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~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~language:"eng"
~subject:"Barrier options"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Volatility"
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Barrier options
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Index futures
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15
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12
Optionspreistheorie
12
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Alitab, Dario
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Decisions in economics and finance : DEF ; a journal of applied mathematics
The journal of futures markets
81
Journal of banking & finance
56
International journal of theoretical and applied finance
46
Review of derivatives research
31
Applied mathematical finance
30
Quantitative finance
30
Finance research letters
26
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
The journal of computational finance
19
Wiley trading series
19
Computational economics
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
The North American journal of economics and finance : a journal of financial economics studies
18
International review of economics & finance : IREF
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
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Working paper / National Bureau of Economic Research, Inc.
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The journal of finance : the journal of the American Finance Association
9
Annals of finance
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Applied economics letters
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Journal of empirical finance
8
Journal of risk and financial management : JRFM
8
Asia-Pacific journal of financial studies
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1
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:
2
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:
3
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:
4
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:
5
Pricing VIX options with stochastic volatility and random jumps
Lian, Guang-hua
;
Zhu, Song-ping
- In:
Decisions in economics and finance : DEF ; a journal of …
36
(
2013
)
1
,
pp. 71-88
Persistent link: https://www.econbiz.de/10009729063
Saved in:
6
A moments and strike matching binominal algorithm for pricing American put options
Jourdain, Benjamin
;
Zanette, Antonino
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10003771585
Saved in:
7
An efficient binomial method for pricing American options
Gaudenzi, Marcellino
;
Pressacco, Flavio
- In:
Decisions in economics and finance : DEF ; a journal of …
26
(
2003
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10003837087
Saved in:
8
Mean-variance hedging for interest rate models with stochastic volatility
Biagini, Francesca
- In:
Decisions in economics and finance : DEF ; a journal of …
25
(
2002
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10001681437
Saved in:
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