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subject:"Derivative"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"barrier options"
~type:"article"
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Derivative
barrier options
Option trading
49
Optionsgeschäft
49
Option pricing theory
38
Optionspreistheorie
38
Theorie
34
Theory
34
Hedging
11
Black-Scholes model
10
Black-Scholes-Modell
10
Volatility
7
Volatilität
7
Stochastic process
5
Stochastischer Prozess
5
Yield curve
5
Zinsstruktur
5
Derivat
4
Portfolio selection
4
Portfolio-Management
4
Search theory
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Suchtheorie
4
American options
3
Transaction costs
3
Transaktionskosten
3
Börsenkurs
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Markov chain
2
Markov-Kette
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Martingal
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Martingale
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Share price
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Swap
2
1993
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1993-1994
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Alòs, Elisa
1
Bojarčenko, Svetlana I.
1
Chen, Zhanyu
1
Emmerling, Thomas J.
1
Guéant, Olivier
1
Levendorskij, Sergej Z.
1
Pu, Jiang
1
Rheinländer, Thorsten
1
Večeř, Jan
1
Yam, Sheung Chi Phillip
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Yung, S. P.
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Zhou, Wei
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
27
International journal of theoretical and applied finance
26
Applied mathematical finance
17
Review of derivatives research
17
Quantitative finance
16
International journal of financial engineering
14
Finance research letters
13
International review of economics & finance : IREF
13
Journal of banking & finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Journal of financial economics
12
The journal of derivatives : JOD
12
European journal of operational research : EJOR
11
The European journal of finance
9
The journal of computational finance
9
International review of financial analysis
8
Journal of economic dynamics & control
8
Journal of financial markets
8
Journal of mathematical finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Risks : open access journal
7
Economic modelling
6
Applied economics letters
5
Cogent economics & finance
5
Computational economics
5
Energy economics
5
Global finance journal
5
Journal of derivatives & hedge funds
5
Review of quantitative finance and accounting
5
The journal of finance : the journal of the American Finance Association
5
Annals of finance
4
Applied financial economics
4
Finance and stochastics
4
Journal of econometrics
4
Journal of risk and financial management : JRFM
4
Mathematics and financial economics
4
Research bulletin / The Institute of Cost Accountants of India
4
Review of financial economics : RFE
4
The journal of asset management
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1
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
2
Efficent pricing of barrier options and credit default swapts in Lévy models with stochastic interest rate
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1089-1123
Persistent link: https://www.econbiz.de/10011765022
Saved in:
3
Valuation of barrier options via a general self-duality
Alòs, Elisa
;
Chen, Zhanyu
;
Rheinländer, Thorsten
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 492-515
Persistent link: https://www.econbiz.de/10011583542
Saved in:
4
Game call options revisited
Yam, Sheung Chi Phillip
;
Yung, S. P.
;
Zhou, Wei
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 173-206
Persistent link: https://www.econbiz.de/10010256173
Saved in:
5
Black-scholes representation for Asian options
Večeř, Jan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 598-626
Persistent link: https://www.econbiz.de/10010485999
Saved in:
6
Perpetual cancellable American call option
Emmerling, Thomas J.
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 645-666
Persistent link: https://www.econbiz.de/10009614942
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