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~isPartOf:"Annals of finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Statistische Verteilung"
~subject:"USA"
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Statistische Verteilung
USA
Black-Scholes model
32
Black-Scholes-Modell
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Theorie
18
Theory
18
Option trading
13
Optionsgeschäft
13
Option pricing theory
10
Optionspreistheorie
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Chan, Leunglung
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D'Addona, Stefano
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Elliott, Robert J.
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Figlewski, Stephen
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Hodges, Stewart D.
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Lin, Shu-hui
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Marinelli, Carlo
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Pan, Ging-ginq
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Pelsser, Antoon André Jean
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Annals of finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
8
Advances in futures and options research : a research annual
4
International journal of theoretical and applied finance
4
Applied financial economics
3
Finance and economics discussion series
3
International journal of financial engineering
3
Research paper series / Swiss Finance Institute
3
Review of derivatives research
3
The North American journal of economics and finance : a journal of financial economics studies
3
The journal of finance : the journal of the American Finance Association
3
The review of financial studies
3
Working paper / National Bureau of Economic Research, Inc.
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Center for Research in Economics and Finance (CIEF), Working Papers
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Finance and stochastics
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International review of economics & finance : IREF
2
Journal of derivatives & hedge funds
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Journal of econometrics
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial economics
2
The Scandinavian journal of economics
2
26th Australasian Finance and Banking Conference 2013
1
Applied mathematical finance
1
Arbeitsberichte / Hochschule für Bankwirtschaft
1
Asia Pacific financial markets in comparative perspective : issues and implications for the 21st century
1
Asian journal of management cases
1
Bank of Canada Discussion Paper
1
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
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Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Contemporary accounting research : a journal of the Canadian Academic Accounting Association
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Nonparametric estimates of option prices via Hermite basis functions
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Annals of finance
19
(
2023
)
4
,
pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
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2
Valuation of perpetual strangles : a quasi-analytical approach
Chuang, Chienmin
- In:
The journal of derivatives : the official publication …
21
(
2013
)
1
,
pp. 64-72
Persistent link: https://www.econbiz.de/10010191934
Saved in:
3
Impact of net buying pressure on changes in implied volatility : before and after the onset of the subprime crisis
Shiu, Yung-ming
;
Pan, Ging-ginq
;
Lin, Shu-hui
;
Wu, Tu-cheng
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 54-66
Persistent link: https://www.econbiz.de/10003985513
Saved in:
4
A PDE approach for risk measures for derivatives with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Annals of finance
4
(
2008
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10003589415
Saved in:
5
Volatility cones and their sampling properties
Hodges, Stewart D.
;
Tompkins, Robert G.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10001718685
Saved in:
6
Assessing the incremental value of option pricing theory relative to an informationally passive benchmark
Figlewski, Stephen
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 80-96
Persistent link: https://www.econbiz.de/10001718716
Saved in:
7
Forward versus spot interest rate models of the term structure
Moraleda Novo, Juan Manuel
;
Pelsser, Antoon André Jean
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 9-21
Persistent link: https://www.econbiz.de/10001497753
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