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~isPartOf:"Applied economics letters"
~isPartOf:"International review of financial analysis"
~isPartOf:"The journal of computational finance"
~subject:"Option pricing theory"
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Option pricing theory
Derivat
153
Derivative
153
Optionspreistheorie
61
Volatility
45
Volatilität
45
Theorie
38
Theory
38
Commodity derivative
28
Hedging
28
Rohstoffderivat
28
Credit risk
23
Kreditrisiko
23
Estimation
21
Schätzung
21
Option trading
19
Optionsgeschäft
19
Stochastic process
18
Stochastischer Prozess
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Börsenkurs
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Share price
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Swap
16
Yield curve
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Zinsstruktur
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Commodity exchange
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Portfolio selection
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Kreditderivat
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Wang, Xingchun
4
Xu, Yaofei
3
Yan, Cheng
3
Zagst, Rudi
3
Crépey, Stéphane
2
Escobar, Marcos
2
Kandhai, Drona
2
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Ryu, Doojin
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2
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2
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2
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1
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1
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Applied economics letters
International review of financial analysis
The journal of computational finance
International journal of theoretical and applied finance
101
Applied mathematical finance
62
Quantitative finance
44
Review of derivatives research
44
The journal of futures markets
35
European journal of operational research : EJOR
30
Journal of banking & finance
30
Journal of mathematical finance
30
International journal of financial engineering
24
Energy economics
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Risks : open access journal
22
Journal of economic dynamics & control
21
Finance and stochastics
20
The European journal of finance
20
The North American journal of economics and finance : a journal of financial economics studies
20
The journal of derivatives : JOD
20
Finance research letters
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Computational economics
15
Journal of econometrics
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SpringerLink / Bücher
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Insurance / Mathematics & economics
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International review of economics & finance : IREF
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Annals of finance
12
Journal of risk and financial management : JRFM
11
SFB 649 discussion paper
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Wiley finance series
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Applied economics
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Mathematical finance
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Research paper series / Swiss Finance Institute
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Economic modelling
9
Lecture notes in economics and mathematical systems : LNEMS
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Asia-Pacific financial markets
8
Journal of financial economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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1
On practitioners closed-form GARCH option pricing
Mozumder, Sharif
;
Frijns, Bart
;
Talukdar, Bakhtear
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543999
Saved in:
2
The valuation of options on discrete dividend-paying stocks
Shu, Huisheng
- In:
Applied economics letters
31
(
2024
)
12
,
pp. 1090-1095
Persistent link: https://www.econbiz.de/10014558681
Saved in:
3
Risk appetite and option prices : evidence from the Chinese SSE50 options market
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248927
Saved in:
4
Valuation of callable range accrual linked to CMS Spread under generalized swap market model
He, Jie-Cao
;
Hsieh, Chang-Chieh
;
Huang, Zi-Wei
;
Lin, …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468776
Saved in:
5
Climate derivatives strategies as an alternative to set up guaranteed prices for agricultural producers in México
Cruz-Aké, Salvador
;
García-Ruiz, Reyna Susana
; …
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 302-318
Persistent link: https://www.econbiz.de/10013553404
Saved in:
6
Pricing European basket warrants with default risk under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10012803500
Saved in:
7
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
Saved in:
8
Skew-Brownian motion and pricing European exchange options
Pasricha, Puneet
;
He, Xin-Jiang
- In:
International review of financial analysis
82
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013426145
Saved in:
9
Market co-movement between credit default swap curves and option volatility surfaces
Shi, Yukun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
Saved in:
10
Stock price default boundary : a Black-Cox model approach
Shi, Yunkun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
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