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Derivative
Valuation
987
valuation
867
options
415
Options
393
Theorie
250
Theory
237
Optionspreistheorie
226
Option pricing theory
220
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futures
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Battauz, Anna
3
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3
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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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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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2
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2
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2
Abad Díaz, David
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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The journal of derivatives : JOD
13
Journal of financial economics
5
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5
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5
Economic modelling
3
International journal of financial engineering
3
International review of economics & finance : IREF
3
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2
Cogent economics & finance
2
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2
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2
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2
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2
Journal of economic dynamics & control
2
Manufacturing & service operations management : M & SOM
2
Review of financial economics : RFE
2
The European journal of finance
2
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2
The international journal of business and finance research : IJBFR
2
The journal of asset management
2
The journal of futures markets
2
The journal of portfolio management : JPM
2
Theoretical economics letters
2
American journal of agricultural economics
1
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1
Applied economic perspectives and policy
1
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1
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1
Asia-Pacific journal of financial studies
1
Australian journal of management
1
Cowles Foundation Discussion Papers
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Digital finance : smart data analytics, investment innovation, and financial technology
1
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1
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
1
Energy economics
1
FFA Working Papers : FFA working paper
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ECONIS (ZBW)
139
RePEc
2
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1
Derivatives and default risk
Scholz, Sebastian
-
2010
is less likely to be bailed out, the effect on upstream profits is ambiguous while consumers loose.
Options
are less … welfare increasing than forwards, but the difference is minimal. In the presence of bankruptcy,
options
are the preferred …
Persistent link: https://www.econbiz.de/10003951795
Saved in:
2
Analysing bank-issued option pricing
Abad Díaz, David
;
Nieto Domenech, Belen
- In:
The European journal of finance
17
(
2011
)
1/2
,
pp. 49-65
Persistent link: https://www.econbiz.de/10009155464
Saved in:
3
Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions
Vincent-Humphreys, Rupert de
;
Noss, Joseph
-
2012
Persistent link: https://www.econbiz.de/10009559811
Saved in:
4
Impacts of derivative markets on spot market volatility and their persistence
Fong, Lik
;
Han, Chulwoo
- In:
Applied economics
47
(
2015
)
22/24
,
pp. 2250-2258
Persistent link: https://www.econbiz.de/10010516655
Saved in:
5
Derivatives in Islamic finance : the need and mechanisms avaiable
Rizvi, Syed Aun R.
;
Arshad, Shaista
;
Lahsasna, Ahcene
- In:
International journal of financial services management …
7
(
2014
)
3/4
,
pp. 177-195
Persistent link: https://www.econbiz.de/10011287751
Saved in:
6
Psychology, stock/FX trading and option prices
Beilis, Alan
;
Dash, Jan W.
;
Volkman Wise, Jacqueline
- In:
The journal of behavioral finance : a publication of …
15
(
2014
)
3
,
pp. 251-268
Persistent link: https://www.econbiz.de/10011303205
Saved in:
7
New solvable stochastic volatility models for pricing volatility derivatives
Itkin, Andrey
- In:
Review of derivatives research
16
(
2013
)
2
,
pp. 111-134
Persistent link: https://www.econbiz.de/10009774404
Saved in:
8
Hedging efficiency in the Greek
options
market before and after the financial crisis of 2008
Shackleton, Mark B.
;
Voukelatos, Nikolaos
- In:
Journal of multinational financial management
23
(
2013
)
1/2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009728527
Saved in:
9
The option to stock volume ratio and future returns
Johnson, Travis L.
;
So, Eric
- In:
Journal of financial economics
106
(
2012
)
2
,
pp. 262-286
Persistent link: https://www.econbiz.de/10009666658
Saved in:
10
A unique view of hedge fund derivatives usage : safeguard or speculation?
Aragon, George O.
;
Martin, J. Spencer
- In:
Journal of financial economics
105
(
2012
)
2
,
pp. 436-456
Persistent link: https://www.econbiz.de/10009666817
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