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~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~subject:"Barrier options"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"CAPM"
~subject:"Index futures"
~subject:"Volatility"
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Barrier options
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Option pricing theory
12
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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
83
Journal of banking & finance
59
International journal of theoretical and applied finance
48
Review of derivatives research
33
Applied mathematical finance
30
Quantitative finance
30
Finance research letters
27
The journal of derivatives : the official publication of the International Association of Financial Engineers
26
The journal of computational finance
20
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Wiley trading series
19
Computational economics
18
The North American journal of economics and finance : a journal of financial economics studies
18
Finance and stochastics
17
International review of economics & finance : IREF
17
Journal of economic dynamics & control
17
Journal of financial economics
17
International review of financial analysis
16
Journal of financial markets
16
Applied economics
15
International journal of financial engineering
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Journal of financial and quantitative analysis : JFQA
13
Research paper series / Swiss Finance Institute
13
Journal of mathematical finance
12
Review of quantitative finance and accounting
12
Journal of econometrics
11
The journal of finance : the journal of the American Finance Association
11
Applied financial economics
10
Bloomberg financial series
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European journal of operational research : EJOR
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Finanzmarkt und Portfolio-Management
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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
The pricing of lookback options and binomial approximation
Grosse-Erdmann, Karl-Goswin
;
Heuwelyckx, Fabien
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
1
,
pp. 33-67
Persistent link: https://www.econbiz.de/10011451641
Saved in:
6
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:
7
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:
8
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:
9
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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