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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Asia"
~subject:"Credit risk"
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Search: subject_exact:"Parisian option"
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Asia
Credit risk
Option trading
138
Optionsgeschäft
138
Option pricing theory
100
Optionspreistheorie
100
Volatility
43
Volatilität
43
Stochastic process
30
Stochastischer Prozess
30
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27
Derivative
27
Theorie
25
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25
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24
Black-Scholes-Modell
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Hedging
22
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10
Aktienoption
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barrier options
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American options
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Asien
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Anlageverhalten
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Barrier option
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Alfonsi, Aurélien
1
Anderluh, J. H. M.
1
Buffet, Emmanuel
1
Carr, Peter
1
Chang, Chuang-chang
1
Chang, Hao-Han
1
Chiu, Chun-Yuan
1
Dai, Tian-Shyr
1
Feng, Runhuan
1
Fusai, G.
1
Ho, Hsiao-Wei
1
Huang, Henry Hongren
1
Javaheri, Alireza
1
Lai, Rose Neng
1
Lavagnini, Silvia
1
Lelong, Jérôme
1
Liu, Liang-Chih
1
Luo, Shikong
1
Ohsaki, Shuichi
1
Ong, Seow-eng
1
Pirjol, Dan
1
Shen, Yanbin
1
Sing, Tien-foo
1
Tagliani, Aldo
1
Volkmer, Hans W.
1
Wang, Chuan-Ju
1
Weide, Hans van der
1
Yamazaki, Akira
1
Yang, Haoyi
1
Yildirim, Yildiray
1
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1
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International journal of theoretical and applied finance
Review of quantitative finance and accounting
The North American journal of economics and finance : a journal of financial economics studies
6
Review of derivatives research
5
Finance research letters
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Quantitative finance
3
Risks : open access journal
3
The journal of futures markets
3
Annals of financial economics
2
Applied economics letters
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Economic modelling
2
European journal of operational research : EJOR
2
International journal of financial engineering
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of mathematical finance
2
Mathematical finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
The European journal of finance
2
The journal of computational finance
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
28th Australasian Finance and Banking Conference
1
Asia-Pacific financial markets
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance : revue de l'Association Française de Finance
1
Financial innovation : FIN
1
IES working paper
1
INFORMS journal on computing : JOC
1
Insurance / Mathematics & economics
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International journal of financial markets and derivatives
1
International journal of financial research
1
Journal of economics, finance & administrative science
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
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ECONIS (ZBW)
13
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1
A reduced-form model for lease contract valuation with embedded options
Chang, Chuang-chang
;
Ho, Hsiao-Wei
;
Huang, Henry Hongren
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
2
,
pp. 841-864
Persistent link: https://www.econbiz.de/10014503183
Saved in:
2
A dark side to options trading? : evidence from corporate default risk
Yang, Haoyi
;
Luo, Shikong
- In:
Review of quantitative finance and accounting
60
(
2023
)
2
,
pp. 531-564
Persistent link: https://www.econbiz.de/10013549094
Saved in:
3
Analytical pricing formulae for vulnerable vanilla and barrier options
Liu, Liang-Chih
;
Chiu, Chun-Yuan
;
Wang, Chuan-Ju
;
Dai, …
- In:
Review of quantitative finance and accounting
58
(
2022
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10012796126
Saved in:
4
Pricing Asian options with correlators
Lavagnini, Silvia
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-44
Persistent link: https://www.econbiz.de/10012887425
Saved in:
5
Sensitivities of Asian options in the black-scholes model
Pirjol, Dan
;
Zhu, Lingjiong
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011846502
Saved in:
6
Algorithmic counterparty credit exposure for multi-asset Bermudan options
Shen, Yanbin
;
Anderluh, J. H. M.
;
Weide, Hans van der
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011403163
Saved in:
7
Conditional Asian options
Feng, Runhuan
;
Volkmer, Hans W.
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011403926
Saved in:
8
A closed-form extension to the Black-Cox model
Alfonsi, Aurélien
;
Lelong, Jérôme
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009706338
Saved in:
9
Static hedging of defaultable contingent claims : a simple hedging scheme across equity and credit markets
Ohsaki, Shuichi
;
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
14
(
2011
)
2
,
pp. 239-264
Persistent link: https://www.econbiz.de/10008992168
Saved in:
10
Values of mortgages with top-up payment options
Lai, Rose Neng
;
Ong, Seow-eng
;
Sing, Tien-foo
- In:
International journal of theoretical and applied finance
9
(
2006
)
5
,
pp. 801-824
Persistent link: https://www.econbiz.de/10003379044
Saved in:
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