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~subject:"Option trading"
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Option trading
Theorie
5,983
Theory
5,466
Volatilität
2,624
Volatility
2,579
Optionspreistheorie
2,502
Option pricing theory
2,404
Stochastischer Prozess
1,804
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1,725
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Risikopräferenz
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Prognoseverfahren
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Zeitreihenanalyse
714
Forecasting model
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Optionsgeschäft
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Risk attitude
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option pricing
673
Time series analysis
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CAPM
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Option pricing
613
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Cui, Zhenyu
12
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6
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6
Brignone, Riccardo
5
Ewald, Christian-Oliver
5
Fusai, Gianluca
5
Stentoft, Lars
5
Antonov, Alexandre
4
Ballestra, Luca Vincenzo
4
Bernard, Carole
4
Fodor, Andy
4
Frau, Carme
4
Gourier, Elise
4
Kirkby, J. Lars
4
Kyriakou, Ioannis
4
Leippold, Markus
4
Leung, Tim
4
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4
Li, Minqiang
4
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4
Ma, Jingtang
4
McAleer, Michael
4
Neumann, Michael
4
Orosi, Greg
4
Perrakis, Stylianos
4
Sgarra, Carlo
4
Wu, Liuren
4
Anagnostopoulou, Seraina C.
3
Bali, Turan G.
3
Boyarchenko, Mitya
3
Boyarchenko, Svetlana
3
Carr, Peter
3
Chesney, Marc
3
Czerwonko, Michal
3
DeLisle, Jared
3
Dorn, Daniel
3
Escobar, Marcos
3
Fusari, Nicola
3
Gauthier, Geneviève
3
Gikhman, Ilya I.
3
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Research paper series / Swiss Finance Institute
17
Swiss Finance Institute Research Paper
14
Quantitative finance
9
Applied mathematical finance
8
International journal of theoretical and applied finance
8
Review of derivatives research
8
International journal of financial engineering
7
The journal of computational finance
7
European journal of operational research : EJOR
6
Journal of banking & finance
6
Journal of risk and financial management : JRFM
6
The journal of futures markets
6
Computational economics
5
Risks : open access journal
5
Discussion paper / Tinbergen Institute
4
Finance research letters
4
Journal of econometrics
4
Journal of economic dynamics & control
4
Journal of risk
4
The North American journal of economics and finance : a journal of financial economics studies
4
Annals of finance
3
Applied economics
3
Economic modelling
3
Journal of derivatives & hedge funds
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Journal of derivatives and quantitative studies
3
Journal of financial econometrics
3
Journal of financial economics
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Journal of financial markets
3
Mathematics and financial economics
3
Rotman School of Management Working Paper
3
Theoretical economics letters
3
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3
Applied economics letters
2
Asia-Pacific financial markets
2
Borsa Istanbul Review
2
CFS working paper series
2
CoFE discussion papers
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of mathematical finance
2
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ECONIS (ZBW)
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1
The double exponential jump diffusion model for pricing European options under fuzzy environments
Zhang, Li-Hua
;
Zhang, Wei-guo
;
Xiao, Wei-Lin
- In:
Economic modelling
29
(
2012
)
3
,
pp. 780-786
Persistent link: https://www.econbiz.de/10009545516
Saved in:
2
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
3
,
pp. 1081-1145
Persistent link: https://www.econbiz.de/10011378591
Saved in:
3
Double barrier options in regime-switching hyper-exponential jump-diffusion models
Boyarchenko, Mitya
;
Bojarčenko, Svetlana I.
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1005-1043
Persistent link: https://www.econbiz.de/10009407678
Saved in:
4
Perpetual options on multiple underlyings
Duck, Peter W.
;
Evatt, Geoffrey W.
;
Johnson, Paul V.
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 174-200
Persistent link: https://www.econbiz.de/10010352003
Saved in:
5
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
Saved in:
6
On the importance of the traders' rules for pricing options : evidence from intraday data
Kim, Sol
;
Lee, Changjun
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
6
,
pp. 873-894
Persistent link: https://www.econbiz.de/10010476863
Saved in:
7
The continuous limit of weak GARCH
Alexander, Carol
;
Lazar, Emese
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 197-216
Persistent link: https://www.econbiz.de/10012483807
Saved in:
8
A general framework for pricing Asian options under stochastic volatility on parallel architecture
Corsaro, Stefania
;
Kyriakou, Ioannis
;
Marazzina, Daniele
; …
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1082-1095
Persistent link: https://www.econbiz.de/10011942796
Saved in:
9
The CTMC–Heston model : calibration and exotic option pricing with SWIFT
Leitao, Álvaro
;
Kirkby, J. Lars
;
Ortiz-Garcia, Luis
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 71-114
Persistent link: https://www.econbiz.de/10012544164
Saved in:
10
Jumps in commodity prices : new approaches for pricing plain vanilla options
Crosby, John
;
Frau, Carme
- In:
Energy economics
114
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013477538
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