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PRICING PATH-DEPENDENT OPTIONS...
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ARCH model
option pricing
679
Option pricing
622
Optionspreistheorie
620
Option pricing theory
598
Volatilität
294
Volatility
290
Stochastischer Prozess
273
Stochastic process
269
Optionsgeschäft
175
Option trading
172
Monte Carlo methods
169
Option Pricing
164
Derivative
136
Derivat
135
Monte Carlo simulation
122
Black-Scholes model
115
Black-Scholes-Modell
114
Monte-Carlo-Simulation
99
stochastic volatility
89
variance reduction
82
Theorie
67
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Statistische Verteilung
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Estimation
51
Simulation
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Schätzung
49
Theory
48
Portfolio-Management
46
Portfolio selection
45
Schätztheorie
43
ARCH-Modell
42
Markov chain
42
Estimation theory
41
implied volatility
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Maré, E.
3
Badescu, Alexandru
2
Chi, Yeguang
2
Fengler, Matthias
2
Gatheral, Jim
2
Hao, Wenyan
2
Jaisson, Thibault
2
Lilla, Francesca
2
Melnikov, Alexander
2
Rosenbaum, Mathieu
2
Stentoft, Lars
2
Venter, Pierre J.
2
Ahmad, Akhlaque
1
Alexander, Carol
1
Andreou, Panayiotis C.
1
Baldovin, Fulvio
1
Ballestra, Luca Vincenzo
1
Belhachemi, Rachid
1
Bianchi, Michele Leonardo
1
Breda, Vasile
1
Caporin, Massimiliano
1
Caraglio, Michele
1
Charalambous, Chris
1
Chen, Wei
1
Cheng, Yiying
1
Cheng, Zhang
1
Cui, Zhenyu
1
D'Innocenzo, Enzo
1
Dawud Thongtha
1
Du, Lingshan
1
Elliott, Robert J.
1
Escobar, Marcos
1
Fabozzi, Frank J.
1
Fan, Pengying
1
Ford, James L.
1
Goddard, John A.
1
Gruber, Peter H.
1
Guizzardi, Andrea
1
Hajizadeh, Ehsan
1
Hansen, Peter Reinhard
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Finance research letters
3
The journal of futures markets
3
Cogent economics & finance
2
Computational economics
2
International journal of forecasting
2
Journal of international financial markets, institutions & money
2
Quantitative finance
2
Research bulletin / The Institute of Cost Accountants of India
2
Advances in Pacific Basin business, economics, and finance
1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Discussion papers / Department of Economics, The University of Birmingham
1
Econometric reviews
1
Economic dynamics and sustainable development ; Part 2
1
Economic research
1
European journal of operational research : EJOR
1
International journal of financial engineering
1
International journal of theoretical and applied finance
1
Investment management and financial innovations
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Review of derivatives research
1
Review of quantitative finance and accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Temi di discussione / Banca d'Italia
1
The North American journal of economics and finance : a journal of financial economics studies
1
The accounting review : a publication of the American Accounting Association
1
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ECONIS (ZBW)
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1
Volatility and the hedging effectiveness of China fuel oil futures
Chen, Wei
;
Ford, James L.
-
2010
Persistent link: https://www.econbiz.de/10009374212
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2
Effect of return and volatility calculation on option pricing : an analysis using BANKNIFTY
Ahmad, Akhlaque
- In:
Research bulletin / The Institute of Cost Accountants …
41
(
2015
)
1
,
pp. 103-110
Persistent link: https://www.econbiz.de/10011420532
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3
Volatility forecasting using financial statement information
Sridharan, Suhas A.
- In:
The accounting review : a publication of the American …
90
(
2015
)
5
,
pp. 2079-2106
Persistent link: https://www.econbiz.de/10011375882
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4
The value of multivariate model sophistication : an application to pricing Dow Jones Industrial Average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Franceso
- In:
International journal of forecasting
30
(
2013
)
1
,
pp. 78-98
Persistent link: https://www.econbiz.de/10010247010
Saved in:
5
Option pricing under truncated Gram-Charlier expansion
Lin, Shin-Hung
;
Huang, Hung-Hsi
;
Li, Sheng-Han
- In:
The North American journal of economics and finance : a …
32
(
2015
),
pp. 77-97
Persistent link: https://www.econbiz.de/10011514435
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6
Option pricing with non-Gaussian scaling and infinite-state switching volatility
Baldovin, Fulvio
;
Caporin, Massimiliano
;
Caraglio, Michele
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 486-497
Persistent link: https://www.econbiz.de/10011499748
Saved in:
7
Investor attention and FX market volatility
Goddard, John A.
;
Kita, Arben
;
Wang, Qingwei
- In:
Journal of international financial markets, …
38
(
2015
),
pp. 79-96
Persistent link: https://www.econbiz.de/10011475168
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8
Assessing the performance of symmetric and asymmetric implied volatility functions
Andreou, Panayiotis C.
;
Charalambous, Chris
; …
- In:
Review of quantitative finance and accounting
42
(
2014
)
3
,
pp. 373-397
Persistent link: https://www.econbiz.de/10010391631
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9
A comparison of pricing kernels for GARCH option pricing with generalized hyperbolic distributions
Badescu, Alexandru
;
Elliott, Robert J.
;
Kulperger, Reg
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 669-708
Persistent link: https://www.econbiz.de/10009298478
Saved in:
10
Volatility analysis of Shanghai composite index and financial crises
Sheraz, Muhammad
;
Breda, Vasile
-
2016
Persistent link: https://www.econbiz.de/10013164574
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