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~subject:"Option trading"
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Option trading
Lévy process
207
Stochastischer Prozess
115
Stochastic process
113
Option pricing theory
94
Optionspreistheorie
94
Volatility
49
Volatilität
44
Stable convergence
28
Optionsgeschäft
25
Theorie
22
stable convergence
22
Theory
21
Zeitreihenanalyse
21
Statistical distribution
20
Statistische Verteilung
20
Time series analysis
20
Schätztheorie
19
Estimation theory
18
stochastic volatility
18
Stochastic volatility
17
Portfolio selection
15
Portfolio-Management
15
power variation
15
Power variation
14
option pricing
14
Option pricing
13
Risiko
13
Risk
13
Central limit theorem
12
Estimation
12
Hedging
12
Schätzung
12
Börsenkurs
11
CAPM
11
Share price
11
Capital income
10
Derivat
10
Derivative
10
Kapitaleinkommen
10
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English
25
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Kim, Young Shin
3
Aguilar, Jean-Philippe
2
Andersen, Torben
2
Bojarčenko, Svetlana I.
2
Chan, Tat Lung
2
Todorov, Viktor
2
Al-Hadad, Jonas
1
Ballotta, Laura
1
Bondarenko, Oleg
1
Boyarchenko, Mitya
1
Fusai, Gianluca
1
Fusari, Nicola
1
Gerhold, Stefan
1
Germano, Guido
1
Gülüm, I. Cetin
1
Hale, Nicholas
1
Jafari, Hossein
1
Khodayari, Leila
1
Kirkby, J. Lars
1
Korbel, Jan
1
Kumari, Sandya N.
1
Lee, Jaesung
1
Levendorskij, Sergej Z.
1
Li, Yuan
1
Ma, Shihua
1
Marazzina, Daniele
1
Mehra, Mani
1
Mehrdoust, Farshid
1
Mittnik, Stefan
1
Miyachi, Kaimon
1
Noorani, Idin
1
Ornthanalai, Chayawat
1
Palmowski, Zbigniew
1
Park, Jiho
1
Patel, Kuldip Singh
1
Pinter, Arpad
1
Rahimi, Ghazaleh
1
Ranjbar, Mojtaba
1
Rayée, Grégory
1
Salhi, Khaled
1
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International journal of theoretical and applied finance
3
Computational economics
2
European journal of operational research : EJOR
2
Journal of econometrics
2
Journal of risk and financial management : JRFM
2
Quantitative finance
2
Applied mathematical finance
1
CARF working paper
1
Computational Management Science : CMS
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Finance and stochastics
1
Finance research letters
1
International journal of economics and finance
1
International journal of financial engineering
1
Journal of financial economics
1
Review of derivatives research
1
Risks : open access journal
1
The journal of computational finance
1
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ECONIS (ZBW)
25
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1
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
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
Lévy jump risk : evidence from options and returns
Ornthanalai, Chayawat
- In:
Journal of financial economics
112
(
2014
)
1
,
pp. 69-90
Persistent link: https://www.econbiz.de/10010375952
Saved in:
5
Small-maturity asymptotics for the at-the-money implied volatility Slope in Lévy Models
Gerhold, Stefan
;
Gülüm, I. Cetin
;
Pinter, Arpad
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 135-157
Persistent link: https://www.econbiz.de/10011547000
Saved in:
6
Quanto option pricing in the presence of fat tails and asymmetric dependence
Kim, Young Shin
;
Lee, Jaesung
;
Mittnik, Stefan
;
Park, Jiho
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 512-520
Persistent link: https://www.econbiz.de/10011499753
Saved in:
7
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options
Fusai, Gianluca
;
Germano, Guido
;
Marazzina, Daniele
- In:
European journal of operational research : EJOR
251
(
2016
)
1
,
pp. 124-134
Persistent link: https://www.econbiz.de/10011446230
Saved in:
8
American and exotic option pricing with jump diffusions and other Lévy processes
Kirkby, J. Lars
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 89-148
Persistent link: https://www.econbiz.de/10011988194
Saved in:
9
Tempered stable process, first passage time, and path-dependent option pricing
Kim, Young Shin
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 187-215
Persistent link: https://www.econbiz.de/10011993461
Saved in:
10
Fourth-order compact scheme for option pricing under the Merton's and Kou's jump-diffusion models
Patel, Kuldip Singh
;
Mehra, Mani
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011892590
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