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~isPartOf:"Always learning"
~isPartOf:"Bloomberg financial series"
~isPartOf:"Economic papers : a journal of applied economics and policy"
~isPartOf:"The journal of computational finance"
~language:"eng"
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Search: subject_exact:"Option trading"
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Option trading
74
Optionsgeschäft
74
Option pricing theory
64
Optionspreistheorie
64
Theorie
17
Theory
17
Volatility
17
Volatilität
17
Stochastic process
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barrier options
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stochastic volatility
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option pricing
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Kirkby, J. Lars
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Always learning
Bloomberg financial series
Economic papers : a journal of applied economics and policy
The journal of computational finance
The journal of futures markets
189
International journal of theoretical and applied finance
111
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
Applied mathematical finance
54
Finance research letters
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Quantitative finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
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The North American journal of economics and finance : a journal of financial economics studies
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International review of economics & finance : IREF
34
Journal of financial markets
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International journal of financial engineering
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Journal of financial and quantitative analysis : JFQA
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Working paper / National Bureau of Economic Research, Inc.
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European journal of operational research : EJOR
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International review of financial analysis
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Wiley trading series
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Asia-Pacific financial markets
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Swiss Finance Institute Research Paper
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Risks : open access journal
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Journal of risk and financial management : JRFM
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Annals of finance
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ECONIS (ZBW)
74
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1
Multilevel Monte Carlo simulation for VIX options in the rough Bergomi model
Bourgey, Florian
;
De Marco, Stefano
- In:
The journal of computational finance
26
(
2022
)
2
,
pp. 53-82
Persistent link: https://www.econbiz.de/10013549658
Saved in:
2
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:
3
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:
4
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:
5
High-order approximations to call option prices in the Heston model
Gulisashvili, Archil
;
Lagunas-Merino, Marc
;
Merino, Raúl
; …
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012421960
Saved in:
6
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
Saved in:
7
On extensions of the Barone-Adesi and Whaley method to price American-type options
Mathys, Ludovic
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 33-76
Persistent link: https://www.econbiz.de/10012543615
Saved in:
8
Pricing multiple barrier derivatives under stochastic volatility
Escobar, Marcos
;
Panz, Sven
;
Zagst, Rudi
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012543622
Saved in:
9
Monte Carlo pathwise sensitivities for barrier options
Gerstner, Thomas
;
Harrach, Bastian von
;
Roth, Daniel
- In:
The journal of computational finance
23
(
2020
)
5
,
pp. 75-99
Persistent link: https://www.econbiz.de/10012295868
Saved in:
10
An adaptive Monte Carlo approach for pricing Parisian options with general boundaries
Gűr, Sercan
- In:
The journal of computational finance
23
(
2020
)
5
,
pp. 101-119
Persistent link: https://www.econbiz.de/10012295871
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