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~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Search: subject:"Options"
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Option pricing theory
34
Optionspreistheorie
34
Option trading
30
Optionsgeschäft
30
Black-Scholes model
11
Black-Scholes-Modell
11
Stochastic process
11
Stochastischer Prozess
11
Volatility
10
Volatilität
10
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Real options analysis
8
Realoptionsansatz
8
Experiment
7
Derivat
5
Derivative
5
American option
4
Hedging
4
Option pricing
4
Barrier option
3
EU countries
3
EU-Staaten
3
European option
3
Real options
3
Simulation
3
American option pricing
2
Convergence
2
Industrial research
2
Industrieforschung
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Markov chain
2
Markov-Kette
2
Mathematical programming
2
Mathematische Optimierung
2
Numerical analysis
2
Numerisches Verfahren
2
Option
2
Options pricing
2
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5
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Article
44
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Article in journal
Aufsatzsammlung
Aufsatz in Zeitschrift
44
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English
44
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Villani, Giovanni
5
Yang, Zhaojun
3
Adl, A.
1
Aghdam, Y. Esmaeelzade
1
Ahmadian, D.
1
Ahmadian, Davood
1
Ali, Kazim
1
Ballestra, L. V.
1
Banerjee, Purba
1
Beheshti, M. Hossein
1
Bhuruth, Muddun
1
Biancardi, Marta Elena
1
Cao, Hong
1
Casas, Isabel
1
Chen, Chien-Ming
1
Chen, Yingzi
1
Cortelezzi, Flavia
1
Dai, Weizhong
1
Dong, Linjia
1
Doostaki, Reza
1
Ecca, Sabrina
1
Erkan, Bünyamin
1
Farnam, B.
1
Farnoosh, Rahman
1
Girón, Luis Eduardo
1
Golbabai, A.
1
Golbabai, Ahmad
1
Hajipour, Mojtaba
1
Hajizadeh, Ehsan
1
He, Xin-Jiang
1
Hosseini, Mohammad Mehdi
1
Huh, Jeonggyu
1
Jain, Shashi
1
Javid-Jahromi, Roja
1
Jeon, Jaegi
1
Khasi, M.
1
Khursheed, Ambreen
1
Kim, Donghyun
1
Koffi, Rock Stephane
1
Kumar, Sumit
1
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Computational economics
The journal of futures markets
215
Journal of banking & finance
168
International journal of theoretical and applied finance
155
Journal of economic dynamics & control
134
Journal of financial economics
115
European journal of operational research : EJOR
113
The journal of derivatives : the official publication of the International Association of Financial Engineers
104
Finance research letters
95
Energy economics
90
Review of derivatives research
88
Quantitative finance
85
The journal of computational finance
78
The review of financial studies
76
International review of economics & finance : IREF
73
Applied mathematical finance
69
Review of quantitative finance and accounting
69
The journal of corporate finance : contracting, governance and organization
68
Mathematical finance : an international journal of mathematics, statistics and financial theory
67
The North American journal of economics and finance : a journal of financial economics studies
67
Economic modelling
64
The journal of finance : the journal of the American Finance Association
64
Management science : journal of the Institute for Operations Research and the Management Sciences
58
The European journal of finance
56
Applied economics
53
Finance and stochastics
53
Journal of financial and quantitative analysis : JFQA
52
International review of financial analysis
49
International journal of financial engineering
45
Journal of mathematical finance
44
International journal of production economics
42
Journal of financial markets
41
Journal of risk and financial management : JRFM
41
Applied economics letters
40
Journal of accounting & economics
40
Review of financial economics : RFE
35
Economics letters
34
Risks : open access journal
34
Strategic management journal
33
Journal of business finance & accounting : JBFA
31
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ECONIS (ZBW)
44
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1
Valuation of standard call
options
using the Euler-Maruyama method with strong approximation
Suescún-Díaz, Daniel
;
Girón, Luis Eduardo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014327069
Saved in:
2
Analytic method for pricing vulnerable external barrier
options
Kim, Donghyun
;
Yoon, Ji-Hun
- In:
Computational economics
61
(
2023
)
4
,
pp. 1561-1591
Persistent link: https://www.econbiz.de/10014327071
Saved in:
3
Quasi-Monte Carlo-based conditional Malliavin method for continuous-time Asian option Greeks
Yu, Chao
;
Wang, Xiaoqun
- In:
Computational economics
62
(
2023
)
1
,
pp. 325-360
Persistent link: https://www.econbiz.de/10014327500
Saved in:
4
A neural network approach to value R&D compound american exchange option
Villani, Giovanni
- In:
Computational economics
60
(
2022
)
1
,
pp. 305-324
Persistent link: https://www.econbiz.de/10013262680
Saved in:
5
A semi-closed form approximation of arbitrage‑free call option price surface
Kundu, Arindam
;
Kumar, Sumit
;
Tomar, Nutan Kumar
- In:
Computational economics
63
(
2024
)
4
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10014549032
Saved in:
6
Option pricing by the Legendre wavelets method
Doostaki, Reza
;
Hosseini, Mohammad Mehdi
- In:
Computational economics
59
(
2022
)
2
,
pp. 749-773
Persistent link: https://www.econbiz.de/10013169051
Saved in:
7
The convergence investigation of a numerical scheme for the tempered fractional black-scholes model arising European double barrier option
Aghdam, Y. Esmaeelzade
;
Mesgarani, H.
;
Adl, A.
;
Farnam, B.
- In:
Computational economics
61
(
2023
)
2
,
pp. 513-528
Persistent link: https://www.econbiz.de/10014228450
Saved in:
8
A fitted multi-point flux approximation method for pricing two
options
Koffi, Rock Stephane
;
Tambue, Antoine
- In:
Computational economics
55
(
2020
)
2
,
pp. 597-628
Persistent link: https://www.econbiz.de/10012223652
Saved in:
9
Pricing exotic option under jump-diffusion models by the quadrature method
Zhang, Jin-Yu
;
Wu, Wen-Bo
;
Li, Yong
;
Lou, Zhu-Sheng
- In:
Computational economics
58
(
2021
)
3
,
pp. 867-884
Persistent link: https://www.econbiz.de/10012651045
Saved in:
10
A Markov decision process model for optimal trade of
options
using statistical data
Nasir, Ali
;
Khursheed, Ambreen
;
Ali, Kazim
;
Mustafa, Faisal
- In:
Computational economics
58
(
2021
)
2
,
pp. 327-346
Persistent link: https://www.econbiz.de/10012615007
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