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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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Search: subject:"Option"
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Option pricing theory
421
Optionspreistheorie
421
Theorie
256
Theory
256
Option trading
129
Optionsgeschäft
129
Stochastic process
109
Stochastischer Prozess
109
Volatility
95
Volatilität
95
Hedging
62
Black-Scholes model
57
Black-Scholes-Modell
57
Derivat
50
Derivative
50
USA
50
United States
50
Yield curve
49
Zinsstruktur
49
Interest rate derivative
40
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40
Martingal
35
Martingale
35
Portfolio selection
35
Portfolio-Management
35
CAPM
31
Swap
28
Monte Carlo simulation
25
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25
Credit derivative
24
Kreditderivat
24
Estimation
22
Schätzung
21
Aktienoption
19
Credit risk
19
Kreditrisiko
19
Stock option
19
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18
Transaktionskosten
18
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17
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541
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541
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541
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Carr, Peter
8
Chen, Son-nan
7
Hobson, David G.
7
Wu, Ting-pin
7
Hull, John
6
Kabanov, Jurij M.
6
White, Alan
6
Filipović, Damir
5
Glasserman, Paul
5
Wu, Liuren
5
Alòs, Elisa
4
Belomestny, Denis
4
Benth, Fred Espen
4
Björk, Tomas
4
Brigo, Damiano
4
Cox, Alexander M. G.
4
Ederington, Louis H.
4
Fabozzi, Frank J.
4
Lee, Roger
4
Linetsky, Vadim
4
Obłój, Jan
4
Ritchken, Peter H.
4
Tian, Yisong Sam
4
Broadie, Mark
3
Chaput, J. Scott
3
Cuchiero, Christa
3
Eberlein, Ernst
3
Jeanblanc, Monique
3
Kallsen, Jan
3
Keller-Ressel, Martin
3
Klein, Peter
3
Leblanc, Boris
3
Li, Lingfei
3
Lyuu, Yuh-dauh
3
Mijatovi´c, Aleksandar
3
Muhle-Karbe, Johannes
3
Newton, David P.
3
Nutz, Marcel
3
Orosi, Greg
3
Pelsser, Antoon André Jean
3
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Finance and stochastics
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
554
The journal of futures markets
547
Journal of banking & finance
386
Mathematical finance : an international journal of mathematics, statistics and financial theory
298
The journal of computational finance
269
Applied mathematical finance
268
Review of derivatives research
213
Quantitative finance
209
Journal of financial economics
183
Finance research letters
176
Journal of economic dynamics & control
169
European journal of operational research : EJOR
157
The review of financial studies
155
Insurance / Mathematics & economics
151
NBER working paper series
145
Working paper / National Bureau of Economic Research, Inc.
143
The journal of finance : the journal of the American Finance Association
133
Research paper series / Swiss Finance Institute
126
Journal of financial and quantitative analysis : JFQA
125
The North American journal of economics and finance : a journal of financial economics studies
122
International journal of financial engineering
121
International review of financial analysis
121
Computational economics
119
The European journal of finance
119
Journal of mathematical finance
117
Review of quantitative finance and accounting
111
International review of economics & finance : IREF
108
Risks : open access journal
108
The journal of fixed income
108
NBER Working Paper
105
MPRA Paper
104
Asia-Pacific financial markets
97
Management science : journal of the Institute for Operations Research and the Management Sciences
86
Journal of empirical finance
85
Applied economics
84
Journal of econometrics
84
Applied financial economics
82
Energy economics
80
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ECONIS (ZBW)
541
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21
Optimal investment and consumption for financial markets with jumps under transaction costs
Egorov, Sergei
;
Pergamenchtchikov, Serguei
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 123-159
Persistent link: https://www.econbiz.de/10014447608
Saved in:
22
Model uncertainty and the pricing of American options
Hobson, David G.
;
Neuberger, Anthony
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 285-329
Persistent link: https://www.econbiz.de/10011944370
Saved in:
23
Multilevel Monte Carlo for exponential Lévy models
Giles, Michael B.
;
Xia, Yuan
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 995-1026
Persistent link: https://www.econbiz.de/10011944462
Saved in:
24
A simple closed-form formula for pricing basket options
Kan, Kin Hung
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 104-110
Persistent link: https://www.econbiz.de/10011931875
Saved in:
25
Volatility aversion in the options market based on news sentiment
Uhl, Matthias
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 24-35
Persistent link: https://www.econbiz.de/10011965368
Saved in:
26
Option
writing : using VIX to improve returns
Malkiel, Burton G.
;
Rinaudo, Alex
;
Saha, Atanu
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 38-49
Persistent link: https://www.econbiz.de/10011968697
Saved in:
27
Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility
Figueroa-López, José E.
;
Ólafsson, Sveinn
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10011460382
Saved in:
28
Short-term asymptotics for the implied volatility skew under a stochastic volatility model with Lévy jumps
Figueroa-López, José E.
;
Ólafsson, Sveinn
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 973-1020
Persistent link: https://www.econbiz.de/10011570202
Saved in:
29
Power options in executive compensation
Bernard, Carole
;
Boyle, Phelim P.
;
Chen, Jit Seng
- In:
The journal of derivatives : the official publication …
23
(
2016
)
3
,
pp. 9-20
Persistent link: https://www.econbiz.de/10011687178
Saved in:
30
Additive logistic processes in
option
pricing
Carr, Peter
;
Torricelli, Lorenzo
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 689-724
Persistent link: https://www.econbiz.de/10012665200
Saved in:
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