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~isPartOf:"Asia-Pacific financial markets"
~subject:"Australia"
~subject:"CIR model"
~subject:"Optionspreistheorie"
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Australia
CIR model
Optionspreistheorie
Option trading
22
Optionsgeschäft
22
Option pricing theory
18
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7
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7
Black-Scholes model
4
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Hishida, Yuji
2
Ahn, Hyungsok
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Alfay, Elia
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Fujii, Masaaki
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Ishigaki, Yuta
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Asia-Pacific financial markets
The journal of futures markets
86
International journal of theoretical and applied finance
83
Review of derivatives research
58
The journal of computational finance
58
Quantitative finance
53
Applied mathematical finance
52
The journal of derivatives : the official publication of the International Association of Financial Engineers
47
Finance research letters
43
Journal of banking & finance
43
Mathematical finance : an international journal of mathematics, statistics and financial theory
38
Journal of economic dynamics & control
37
The North American journal of economics and finance : a journal of financial economics studies
36
International journal of financial engineering
32
Computational economics
28
Finance and stochastics
28
European journal of operational research : EJOR
27
Journal of mathematical finance
26
Research paper series / Swiss Finance Institute
22
International review of economics & finance : IREF
21
Journal of financial economics
21
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Risks : open access journal
19
Review of quantitative finance and accounting
17
The European journal of finance
17
Economic modelling
16
The journal of derivatives : JOD
16
Insurance / Mathematics & economics
15
Applied economics
14
Swiss Finance Institute Research Paper
14
International review of financial analysis
13
Journal of risk and financial management : JRFM
13
Annals of finance
12
Decisions in economics and finance : DEF ; a journal of applied mathematics
12
Journal of financial markets
11
Energy economics
10
Journal of derivatives & hedge funds
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Journal of risk
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Operations research letters
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ECONIS (ZBW)
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1
A numerical scheme for expectations with first hitting time to smooth boundary
Hishida, Yuji
;
Ishigaki, Yuta
;
Okumura, Toshiki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 553-565
Persistent link: https://www.econbiz.de/10012309819
Saved in:
2
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
Saved in:
3
Optimal hedging of basket barrier options with additive models and its application to equity value separation problem
Yamada, Yuji
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011742282
Saved in:
4
Pricing CIR yield options by conditional moment matching
Prayoga, Adrian
;
Privault, Nicolas
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 19-38
Persistent link: https://www.econbiz.de/10011742283
Saved in:
5
Commodity spread option with cointegration
Nakajima, Katsushi
;
Ōhashi, Kazuhiko
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011619864
Saved in:
6
The end of the month option and other embedded options in futures contracts
Lindensjö, Kristoffer
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 69-83
Persistent link: https://www.econbiz.de/10011619869
Saved in:
7
A new type of barrier options : lizard option
Kawanishi, Yasuhiro
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10010511547
Saved in:
8
Understanding delta-hedged option returns in stochastic volatility environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
Saved in:
9
An FBSDE approach to American option pricing with an interacting particle method
Fujii, Masaaki
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 239-260
Persistent link: https://www.econbiz.de/10011524808
Saved in:
10
Pricing exotic options and American options : a multidimensional asymptotic expansion approach
Nishiba, Masahiro
- In:
Asia-Pacific financial markets
20
(
2013
)
2
,
pp. 147-182
Persistent link: https://www.econbiz.de/10009750726
Saved in:
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