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~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Barrier options"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Volatility"
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Barrier options
Behavioural finance
Black-Scholes model
Index futures
Volatility
Option trading
126
Optionsgeschäft
126
Option pricing theory
95
Optionspreistheorie
95
Volatilität
40
Stochastic process
31
Stochastischer Prozess
31
Theorie
30
Theory
30
Black-Scholes-Modell
25
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Derivative
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barrier options
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Zanette, Antonino
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Alòs, Elisa
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2
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Le Floc'h, Fabien
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Decisions in economics and finance : DEF ; a journal of applied mathematics
International journal of theoretical and applied finance
The journal of futures markets
81
Journal of banking & finance
56
Review of derivatives research
31
Applied mathematical finance
29
Quantitative finance
29
Finance research letters
26
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Wiley trading series
20
The journal of computational finance
19
Computational economics
18
The North American journal of economics and finance : a journal of financial economics studies
18
International review of economics & finance : IREF
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
International review of financial analysis
16
Journal of economic dynamics & control
16
Journal of financial markets
16
Applied economics
15
International journal of financial engineering
15
Journal of financial economics
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Finance and stochastics
12
Journal of financial and quantitative analysis : JFQA
12
Research paper series / Swiss Finance Institute
12
Journal of econometrics
11
Journal of mathematical finance
11
Review of quantitative finance and accounting
11
Applied financial economics
10
Bloomberg financial series
10
European journal of operational research : EJOR
10
Swiss Finance Institute Research Paper
10
Working paper / National Bureau of Economic Research, Inc.
10
The journal of finance : the journal of the American Finance Association
9
Annals of finance
8
Applied economics letters
8
Discussion paper / Tinbergen Institute
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Finanzmarkt und Portfolio-Management
8
Journal of empirical finance
8
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
54
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1
CVA and vulnerable options in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
Saved in:
2
Pricing American options with the Runge-Kutta-Legendre finite difference scheme
Le Floc'h, Fabien
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012652624
Saved in:
3
Collocating volatility : a competitive alternative to stochastic local volatility models
Stoep, Anthonie W. van der
;
Grzelak, Lech A.
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012496758
Saved in:
4
An approximation method for pricing continuous barrier options under multi-asset local stochastic volatility models
Shiraya, Kenichiro
- In:
International journal of theoretical and applied finance
23
(
2020
)
8
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012496929
Saved in:
5
A realized volatility approach to option pricing with continuous and jump variance components
Alitab, Dario
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 639-664
Persistent link: https://www.econbiz.de/10012127296
Saved in:
6
Model-free stochastic collocation for an arbitrage-free implied volatility, part I
Le Floc'h, Fabien
;
Oosterlee, Cornelis Willebrordus
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 679-714
Persistent link: https://www.econbiz.de/10012127314
Saved in:
7
Semi-analytical prices for lookback and barrier options under the Heston model
De Gennaro Aquino, Luca
;
Bernard, Carole
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 715-741
Persistent link: https://www.econbiz.de/10012127317
Saved in:
8
A note on the implied volatility of floating strike Asian options
Alòs, Elisa
;
León, Jorge A.
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 743-758
Persistent link: https://www.econbiz.de/10012127320
Saved in:
9
Pricing and hedging of VIX options for Barndorff-Nielsen and Shephard models
Arai, Takuji
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012183209
Saved in:
10
Numerical stability of a hybrid method for pricing options
Briani, Maya
;
Caramellino, Lucia
;
Terenzi, Giulia
; …
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-46
Persistent link: https://www.econbiz.de/10012153319
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