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isPartOf:"Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement"
~isPartOf:"The European journal of finance"
~subject:"Experiment"
~subject:"Fusion"
~subject:"Theory"
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Search: subject_exact:"Optionspreismodell"
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Option pricing theory
97
Optionspreistheorie
97
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19
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Chesney, Marc
2
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1
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Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
The European journal of finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
191
International journal of theoretical and applied finance
124
Finance and stochastics
108
The journal of derivatives : the official publication of the International Association of Financial Engineers
92
The journal of computational finance
77
Applied mathematical finance
71
The journal of futures markets
70
Review of derivatives research
58
Journal of banking & finance
50
Journal of economic dynamics & control
40
The journal of finance : the journal of the American Finance Association
39
The journal of real estate finance and economics
38
The review of financial studies
35
Working paper series / Centre for Practical Quantitative Finance
29
Journal of financial economics
28
Advances in futures and options research : a research annual
27
Journal of financial and quantitative analysis : JFQA
27
SFB 649 discussion paper
27
Quantitative finance
26
Gabler Edition Wissenschaft
25
Working paper / National Bureau of Economic Research, Inc.
23
SpringerLink / Bücher
21
Discussion paper / B
20
Finance : revue de l'Association Française de Finance
20
Asia-Pacific financial markets
19
The journal of fixed income
19
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
Decisions in economics and finance : DEF ; a journal of applied mathematics
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
Computational economics
16
Europäische Hochschulschriften / 5
16
Real estate economics : journal of the American Real Estate and Urban Economics Association
16
Springer finance
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Lecture notes in economics and mathematical systems : LNEMS
14
The journal of risk and insurance : the journal of the American Risk and Insurance Association
14
Journal of econometrics
13
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ECONIS (ZBW)
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1
A parameter based approach to single factor stochastic process selection for real options applications
Bastian-Pinto, Carlos de Lamare
;
Brandão, Luiz Eduardo …
- In:
The European journal of finance
27
(
2021
)
15
,
pp. 1533-1552
Persistent link: https://www.econbiz.de/10012653114
Saved in:
2
Hedging of Asian options under exponential Lévy models : computation and performance
Ballotta, Laura
;
Gerrard, Russell
;
Kyriakou, Ioannis
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 297-323
Persistent link: https://www.econbiz.de/10011736257
Saved in:
3
The relationship between conditional value at risk and option prices with a closed-form solution
Mitra, Sovan
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 400-425
Persistent link: https://www.econbiz.de/10010528975
Saved in:
4
Real option pricing with mean-reverting investment and project value
Jaimungal, Sebastian
;
Souza, Max O. de
;
Zubelli, Jorge P.
- In:
The European journal of finance
19
(
2013
)
7/8
,
pp. 625-644
Persistent link: https://www.econbiz.de/10010244747
Saved in:
5
Numerical solution of the sequential investment model : a note on Dixit and Pindyck's (1994) analysis
Berry, R. H.
;
Zuo, S. X.
- In:
The European journal of finance
16
(
2010
)
8
,
pp. 743-752
Persistent link: https://www.econbiz.de/10008759345
Saved in:
6
What a delta hedge really does : a theoretical and pedagogical note
Howell, Sydney D.
- In:
The European journal of finance
14
(
2008
)
1/2
,
pp. 33-47
Persistent link: https://www.econbiz.de/10003744671
Saved in:
7
Pricing Parisians and barriers by hitting time simulation
Anderluh, J. H. M.
- In:
The European journal of finance
14
(
2008
)
1/2
,
pp. 137-156
Persistent link: https://www.econbiz.de/10003744737
Saved in:
8
A technique for reducing discretization bias from Monte Carlo simulations : option pricing under stochastic interest rates
Lindset, Snorre
;
Lund, Arne-Christian
- In:
The European journal of finance
13
(
2007
)
5/6
,
pp. 545-564
Persistent link: https://www.econbiz.de/10003570611
Saved in:
9
A generalization of the formulas for options on the maximum or the minimum of several assets
Lindset, Snorre
- In:
The European journal of finance
12
(
2006
)
8
,
pp. 717-730
Persistent link: https://www.econbiz.de/10003396191
Saved in:
10
Confined exponential approximations for the valuation of American options
Lee, Jongwoo
;
Paxson, Dean A.
- In:
The European journal of finance
9
(
2003
)
5
,
pp. 449-474
Persistent link: https://www.econbiz.de/10001885434
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