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isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Review of derivatives research"
~subject:"Optionsgeschäft"
~subject:"Optionspreistheorie"
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Optionsgeschäft
Optionspreistheorie
Theorie
597
Theory
597
Option pricing theory
94
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92
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92
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84
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83
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Journal of financial and quantitative analysis : JFQA
Asia-Pacific financial markets
Review of derivatives research
Mathematical finance : an international journal of mathematics, statistics and financial theory
196
Finance and stochastics
121
International journal of theoretical and applied finance
115
The journal of derivatives : the official publication of the International Association of Financial Engineers
104
The journal of futures markets
87
The journal of computational finance
69
Journal of banking & finance
67
Applied mathematical finance
63
The review of financial studies
48
The journal of finance : the journal of the American Finance Association
46
Journal of economic dynamics & control
42
The journal of real estate finance and economics
39
Journal of financial economics
35
Working paper / National Bureau of Economic Research, Inc.
33
Gabler Edition Wissenschaft
31
Working paper series / Centre for Practical Quantitative Finance
31
Advances in futures and options research : a research annual
28
SFB 649 discussion paper
27
Finance : revue de l'Association Française de Finance
25
SpringerLink / Bücher
23
Discussion paper / B
22
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
22
Série des documents de travail / Centre de Recherche en Économie et Statistique
21
The European journal of finance
21
The journal of fixed income
20
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Europäische Hochschulschriften / 5
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
18
Discussion paper / Centre for Economic Policy Research
17
Journal of econometrics
17
The journal of risk and insurance : the journal of the American Risk and Insurance Association
17
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
16
Lecture notes in economics and mathematical systems : LNEMS
16
Real estate economics : journal of the American Real Estate and Urban Economics Association
16
Mathematical methods of operations research
15
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
15
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ECONIS (ZBW)
109
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1
Diversification with options and structured products
Yuan, Shuonan
;
Rieger, Marc Oliver
- In:
Review of derivatives research
24
(
2021
)
1
,
pp. 55-77
Persistent link: https://www.econbiz.de/10012498474
Saved in:
2
An FBSDE approach to American option pricing with an interacting particle method
Fujii, Masaaki
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 239-260
Persistent link: https://www.econbiz.de/10011524808
Saved in:
3
Heterogeneous beliefs and risk-neutral skewness
Friesen, Geoffrey C.
;
Zhang, Yi
;
Zorn, Thomas S.
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
4
,
pp. 851-872
Persistent link: https://www.econbiz.de/10009672401
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
A forward started jump-diffusion model and pricing of cliquet style exotics
Drimus, Gabriel
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 125-140
Persistent link: https://www.econbiz.de/10008695496
Saved in:
6
Analytical approximations for the critical stock prices of American options : a performance comparison
Li, Minqiang
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 75-99
Persistent link: https://www.econbiz.de/10008695500
Saved in:
7
Exchange option pricing under stochastic volatility : a correlation expansion
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 45-73
Persistent link: https://www.econbiz.de/10008695501
Saved in:
8
Convenience yields
Jarrow, Robert A.
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 25-43
Persistent link: https://www.econbiz.de/10008695502
Saved in:
9
A fast Fourier transform technique for pricing American options under stochastic volatility
Zhylyevskyy, Oleksandr
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10008695503
Saved in:
10
The economic role of jumps and recovery rates in the market for corporate default risk
Schneider, Paul
;
Sögner, Leopold
;
Veza, Tanja
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
6
,
pp. 1517-1547
Persistent link: https://www.econbiz.de/10008909155
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