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isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"United States"
~subject:"Zinsderivat"
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Search: subject_exact:"Optionspreismodell"
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United States
Zinsderivat
Option pricing theory
335
Optionspreistheorie
335
Theorie
110
Theory
110
Option trading
82
Optionsgeschäft
82
Volatility
78
Volatilität
78
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Chen, Son-nan
4
Wu, Ting-pin
4
Chen, Ren-Raw
2
Orosi, Greg
2
Ritchken, Peter H.
2
Rosenberg, Joshua V.
2
Wei, Jason
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Ammann, Manuel
1
Bajaj, Mukesh
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1
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1
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1
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1
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Asia-Pacific financial markets
Review of quantitative finance and accounting
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
44
The review of financial studies
29
The journal of computational finance
27
The journal of finance : the journal of the American Finance Association
23
International journal of theoretical and applied finance
21
Review of derivatives research
20
Journal of banking & finance
19
Journal of financial and quantitative analysis : JFQA
19
Working paper / National Bureau of Economic Research, Inc.
18
Journal of financial economics
17
The journal of fixed income
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Finance and stochastics
11
Applied mathematical finance
10
Real estate economics : journal of the American Real Estate and Urban Economics Association
10
The journal of real estate finance and economics
10
International journal of financial engineering
9
Discussion paper / Centre for Economic Policy Research
7
International review of economics & finance : IREF
7
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7
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
7
Advances in futures and options research : a research annual
6
American journal of agricultural economics
6
Finance and economics discussion series
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Gabler Edition Wissenschaft
6
Quantitative finance
6
The journal of business : B
6
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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Applied economics
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European journal of operational research : EJOR
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Journal of econometrics
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Journal of mathematical finance
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Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Working paper series / Federal Reserve Bank of Atlanta
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CREATES research paper
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Federal Reserve Bank of Cleveland working paper series
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Global finance journal
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ECONIS (ZBW)
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1
Options and the gamma knife
Martin, Ian
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 71-79
Persistent link: https://www.econbiz.de/10011968668
Saved in:
2
Pricing interest-rate derivatives with piecewise multilinear interpolations and transition parameters
Ben-Ameur, Hatem
;
Karoui, Lotfi
;
Mnif, Walid
- In:
The journal of derivatives : the official publication …
22
(
2014
)
2
,
pp. 82-109
Persistent link: https://www.econbiz.de/10011311415
Saved in:
3
Barrier caps and floors under the LIBOR market model with double exponential jumps
Chang, Jui-jane
;
Chen, Son-nan
;
Wang, Chun-chao
;
Wu, …
- In:
The journal of derivatives : the official publication …
21
(
2014
)
4
,
pp. 7-30
Persistent link: https://www.econbiz.de/10010387683
Saved in:
4
Factor models for option pricing
Carr, Peter
;
Madan, Dilip B.
- In:
Asia-Pacific financial markets
19
(
2012
)
4
,
pp. 319-329
Persistent link: https://www.econbiz.de/10009705364
Saved in:
5
What does implied volatility skew measure?
Mixon, Scott
- In:
The journal of derivatives : the official publication …
18
(
2011
)
3
,
pp. 9-25
Persistent link: https://www.econbiz.de/10009229670
Saved in:
6
Pricing and hedging volatility smile under multifactor interest rate models
Kuo, I.-doun
- In:
Review of quantitative finance and accounting
36
(
2011
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10009271374
Saved in:
7
A multi-parameter extension of Figlewski’s option-pricing formula
Orosi, Greg
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 72-82
Persistent link: https://www.econbiz.de/10009316794
Saved in:
8
Valuation of CMS spread options with nonzero strike rates in the LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 41-55
Persistent link: https://www.econbiz.de/10009316812
Saved in:
9
Extracting risk-neutral density and its moments from American option prices
Tian, Yisong Sam
- In:
The journal of derivatives : the official publication …
18
(
2011
)
3
,
pp. 17-34
Persistent link: https://www.econbiz.de/10008986624
Saved in:
10
Meteorological forecasts and the pricing of temperature futures
Ritter, Matthias
;
Mußhoff, Oliver
;
Odening, Martin
- In:
The journal of derivatives : the official publication …
19
(
2011
)
2
,
pp. 45-60
Persistent link: https://www.econbiz.de/10009413613
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