo simulation
Share price
Option pricing theory
257
Optionspreistheorie
257
Theorie
145
Theory
145
Option trading
59
Optionsgeschäft
59
Volatility
56
Volatilität
56
USA
55
United States
55
Black-Scholes model
35
Black-Scholes-Modell
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Estimation
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Index futures
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Index-Futures
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Aktienoption
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Stock option
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Interest rate derivative
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Zinsderivat
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Statistical distribution
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Swap
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Börsenkurs
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Capital income
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31
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Andersen, Torben
1
Babsiri, Mohamed el
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Bakshi, Gurdip S.
1
Bennett, Michael N.
1
Benzoni, Luca
1
Bollerslev, Tim
1
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1
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1
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1
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1
Dutt, Samir K.
1
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1
Fournier, Mathieu
1
Gesser, Vincent
1
Ghamami, Samim
1
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1
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1
Heston, Steven L.
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Jacobs, Kris
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 journal of computational finance
46
International journal of theoretical and applied finance
45
Quantitative finance
39
The journal of futures markets
38
Journal of banking & finance
26
Finance research letters
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
Journal of financial economics
22
Finance and stochastics
20
Applied mathematical finance
19
Computational economics
19
Research paper series / Swiss Finance Institute
19
European journal of operational research : EJOR
17
The North American journal of economics and finance : a journal of financial economics studies
17
Journal of risk and financial management : JRFM
16
Review of derivatives research
15
International journal of financial engineering
14
Journal of economic dynamics & control
14
Energy economics
13
Journal of econometrics
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Risks : open access journal
13
Journal of financial and quantitative analysis : JFQA
12
The European journal of finance
12
Working paper series / Centre for Practical Quantitative Finance
12
Journal of mathematical finance
11
Review of quantitative finance and accounting
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The review of financial studies
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Insurance / Mathematics & economics
10
International review of financial analysis
10
Journal of empirical finance
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Applied economics
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International review of economics & finance : IREF
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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1
Stock splits, volatility increases, and implied volatilities
Sheikh, Aamir M.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1361-1372
Persistent link: https://www.econbiz.de/10001080354
Saved in:
2
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:
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
On bounding option prices in Paretian stable markets
Popova, Ivilina
- In:
The journal of derivatives : the official publication …
5
(
1998
)
4
,
pp. 32-43
Persistent link: https://www.econbiz.de/10001246678
Saved in:
9
The impact of short sales constraints on stock index futures prices : evidence from FT-SE 100 futures
Pope, Peter F.
- In:
The journal of derivatives : the official publication …
1
(
1994
)
4
,
pp. 15-26
Persistent link: https://www.econbiz.de/10001219387
Saved in:
10
The price of political uncertainty : theory and evidence from the option market
Kelly, Bryan T.
;
Pástor, Ľuboš
;
Veronesi, Pietro
- In:
The journal of finance : the journal of the American …
71
(
2016
)
5
,
pp. 2417-2480
Persistent link: https://www.econbiz.de/10011562365
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