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subject:"Derivative"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of derivatives : JOD"
~type:"article"
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Search: subject_exact:"Asian option"
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Derivative
Option trading
64
Optionsgeschäft
64
Option pricing theory
53
Optionspreistheorie
53
Derivat
20
Volatility
16
Volatilität
16
Stochastic process
15
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2
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Journal of economic dynamics & control
The journal of derivatives : JOD
The journal of futures markets
25
International journal of theoretical and applied finance
21
Review of derivatives research
17
Applied mathematical finance
16
International journal of financial engineering
14
Finance research letters
13
International review of economics & finance : IREF
13
Journal of banking & finance
13
Quantitative finance
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of financial economics
12
European journal of operational research : EJOR
11
International review of financial analysis
8
Journal of financial markets
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Journal of mathematical finance
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The European journal of finance
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Risks : open access journal
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Global finance journal
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Review of quantitative finance and accounting
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The journal of computational finance
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The journal of finance : the journal of the American Finance Association
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Annals of finance
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Applied financial economics
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Cogent economics & finance
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Finance and stochastics
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Journal of derivatives & hedge funds
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Journal of econometrics
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Journal of risk and financial management : JRFM
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematics and financial economics
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Research bulletin / The Institute of Cost Accountants of India
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Review of financial economics : RFE
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ECONIS (ZBW)
20
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1
American option pricing and filtering with a hidden regime-switching jump diffusion
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 106-123
Persistent link: https://www.econbiz.de/10013174827
Saved in:
2
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
3
The time dimension of volatility : implications for option strategy design
Hill, Joanne M.
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 97-109
Persistent link: https://www.econbiz.de/10014231053
Saved in:
4
Simplified option price derivations
Shimko, David C.
- In:
The journal of derivatives : JOD
29
(
2022
)
5
,
pp. 9-19
Persistent link: https://www.econbiz.de/10014231070
Saved in:
5
Pricing discretely monitored barrier options under Markov processes through markov chain approximation
Cui, Zhenyu
;
Taylor, Stephen
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 8-33
Persistent link: https://www.econbiz.de/10012486028
Saved in:
6
Jump, diffusion, and long-term volatility risks with incremental information in VIX assets
Chen, Sonnan
;
Gu, Yuchi
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 60-96
Persistent link: https://www.econbiz.de/10012486031
Saved in:
7
Analytical valuation of exotic double barrier options
Chang, Jui-Jane
;
Pai, Hui-Ming
;
Wu, Ting-Pin
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 97-122
Persistent link: https://www.econbiz.de/10012486032
Saved in:
8
Can the improved CMBO strategies beat the CMBO index?
Liu, Wei-Han
;
Chang, Jow-Ran
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 163-183
Persistent link: https://www.econbiz.de/10012486036
Saved in:
9
Bias correction for bond option greeks via jackknife
Zhang, Jinyu
;
Gao, Kang
;
Li, Yong
- In:
The journal of derivatives : JOD
28
(
2021
)
4
,
pp. 45-63
Persistent link: https://www.econbiz.de/10012612919
Saved in:
10
Semi-analytical solutions for barrier and American options written on a time-dependent Ornstein-Uhlenbeck process
Carr, Peter
;
Itkin, Andrey
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10012612941
Saved in:
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