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isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Review of derivatives research"
~subject:"Optionsgeschäft"
~subject:"Optionspreistheorie"
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Optionsgeschäft
Optionspreistheorie
Theorie
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79
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Journal of financial and quantitative analysis : JFQA
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
Asia-Pacific financial markets
18
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
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ECONIS (ZBW)
91
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51
An extended set of risk neutral valuation relationships for the pricing of contingent claims
Câmara, António
- In:
Review of derivatives research
3
(
1999
)
1
,
pp. 67-83
Persistent link: https://www.econbiz.de/10001445809
Saved in:
52
Discontinuous interest rate processes : an equilibrium model for bond option prices
Attari, Mukarram
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
3
,
pp. 293-322
Persistent link: https://www.econbiz.de/10001453389
Saved in:
53
A universal lattice
Chen, Ren-Raw
;
Yang, Tyler T.
- In:
Review of derivatives research
3
(
1999
)
2
,
pp. 115-133
Persistent link: https://www.econbiz.de/10001484568
Saved in:
54
Stochastic duration and fast coupon bond option pricing in multi-factor models
Munk, Claus
- In:
Review of derivatives research
3
(
1999
)
2
,
pp. 157-181
Persistent link: https://www.econbiz.de/10001484571
Saved in:
55
Options on the minimum or the maximum of two average prices
Wu, Xueping
;
Zhang, Jin E.
- In:
Review of derivatives research
3
(
1999
)
2
,
pp. 183-204
Persistent link: https://www.econbiz.de/10001484572
Saved in:
56
Pricing lookback and barrier options under the CEV process
Boyle, Phelim P.
;
Tian, Yisong Sam
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
2
,
pp. 241-264
Persistent link: https://www.econbiz.de/10001436318
Saved in:
57
Asymmetric information about volatility : how does it affect implied volatility, option prices and market liquidity?
Nandi, Saikat
- In:
Review of derivatives research
3
(
1999
)
3
,
pp. 215-236
Persistent link: https://www.econbiz.de/10001493258
Saved in:
58
Interest rate option pricing with volatility humps
Ritchken, Peter H.
;
Chuang, Iyuan
- In:
Review of derivatives research
3
(
1999
)
3
,
pp. 237-262
Persistent link: https://www.econbiz.de/10001493259
Saved in:
59
American option valuation under stochastic interest rates
Chung, San-Lin
- In:
Review of derivatives research
3
(
1999
)
3
,
pp. 283-307
Persistent link: https://www.econbiz.de/10001493261
Saved in:
60
Nonparametric modeling of US interest rate term structure dynamics and implications on the prices of derivative securities
Jiang, George J.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
4
,
pp. 465-497
Persistent link: https://www.econbiz.de/10001256376
Saved in:
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