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~accessRights:"restricted"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~subject:"Option pricing theory"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Option pricing theory
Volatility
277
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277
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269
Theorie
259
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Lee, Hangsuck
6
Wang, Xingchun
6
Kim, Geonwoo
4
Ko, Bangwon
4
Bao, Ying
3
Jeon, Junkee
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The North American journal of economics and finance : a journal of financial economics studies
Quantitative finance
174
International journal of theoretical and applied finance
148
International journal of financial engineering
102
The journal of computational finance
91
Finance research letters
80
Computational economics
78
European journal of operational research : EJOR
77
Insurance / Mathematics & economics
72
Applied mathematical finance
68
Journal of banking & finance
67
Finance and stochastics
65
Journal of mathematical finance
63
The journal of futures markets
57
Review of derivatives research
55
Journal of economic dynamics & control
44
Energy economics
34
The journal of derivatives : JOD
32
International review of economics & finance : IREF
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Journal of econometrics
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Applied economics
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Mathematics and financial economics
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The European journal of finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of quantitative finance and accounting
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Journal of financial economics
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Asia-Pacific financial markets
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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International review of financial analysis
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Applied economics letters
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International journal of theoretical and applied finance : IJTAF
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Economics letters
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Journal of empirical finance
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Annals of financial economics
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ECONIS (ZBW)
72
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1
Analytically pricing variance and volatility swaps under a Markov-modulated model with liquidity risks
He, Xin-Jiang
;
Lin, Sha
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483995
Saved in:
2
Min-max multi-step barrier options and their variants
Lee, Hangsuck
;
Lee, Gaeun
;
Song, Seongjoo
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014484160
Saved in:
3
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:
4
Robust optimal reinsurance-investment for αmaxmin mean-variance utility under Heston's SV model
Chen, Dengsheng
;
He, Yong
;
Li, Ziqiang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014484002
Saved in:
5
Jump dynamics, spillover effect and option valuation
Pan, Zhiyuan
;
Shuai, Jiangyu
;
Liang, Zhilei
;
Sun, Xianchao
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013534098
Saved in:
6
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:
7
Option pricing with the control variate technique beyond Monte Carlo simulation
Chiu, Chun-Yuan
;
Dai, Tian-Shyr
;
Lyuu, Yuh-dauh
;
Liu, …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013539074
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8
Pricing basket spread options with default risk under Heston-Nandi GARCH models
Wang, Xingchun
;
Zhang, Han
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413519
Saved in:
9
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:
10
Pricing of vulnerable exchange options with early counterparty credit risk
Kim, Donghyun
;
Kim, Geonwoo
;
Yoon, Ji-Hun
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013413573
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