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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:"Volatility"
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Option Prices with Stochastic...
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Currency option
Kapitaleinkommen
Monte Carlo simulation
Volatility
Option pricing theory
258
Optionspreistheorie
258
Theorie
146
Theory
146
Option trading
59
Optionsgeschäft
59
Volatilität
56
USA
55
United States
55
Black-Scholes model
35
Black-Scholes-Modell
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Estimation
31
Schätzung
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Yield curve
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Zinsstruktur
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Derivat
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Derivative
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Hedging
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Stochastic process
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Stochastischer Prozess
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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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Statistische Verteilung
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Swap
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Börsenkurs
11
Share price
11
Capital income
9
Portfolio selection
9
Portfolio-Management
9
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9
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English
71
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Bakshi, Gurdip S.
3
Chen, Zhiwu
2
Fleming, Jeff
2
Newton, David P.
2
Ritchken, Peter H.
2
Rosenberg, Joshua V.
2
Russo, Emilio
2
Wu, Liuren
2
Andersen, Torben
1
Babsiri, Mohamed el
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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1
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1
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1
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1
Cao, Charles Q.
1
Carr, Peter
1
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1
Chatterjee, Rupak
1
Chen, Ding
1
Choi, Seung-mook S.
1
Chourdakis, Kyriakos
1
Chriss, Neil
1
Chuang, Chienmin
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
International journal of theoretical and applied finance
194
Quantitative finance
125
The journal of computational finance
103
The journal of futures markets
99
Applied mathematical finance
96
Journal of banking & finance
86
Mathematical finance : an international journal of mathematics, statistics and financial theory
79
Review of derivatives research
60
Finance and stochastics
58
European journal of operational research : EJOR
55
Computational economics
53
International journal of financial engineering
53
Finance research letters
52
Journal of economic dynamics & control
46
The North American journal of economics and finance : a journal of financial economics studies
45
Journal of econometrics
42
Journal of mathematical finance
41
Risks : open access journal
39
Journal of financial economics
38
Research paper series / Swiss Finance Institute
35
Insurance / Mathematics & economics
33
The European journal of finance
31
Journal of risk and financial management : JRFM
30
Applied economics
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
Review of quantitative finance and accounting
27
Annals of finance
26
Energy economics
26
Asia-Pacific financial markets
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Decisions in economics and finance : DEF ; a journal of applied mathematics
25
International review of economics & finance : IREF
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International review of financial analysis
22
Journal of empirical finance
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Economic modelling
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Journal of financial and quantitative analysis : JFQA
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Working paper series / Centre for Practical Quantitative Finance
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ECONIS (ZBW)
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1
Volatility surface calibration to illiquid options
Nagy, László
;
Ormos, Mihály
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 87-96
Persistent link: https://www.econbiz.de/10012306175
Saved in:
2
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:
3
Impact of net buying pressure on changes in implied volatility : before and after the onset of the subprime crisis
Shiu, Yung-ming
;
Pan, Ging-ginq
;
Lin, Shu-hui
;
Wu, Tu-cheng
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 54-66
Persistent link: https://www.econbiz.de/10003985513
Saved in:
4
Volatility cones and their sampling properties
Hodges, Stewart D.
;
Tompkins, Robert G.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10001718685
Saved in:
5
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
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6
Volatility risk premiums embedded in individual equity options : some new insights
Bakshi, Gurdip S.
;
Kapadia, Nikunj
- In:
The journal of derivatives : the official publication …
11
(
2003
)
1
,
pp. 45-54
Persistent link: https://www.econbiz.de/10001799002
Saved in:
7
Valuation of perpetual strangles : a quasi-analytical approach
Chuang, Chienmin
- In:
The journal of derivatives : the official publication …
21
(
2013
)
1
,
pp. 64-72
Persistent link: https://www.econbiz.de/10010191934
Saved in:
8
On pricing and hedging in the swaption market : how many factors, really?
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter H.
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 9-33
Persistent link: https://www.econbiz.de/10003611410
Saved in:
9
A new approach for computing option prices of the Hull-White type with stepwise reversion and volatility finctions
Jin, Hui
;
Gotoh, Jun-ya
;
Sumita, Ushio
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 67-85
Persistent link: https://www.econbiz.de/10003611518
Saved in:
10
Pricing and hedging volatility derivatives
Broadie, Mark
;
Jain, Ashish
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003673338
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