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~isPartOf:"Computational economics"
~isPartOf:"The journal of derivatives : JOD"
~isPartOf:"Valuation, financial modeling, and quantitative tools"
~person:"Breton, Michèle"
~person:"Carr, Peter"
~person:"Elliott, Robert J."
~person:"Fabozzi, Frank J."
~person:"Haucap, Justus"
~person:"Jeon, Doh-Shin"
~person:"Madan, Dilip B."
~person:"Ndoye, Mbaye"
~subject:"Option pricing theory"
~subject:"Telekommunikation"
~subject:"statistical methods"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Option pricing theory
Telekommunikation
statistical methods
Optionspreistheorie
16
Stochastic process
8
Stochastischer Prozess
8
Volatility
8
Volatilität
8
Option trading
6
Optionsgeschäft
6
Derivat
5
Derivative
5
Black-Scholes model
3
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3
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3
Statistische Verteilung
3
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2
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2
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options
2
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11
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5
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16
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Breton, Michèle
Carr, Peter
Elliott, Robert J.
Fabozzi, Frank J.
Haucap, Justus
Jeon, Doh-Shin
Madan, Dilip B.
Ndoye, Mbaye
Kim, Junseok
5
Itkin, Andrey
4
Aghdam, Y. Esmaeelzade
3
Cui, Zhenyu
3
Jeong, Darae
3
Lee, Chaeyoung
3
Račev, Svetlozar T.
3
Siu, Tak Kuen
3
Taylor, Stephen
3
Villani, Giovanni
3
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3
Adl, A.
2
Ahmadian, D.
2
Bianchi, Michele Leonardo
2
Caporale, Guglielmo Maria
2
Cerrato, Mario
2
Golbabai, A.
2
He, Xin-Jiang
2
Huh, Jeonggyu
2
Jang, Hanbyeol
2
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2
Khani, Ali
2
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2
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2
Kim, See-Woo
2
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2
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2
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2
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2
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2
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2
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2
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2
Ranjbar, Mojtaba
2
Shahmorad, S.
2
Tambue, Antoine
2
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2
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2
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Computational economics
The journal of derivatives : JOD
Valuation, financial modeling, and quantitative tools
International journal of theoretical and applied finance
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Applied mathematical finance
8
Finance and stochastics
7
Journal of economic dynamics & control
7
The journal of computational finance
7
Annals of finance
6
The journal of fixed income
6
Finance research letters
5
Journal of banking & finance
5
Journal of financial economics
4
Review of derivatives research
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
The journal of finance : the journal of the American Finance Association
4
European finance review : the official journal of the European Finance Association
3
European journal of operational research : EJOR
3
Insurance / Mathematics & economics
3
Journal of risk and financial management : JRFM
3
Quantitative finance
3
The European journal of finance
3
The journal of futures markets
3
Asia-Pacific financial markets
2
International journal of financial engineering
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of risk
2
The handbook of fixed income securities
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The journal of business : B
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Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied economics
1
Applied financial economics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Econometric reviews
1
Economics letters
1
Effiziente Regeln für Telekommunikationsmärkte in der Zukunft : Kartellrecht, Netzneutralität und Preis-Kosten-Scheren
1
Financial markets and instruments
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Financial markets and portfolio management
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ECONIS (ZBW)
16
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1
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1
Analytical valuation of compound options under regime-switching dynamics
Breton, Michèle
;
Ndoye, Mbaye
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 120-148
Persistent link: https://www.econbiz.de/10012698128
Saved in:
2
American option
pricing
and filtering with a hidden regime-switching jump diffusion
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 106-123
Persistent link: https://www.econbiz.de/10013174827
Saved in:
3
Semi-analytical
pricing
of barrier options in the time-dependent Heston model
Carr, Peter
;
Itkin, Andrey
;
Muravey, Dmitry
- In:
The journal of derivatives : JOD
30
(
2022
)
2
,
pp. 141-171
Persistent link: https://www.econbiz.de/10014231115
Saved in:
4
Quanto option
pricing
with Lévy models
Fallahgoul, Hasan A.
;
Kim, Young Shin
;
Fabozzi, Frank J.
; …
- In:
Computational economics
53
(
2019
)
3
,
pp. 1279-1308
Persistent link: https://www.econbiz.de/10012135131
Saved in:
5
An expanded Local Variance Gamma model
Carr, Peter
;
Itkin, Andrey
- In:
Computational economics
57
(
2021
)
4
,
pp. 949-987
Persistent link: https://www.econbiz.de/10012543243
Saved in:
6
Semi-analytical solutions for barrier and American options written on a time-dependent Ornstein-Uhlenbeck process
Carr, Peter
;
Itkin, Andrey
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10012612941
Saved in:
7
Pricing
and hedging options on assets with options on related assets
Madan, Dilip B.
;
Wang, King
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 27-47
Persistent link: https://www.econbiz.de/10012612942
Saved in:
8
Option
pricing
with greed and fear factor : the rational finance approach
Shirvani, Abootaleb
;
Fabozzi, Frank J.
;
Racheva-Iotova, …
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 77-119
Persistent link: https://www.econbiz.de/10012698127
Saved in:
9
Introduction to the
pricing
of futures/forwards and options
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765704
Saved in:
10
Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
Saved in:
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