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~isPartOf:"Finance and stochastics"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Option trading"
~subject:"Stochastic process"
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Option trading
Stochastic process
Option pricing theory
155
Optionspreistheorie
155
Optionsgeschäft
154
Stochastischer Prozess
62
Theorie
57
Theory
57
Volatility
53
Volatilität
53
Derivat
36
Derivative
36
Hedging
35
Black-Scholes model
31
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31
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15
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Aktienoption
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American options
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Hobson, David G.
6
Kwok, Yue-Kuen
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Levendorskij, Sergej Z.
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Carr, Peter
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Cui, Zhenyu
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Zanette, Antonino
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Antonelli, Fabio
2
Biagini, Francesca
2
Bojarčenko, Svetlana I.
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Boyarchenko, Mitya
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Dassios, Angelos
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2
Figueroa-López, José E.
2
Fouque, Jean-Pierre
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Gapeev, Pavel V.
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Roux, Alet
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Scarlatti, S.
2
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2
Siu, Tak Kuen
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Finance and stochastics
International journal of theoretical and applied finance
The journal of futures markets
199
Journal of banking & finance
100
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
79
Quantitative finance
68
The journal of computational finance
67
Applied mathematical finance
62
Finance research letters
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Mathematical finance : an international journal of mathematics, statistics and financial theory
57
Journal of economic dynamics & control
52
The North American journal of economics and finance : a journal of financial economics studies
46
European journal of operational research : EJOR
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Journal of financial economics
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International journal of financial engineering
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International review of economics & finance : IREF
36
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Journal of mathematical finance
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Computational economics
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Journal of financial and quantitative analysis : JFQA
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Review of quantitative finance and accounting
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The review of financial studies
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The European journal of finance
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International review of financial analysis
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Research paper series / Swiss Finance Institute
27
The journal of finance : the journal of the American Finance Association
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NBER working paper series
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Applied economics
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Asia-Pacific financial markets
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Risks : open access journal
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Journal of risk and financial management : JRFM
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Wiley trading series
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Applied financial economics
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Economic modelling
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Energy economics
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178
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1
Optional projection under equivalent local martingale measures
Biagini, Francesca
;
Mazzon, Andrea
;
Perkkiö, Ari-Pekka
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 435-465
Persistent link: https://www.econbiz.de/10014253651
Saved in:
2
The value of being lucky : option backdating and nondiversifiable risk
Henderson, Vicky
;
Sun, Jia
;
Whalley, A. Elizabeth
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012652678
Saved in:
3
Sinh-acceleration for B-spline projection with option pricing applications
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-50
Persistent link: https://www.econbiz.de/10012887408
Saved in:
4
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:
5
Consistent upper price bounds for exotic
options
Bäuerle, Nicole
;
Schmithals, Daniel Matthias
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012650310
Saved in:
6
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:
7
Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
González Cázares, Jorge
;
Mijatovi´c, Aleksandar
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 671-732
Persistent link: https://www.econbiz.de/10013440249
Saved in:
8
Swing option pricing by dynamic programming with B-spline density projection
Kirkby, J. Lars
;
Deng, Shijie
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-53
Persistent link: https://www.econbiz.de/10012183215
Saved in:
9
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:
10
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
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