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subject:"Share price"
~isPartOf:"The European journal of finance"
~source:"econis"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Option pricing theory"
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Share price
Stochastischer Prozess
Option pricing theory
81
Optionspreistheorie
81
Volatility
23
Volatilität
23
Stochastic process
20
Derivat
19
Derivative
19
Theorie
18
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real options
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Ballotta, Laura
2
Satchell, Stephen
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Wang, Xingchun
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Ahlip, Rehez
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Bastian-Pinto, Carlos de Lamare
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The European journal of finance
International journal of theoretical and applied finance
210
Quantitative finance
108
Applied mathematical finance
89
The journal of computational finance
88
Finance and stochastics
80
Insurance / Mathematics & economics
66
Mathematical finance : an international journal of mathematics, statistics and financial theory
64
European journal of operational research : EJOR
58
International journal of financial engineering
58
The journal of futures markets
51
Journal of mathematical finance
50
Computational economics
48
Finance research letters
45
Risks : open access journal
44
Review of derivatives research
42
Journal of banking & finance
40
Journal of economic dynamics & control
40
The North American journal of economics and finance : a journal of financial economics studies
34
Research paper series / Swiss Finance Institute
33
Journal of econometrics
29
Annals of finance
27
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
24
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Asia-Pacific financial markets
22
Journal of risk and financial management : JRFM
21
Mathematical finance : an international journal of mathematics, statistics and financial economics
21
Energy economics
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Economic modelling
19
Journal of financial economics
17
Mathematics and financial economics
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Operations research letters
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Review of quantitative finance and accounting
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SFB 649 discussion paper
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Mathematics of operations research
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Swiss Finance Institute Research Paper
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ECONIS (ZBW)
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1
Valuation of spread options under correlated skew Brownian motions
Song, Shiyu
;
Wang, Xingchun
;
Zhang, Xiaowen
- In:
The European journal of finance
30
(
2024
)
5
,
pp. 503-523
Persistent link: https://www.econbiz.de/10014547897
Saved in:
2
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes
Li, Zelei
;
Tang, Dan
;
Wang, Xingchun
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1406-1431
Persistent link: https://www.econbiz.de/10014323018
Saved in:
3
Hawkes jump-diffusions and finance : a brief history and review
Hawkes, Alan G.
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 627-641
Persistent link: https://www.econbiz.de/10013373304
Saved in:
4
A parameter based approach to single factor stochastic process selection for real options applications
Bastian-Pinto, Carlos de Lamare
;
Brandão, Luiz Eduardo …
- In:
The European journal of finance
27
(
2021
)
15
,
pp. 1533-1552
Persistent link: https://www.econbiz.de/10012653114
Saved in:
5
Volatility and variance swaps and options in the fractional SABR model
Kim, See-Woo
;
Kim, Jeong-Hoon
- In:
The European journal of finance
26
(
2020
)
17
,
pp. 1725-1745
Persistent link: https://www.econbiz.de/10012314649
Saved in:
6
Discounting earnings with stochastic discount rates
Realdon, Marco
- In:
The European journal of finance
25
(
2019
)
10
,
pp. 910-936
Persistent link: https://www.econbiz.de/10012207041
Saved in:
7
A new closed-form formula for pricing European options under a skew Brownian motion
Zhu, Song-Ping
;
He, Xin-Jiang
- In:
The European journal of finance
24
(
2018
)
10/12
,
pp. 1063-1074
Persistent link: https://www.econbiz.de/10012244440
Saved in:
8
Hedging of Asian options under exponential Lévy models : computation and performance
Ballotta, Laura
;
Gerrard, Russell
;
Kyriakou, Ioannis
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 297-323
Persistent link: https://www.econbiz.de/10011736257
Saved in:
9
Pricing volatility options under stochastic skew with application to the VIX index
Marabel Romo, Jacinto
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 353-374
Persistent link: https://www.econbiz.de/10011736265
Saved in:
10
Pricing derivatives with modeling CO2 emission allowance using a regime-switching jump diffusion model : with regime-switching risk premium
Li, Chang-Yi
;
Chen, Son-nan
;
Lin, Shih-kuei
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 887-908
Persistent link: https://www.econbiz.de/10011715220
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