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~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~subject:"Option trading"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Option trading
Optionsgeschäft
15
Option pricing theory
12
Optionspreistheorie
12
Theorie
7
Theory
7
Volatility
6
Volatilität
6
Black-Scholes model
3
Black-Scholes-Modell
3
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2
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Analysis
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Asian options
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Asset-liability management
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Arbeitspapier
Aufsatz in Zeitschrift
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English
15
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Gaudenzi, Marcellino
2
Zanette, Antonino
2
Alitab, Dario
1
Alòs, Elisa
1
Bernard, Carole
1
Biagini, Francesca
1
Bormetti, Giacomo
1
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1
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1
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1
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1
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1
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Pressacco, Flavio
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Sanfelici, Simona
1
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Decisions in economics and finance : DEF ; a journal of applied mathematics
The journal of futures markets
193
International journal of theoretical and applied finance
111
Journal of banking & finance
93
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
The journal of computational finance
59
Finance research letters
58
Quantitative finance
56
Applied mathematical finance
54
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
Finance and stochastics
43
The North American journal of economics and finance : a journal of financial economics studies
41
Journal of financial economics
40
International review of economics & finance : IREF
34
Journal of financial markets
34
International journal of financial engineering
32
Journal of financial and quantitative analysis : JFQA
31
Computational economics
30
The review of financial studies
30
Working paper / National Bureau of Economic Research, Inc.
30
European journal of operational research : EJOR
29
International review of financial analysis
27
Journal of mathematical finance
27
Research paper series / Swiss Finance Institute
27
Review of quantitative finance and accounting
27
Management science : journal of the Institute for Operations Research and the Management Sciences
26
The European journal of finance
24
The journal of finance : the journal of the American Finance Association
23
Asia-Pacific financial markets
22
Applied economics
20
Applied financial economics
20
Risks : open access journal
19
Swiss Finance Institute Research Paper
19
Journal of risk and financial management : JRFM
18
Annals of finance
17
The journal of derivatives : JOD
17
Economic modelling
16
Journal of empirical finance
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ECONIS (ZBW)
15
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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
Markets with random lifetimes and private values : mean reversion and option to trade
Cvitanić, Jakša
;
Plott, Charles
;
Tseng, Chien-Yao
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010513472
Saved in:
7
Prepayment risk on callable bonds : theory and test
François, Pascal
;
Pardo, Sophie
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
2
,
pp. 147-176
Persistent link: https://www.econbiz.de/10011342200
Saved in:
8
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:
9
An improved combinatorial approach for pricing Parisian options
Lyuu, Yuh-dauh
;
Wu, Cheng-wei
- In:
Decisions in economics and finance : DEF ; a journal of …
33
(
2010
)
1
,
pp. 49-61
Persistent link: https://www.econbiz.de/10003967620
Saved in:
10
Pricing American barrier options with discrete dividends by binomial trees
Gaudenzi, Marcellino
;
Zanette, Antonino
- In:
Decisions in economics and finance : DEF ; a journal of …
32
(
2009
)
2
,
pp. 129-148
Persistent link: https://www.econbiz.de/10003893186
Saved in:
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