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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The European journal of finance"
~subject:"Asien"
~subject:"Derivative"
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Search: subject_exact:"Parisian option"
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Asien
Derivative
Option trading
135
Optionsgeschäft
135
Option pricing theory
100
Optionspreistheorie
100
Volatility
41
Volatilität
41
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31
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Romagnoli, Silvia
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International journal of theoretical and applied finance
The European journal of finance
The journal of futures markets
26
Review of derivatives research
17
Applied mathematical finance
16
International journal of financial engineering
14
International review of economics & finance : IREF
14
Quantitative finance
14
Finance research letters
13
Journal of banking & finance
13
The North American journal of economics and finance : a journal of financial economics studies
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European journal of operational research : EJOR
12
Journal of financial economics
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The journal of derivatives : JOD
12
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10
International review of financial analysis
8
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8
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Risks : open access journal
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The journal of computational finance
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Global finance journal
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Journal of econometrics
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Review of quantitative finance and accounting
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The journal of finance : the journal of the American Finance Association
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wi - Wirtschaft
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Always learning
4
Annals of finance
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Applied financial economics
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Asia-Pacific financial markets
4
Cogent economics & finance
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Journal of derivatives & hedge funds
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Journal of risk and financial management : JRFM
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Mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
35
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1
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes
Li, Zelei
;
Tang, Dan
;
Wang, Xingchun
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1406-1431
Persistent link: https://www.econbiz.de/10014323018
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Conic CVA and DVA for option portfolios
Bakel, Sjoerd van
;
Borovkova, Svetlana
;
Michielon, Matteo
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012496518
Saved in:
7
Algorithmic differentiation for discontinuous payoffs
Daluiso, Roberto
;
Facchinetti, Giorgio
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011891863
Saved in:
8
Index options and volatility derivatives in a Gaussian random field risk-neutral density model
Han, Xixuan
;
Wei, Boyu
;
Yang, Hailiang
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011891885
Saved in:
9
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:
10
The valuation of self-funding instalment warrants
Dewynne, Jeff N.
;
Hassan, Nadima el
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011687010
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