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isPartOf:"The journal of computational finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"American options"
~subject:"Black-Scholes-Modell"
~subject:"Markov-Kette"
~subject:"Mathematical finance"
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American options
Black-Scholes-Modell
Markov-Kette
Mathematical finance
Option trading
101
Optionsgeschäft
101
Option pricing theory
94
Optionspreistheorie
94
Stochastic process
26
Stochastischer Prozess
26
Volatility
24
Volatilität
24
Black-Scholes model
20
Derivat
18
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barrier options
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stochastic volatility
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American option
3
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25
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Ko, Bangwon
3
Lee, Hangsuck
3
Ahn, Soohan
1
Andersen, Leif B. G.
1
Bain, Alan
1
Battauz, Anna
1
Bhatoo, Omishwary
1
Chevalier, Etienne
1
Davis, Jesse
1
De Donno, Marzia
1
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1
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1
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1
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1
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1
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1
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1
Jeon, Junkee
1
Jiang, I-Ming
1
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1
Kim, Eunchae
1
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1
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1
Kord, Yaser
1
Ku, Hyejin
1
Lake, Mark
1
Leduc, Guillaume
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1
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1
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1
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1
Liu, Yu-hong
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Ly Vath, Vathana
1
Mariapragassam, Matthieu
1
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1
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The journal of computational finance
The North American journal of economics and finance : a journal of financial economics studies
International journal of theoretical and applied finance
29
Review of derivatives research
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
International journal of financial engineering
13
Applied mathematical finance
12
Computational economics
12
Quantitative finance
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
Journal of economic dynamics & control
9
The journal of futures markets
9
Finance and stochastics
7
Finance research letters
7
Journal of banking & finance
7
Journal of mathematical finance
7
International journal of theoretical and applied finance : IJTAF
6
The European journal of finance
6
Annals of finance
5
Applied economics
5
Asia-Pacific financial markets
5
European journal of operational research : EJOR
5
Journal of derivatives & hedge funds
5
Journal of risk and financial management : JRFM
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
International review of economics & finance : IREF
4
Investment management and financial innovations
4
Risks : open access journal
4
Journal of econometrics
3
Journal of emerging market finance
3
Journal of financial economics
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
The journal of derivatives : JOD
3
Working paper series / Centre for Practical Quantitative Finance
3
Applied financial economics
2
Cogent economics & finance
2
De Gruyter studies in mathematics
2
Discussion paper / B
2
Economic modelling
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Finanzmarkt und Portfolio-Management
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ECONIS (ZBW)
25
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1
Psychological barriers and option pricing in a local volatility model
Li, Dan
;
Liu, Lixin
;
Xu, Guangli
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246900
Saved in:
2
Pricing European continuous-installment currency options with mean-reversion
Jeon, Junkee
;
Kim, Geonwoo
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013413559
Saved in:
3
Valuing lookback options with barrier
Lee, Hangsuck
;
Kim, Eunchae
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013449142
Saved in:
4
On the exercise of American quanto options
Battauz, Anna
;
De Donno, Marzia
;
Sbuelz, Alessandro
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013538939
Saved in:
5
Pricing barrier options with deep backward stochastic differential equation methods
Ganesan, Narayan
;
Yu, Yajie
;
Hientzsch, Bernhard
- In:
The journal of computational finance
25
(
2022
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014546284
Saved in:
6
Gradient boosting for quantitative finance
Davis, Jesse
;
Devos, Laurens
;
Reyners, Sofie
;
Schoutens, Wim
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012544161
Saved in:
7
The CTMC–Heston model : calibration and exotic option pricing with SWIFT
Leitao, Álvaro
;
Kirkby, J. Lars
;
Ortiz-Garcia, Luis
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 71-114
Persistent link: https://www.econbiz.de/10012544164
Saved in:
8
Calibration of local-stochastic and path-dependent volatility models to vanilla and no-touch options
Bain, Alan
;
Mariapragassam, Matthieu
;
Reisinger, Christoph
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 115-161
Persistent link: https://www.econbiz.de/10012544167
Saved in:
9
Is the nonlinear hedge of options more effective? : evidence from the SSE 50 ETF options in China
Yu, Xiao-Jian
;
Wang, Zi-Ling
;
Xiao, Wei-Lin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012665985
Saved in:
10
Pricing American call options using the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
The journal of computational finance
23
(
2020
)
4
,
pp. 93-113
Persistent link: https://www.econbiz.de/10012212488
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