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~subject:"Volatilität"
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Volatilität
Optionsgeschäft
4,938
Option trading
4,937
Optionspreistheorie
2,926
Option pricing theory
2,916
Volatility
1,310
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Ryu, Doojin
15
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14
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12
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10
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9
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9
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Kelly, Bryan T.
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Ruan, Xinfeng
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Jacquier, Antoine (Jack)
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Kim, Sol
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Muck, Matthias
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Nguyen, Duy
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Rockinger, Michael
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Shaikh, Imlak
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Vorst, Ton
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Bernales, Alejandro
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Donders, Monique
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Doran, James S.
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Gehricke, Sebastian A.
5
Goldstein, Robert S.
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Kirkby, J. Lars
5
Lian, Guanghua
5
Lung, Peter P.
5
Madan, Dilip B.
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Muzzioli, Silvia
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Padhi, Puja
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The journal of futures markets
66
Journal of banking & finance
42
International journal of theoretical and applied finance
36
Applied mathematical finance
26
Quantitative finance
26
Review of derivatives research
24
Finance research letters
22
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
International review of financial analysis
15
Journal of financial markets
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
International journal of financial engineering
13
International review of economics & finance : IREF
13
The journal of computational finance
13
Applied economics
12
Journal of financial economics
12
Journal of econometrics
11
Journal of economic dynamics & control
11
The North American journal of economics and finance : a journal of financial economics studies
11
Computational economics
10
Review of quantitative finance and accounting
10
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9
European journal of operational research : EJOR
9
Cogent economics & finance
8
Discussion paper / Tinbergen Institute
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
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Applied economics letters
7
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7
The European journal of finance
7
The journal of finance : the journal of the American Finance Association
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7
Annals of finance
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Asia-Pacific journal of financial studies
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Finance and stochastics
6
Journal of empirical finance
6
Journal of international financial markets, institutions & money
6
Swiss Finance Institute Research Paper
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
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ECONIS (ZBW)
1,313
EconStor
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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:
2
Pricing and static hedging of American-style options under the jump to default extended CEV model
Ruas, João Pedro
;
Dias, José Carlos
;
Nunes, Joaõ …
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4059-4072
Persistent link: https://www.econbiz.de/10010244898
Saved in:
3
Spiking the volatility punch
Carr, Peter
;
Figà-Talamanca, Gianna
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 495-520
Persistent link: https://www.econbiz.de/10012516169
Saved in:
4
Pricing American options with the Runge-Kutta-Legendre finite difference scheme
Le Floc'h, Fabien
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012652624
Saved in:
5
Pricing American options with jumps in asset and volatility
Taruvinga, Blessing
;
Kang, Boda
;
Nikitopoulos, …
-
2019
-
Updated January 2019
Persistent link: https://www.econbiz.de/10013255767
Saved in:
6
Approximate pricing of American exchange options with jumps
Lian, Guanghua
;
Elliott, Robert J.
;
Kalev, Petko S.
; …
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 983-1001
Persistent link: https://www.econbiz.de/10013287907
Saved in:
7
On American VIX options under the generalized 3/2 and 1/2 models
Detemple, Jérôme B.
;
Kitapbayev, Yerkin
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 550-581
Persistent link: https://www.econbiz.de/10011969085
Saved in:
8
A unified approach to Bermudan and barrier options under stochastic volatility models with jumps
Kirkby, J. Lars
;
Nguyen, Duy
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
80
(
2017
),
pp. 75-100
Persistent link: https://www.econbiz.de/10011817629
Saved in:
9
American option pricing under the double Heston model based on asymptotic expansion
Zhang, S. M.
;
Feng, Y.
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 211-226
Persistent link: https://www.econbiz.de/10012194649
Saved in:
10
The volatility target effect in investment-linked products with embedded American-type derivatives
Albeverio, Sergio
;
Steblovskaya, Victoria
;
Wallbaum, Kai
- In:
Investment management and financial innovations
16
(
2019
)
3
,
pp. 18-28
Persistent link: https://www.econbiz.de/10012159339
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