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~isPartOf:"International review of financial analysis"
~isPartOf:"The journal of computational finance"
~subject:"Option pricing theory"
~subject:"Stochastic process"
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Option pricing theory
Stochastic process
Derivat
113
Derivative
113
Optionspreistheorie
47
Theorie
33
Theory
33
Volatility
32
Volatilität
32
Hedging
25
Commodity derivative
20
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20
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Kreditrisiko
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Xu, Yaofei
3
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3
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3
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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International review of financial analysis
The journal of computational finance
International journal of theoretical and applied finance
113
Applied mathematical finance
64
Quantitative finance
45
Review of derivatives research
45
The journal of futures markets
35
European journal of operational research : EJOR
32
Journal of banking & finance
32
Journal of mathematical finance
32
International journal of financial engineering
26
Finance and stochastics
25
Mathematical finance : an international journal of mathematics, statistics and financial theory
25
Energy economics
24
Journal of economic dynamics & control
24
Risks : open access journal
23
The European journal of finance
21
The North American journal of economics and finance : a journal of financial economics studies
21
The journal of derivatives : JOD
20
Journal of econometrics
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Annals of finance
17
Finance research letters
17
SpringerLink / Bücher
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Applied economics letters
15
Computational economics
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Insurance / Mathematics & economics
15
International review of economics & finance : IREF
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
SFB 649 discussion paper
12
Applied economics
11
Journal of risk and financial management : JRFM
11
Wiley finance series
11
Mathematical finance
10
Mathematics and financial economics
10
Research paper series / Swiss Finance Institute
10
Economic modelling
9
Journal of financial economics
9
Lecture notes in economics and mathematical systems : LNEMS
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
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1
On practitioners closed-form GARCH option pricing
Mozumder, Sharif
;
Frijns, Bart
;
Talukdar, Bakhtear
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543999
Saved in:
2
Risk appetite and option prices : evidence from the Chinese SSE50 options market
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248927
Saved in:
3
Valuation of callable range accrual linked to CMS Spread under generalized swap market model
He, Jie-Cao
;
Hsieh, Chang-Chieh
;
Huang, Zi-Wei
;
Lin, …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468776
Saved in:
4
Skew-Brownian motion and pricing European exchange options
Pasricha, Puneet
;
He, Xin-Jiang
- In:
International review of financial analysis
82
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013426145
Saved in:
5
Market co-movement between credit default swap curves and option volatility surfaces
Shi, Yukun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
Saved in:
6
Stock price default boundary : a Black-Cox model approach
Shi, Yunkun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
Saved in:
7
The information content of CDS implied volatility and associated trading strategies
Shi, Yukun
;
Chen, Ding
;
Guo, Biao
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013460868
Saved in:
8
Robust pricing and hedging via neural stochastic differential equations
Gierjatowicz, Patrick
;
Sabate-Vidales, Marc
;
Siska, David
; …
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014314540
Saved in:
9
Gradient boosting for quantitative finance
Davis, Jesse
;
Devos, Laurens
;
Reyners, Sofie
;
Schoutens, Wim
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012544161
Saved in:
10
Penalty methods for bilateral XVA pricing in European and American contingent claims by a partial differential equation model
Chen, Yuwei
;
Christara, Christiana C.
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 41-70
Persistent link: https://www.econbiz.de/10012544162
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