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~subject:"Option trading"
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Option trading
Volatility
41,061
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40,792
Theorie
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20,354
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17,274
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Hull, John
27
Wang, Xingchun
22
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18
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18
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18
Joshi, Mark S.
17
Lee, Hangsuck
17
Stentoft, Lars
17
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16
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Kelly, Bryan T.
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The journal of futures markets
119
International journal of theoretical and applied finance
92
Journal of banking & finance
67
Review of derivatives research
62
The journal of derivatives : the official publication of the International Association of Financial Engineers
62
The journal of computational finance
58
Quantitative finance
56
Applied mathematical finance
53
Finance research letters
53
Mathematical finance : an international journal of mathematics, statistics and financial theory
41
Journal of economic dynamics & control
39
The North American journal of economics and finance : a journal of financial economics studies
38
International journal of financial engineering
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Computational economics
31
Finance and stochastics
31
European journal of operational research : EJOR
27
Journal of mathematical finance
27
Journal of financial economics
25
International review of economics & finance : IREF
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Research paper series / Swiss Finance Institute
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International review of financial analysis
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Risks : open access journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of quantitative finance and accounting
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The European journal of finance
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Asia-Pacific financial markets
18
Journal of financial markets
18
Applied economics
17
The journal of derivatives : JOD
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Economic modelling
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Insurance / Mathematics & economics
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Journal of econometrics
15
Journal of risk and financial management : JRFM
15
Applied financial economics
14
Swiss Finance Institute Research Paper
14
Annals of finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Journal of financial and quantitative analysis : JFQA
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Theoretical economics letters
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ECONIS (ZBW)
3,346
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1
Option smiling when investors' estimates of asset
volatility
disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Saved in:
2
Rare disasters, credit, and option market puzzles
Christoffersen, Peter F.
;
Du, Du
;
Elkamhi, Redouane
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1341-1364
Persistent link: https://www.econbiz.de/10011684726
Saved in:
3
Optionsbewertung mit stochastischer Volatilität : Implementation des Heston-Modells
Muck, Matthias
;
Rudolf, Markus
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
35
(
2006
)
6
,
pp. 325-330
Persistent link: https://www.econbiz.de/10003324884
Saved in:
4
Exotic option pricing in Heston's stochastic
volatility
model
Griebsch, Susanne A.
-
2008
Persistent link: https://www.econbiz.de/10003881039
Saved in:
5
Robust static hedging of barrier options in stochastic
volatility
models
Maruhn, Jan H.
;
Sachs, Ekkehard
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 405-433
Persistent link: https://www.econbiz.de/10003909254
Saved in:
6
Put-call symmetry : extensions and applications
Carr, Peter
;
Lee, Roger
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 523-560
Persistent link: https://www.econbiz.de/10003937125
Saved in:
7
Conditional density models for asset pricing
Filipović, Damir
;
Hughston, Lane P.
;
Macrina, Andrea
-
2010
along with the specification of (a) the initial density, and (b) the
volatility
structure of the density. The
volatility
…
Persistent link: https://www.econbiz.de/10008797695
Saved in:
8
Spanning tests for options using principal components methods
Hansen, Charlotte S.
;
Tuypens, Bjorn E.
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 739-746
Persistent link: https://www.econbiz.de/10003491227
Saved in:
9
A simple approach to pricing American options under the Heston stochastic
volatility
model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 25-43
Persistent link: https://www.econbiz.de/10003985507
Saved in:
10
Robust approximations for pricing Asian options and
volatility
swaps under stochastic
volatility
Forde, Martin
;
Jacquier, Antoine
- In:
Applied mathematical finance
17
(
2010
)
3/4
,
pp. 241-259
Persistent link: https://www.econbiz.de/10008653259
Saved in:
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