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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of derivatives : JOD"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"Valuation, financial modeling, and quantitative tools"
~person:"Carr, Peter"
~person:"Cui, Zhenyu"
~person:"Elliott, Robert J."
~person:"Fabozzi, Frank J."
~person:"Haucap, Justus"
~person:"Jeon, Doh-Shin"
~person:"Madan, Dilip B."
~person:"Ndoye, Mbaye"
~subject:"Option pricing theory"
~subject:"Telekommunikation"
~subject:"statistical methods"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Option pricing theory
Telekommunikation
statistical methods
Optionspreistheorie
36
Option trading
15
Optionsgeschäft
15
Stochastic process
13
Stochastischer Prozess
13
Volatility
13
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13
Derivat
10
Derivative
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Carr, Peter
Cui, Zhenyu
Elliott, Robert J.
Fabozzi, Frank J.
Haucap, Justus
Jeon, Doh-Shin
Madan, Dilip B.
Ndoye, Mbaye
Kwok, Yue-Kuen
10
Levendorskij, Sergej Z.
10
Chen, Son-nan
7
Račev, Svetlozar T.
7
Takahashi, Akihiko
7
Gapeev, Pavel V.
6
Jeanblanc, Monique
6
Schoutens, Wim
6
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6
Taylor, Stephen
6
Wu, Ting-pin
6
Benth, Fred Espen
5
Bojarčenko, Svetlana I.
5
Joshi, Mark S.
5
Oosterlee, Cornelis W.
5
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4
Bernard, Carole
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4
Weide, Hans van der
4
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4
Wu, Lixin
4
Arai, Takuji
3
Boyarchenko, Mitya
3
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3
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International journal of theoretical and applied finance
The journal of derivatives : JOD
The journal of derivatives : the official publication of the International Association of Financial Engineers
Valuation, financial modeling, and quantitative tools
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Applied mathematical finance
9
European journal of operational research : EJOR
8
The journal of computational finance
8
Finance and stochastics
7
Finance research letters
7
Journal of economic dynamics & control
7
Annals of finance
6
The journal of fixed income
6
Computational economics
5
International journal of financial engineering
5
Quantitative finance
5
The journal of futures markets
5
Insurance / Mathematics & economics
4
Journal of banking & finance
4
Journal of financial economics
4
Review of derivatives research
4
The journal of finance : the journal of the American Finance Association
4
European finance review : the official journal of the European Finance Association
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of risk and financial management : JRFM
3
The European journal of finance
3
Asia-Pacific financial markets
2
Journal of financial and quantitative analysis : JFQA
2
Journal of risk
2
The handbook of fixed income securities
2
The journal of business : B
2
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Application of operations research to financial markets
1
Applied economics
1
Applied financial economics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Econometric reviews
1
Economics letters
1
Effiziente Regeln für Telekommunikationsmärkte in der Zukunft : Kartellrecht, Netzneutralität und Preis-Kosten-Scheren
1
Financial markets and instruments
1
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ECONIS (ZBW)
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1
Another look at the Ho-Lee bond option
pricing
model
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 48-53
Persistent link: https://www.econbiz.de/10011965408
Saved in:
2
Analytical valuation of compound options under regime-switching dynamics
Breton, Michèle
;
Ndoye, Mbaye
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 120-148
Persistent link: https://www.econbiz.de/10012698128
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
Option
pricing
in markets with informed traders
Hu, Yuan
;
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496747
Saved in:
5
Option
pricing
using a regime switching stochastic discount factor
Elliott, Robert J.
;
Hamada, Ahmed S.
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010364754
Saved in:
6
Financial markets with no riskless (safe) asset
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011787424
Saved in:
7
American option
pricing
and filtering with a hidden regime-switching jump diffusion
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 106-123
Persistent link: https://www.econbiz.de/10013174827
Saved in:
8
Semi-analytical
pricing
of barrier options in the time-dependent Heston model
Carr, Peter
;
Itkin, Andrey
;
Muravey, Dmitry
- In:
The journal of derivatives : JOD
30
(
2022
)
2
,
pp. 141-171
Persistent link: https://www.econbiz.de/10014231115
Saved in:
9
Option implied VIX, Skew and Kurtosis term structures
Madan, Dilip B.
;
Wang, King
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012662046
Saved in:
10
Pricing
discretely monitored barrier options under Markov processes through markov chain approximation
Cui, Zhenyu
;
Taylor, Stephen
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 8-33
Persistent link: https://www.econbiz.de/10012486028
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