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~isPartOf:"Review of derivatives research"
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Option pricing theory
170
Optionspreistheorie
170
Theorie
103
Theory
103
Option trading
74
Optionsgeschäft
74
Volatility
70
Volatilität
70
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68
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68
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49
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32
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32
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Jarrow, Robert A.
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Madan, Dilip B.
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Guillaume, Florence
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Li, Minqiang
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Ronn, Ehud I.
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Stapleton, Richard C.
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Wang, Xingchun
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Review of derivatives research
The economist
81,930
Wirtschaftswoche : Pflichtblatt der Wertpapierbörse in Frankfurt und Düsseldorf
53,353
Werben & verkaufen : W & V
39,064
Der Betrieb : Betriebswirtschaft, Steuerrecht, Wirtschaftsrecht, Arbeitsrecht
38,108
NBER working paper series
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Betriebs-Berater : BB ; Recht, Wirtschaft, Steuern
30,142
MPRA Paper
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Chemical week
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Working paper / National Bureau of Economic Research, Inc.
27,737
Forbes : business and finance
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IZA Discussion Papers
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23,013
Far Eastern economic review
22,063
European journal of operational research : EJOR
21,985
NBER Working Papers
21,131
Le moniteur du commerce international : le MOCI
20,878
Deutsches Steuerrecht : DStR ; Wochenschrift & umfassende Datenbank für Steuerberater ; Steuerrecht, Wirtschaftsrecht, Betriebswirtschaft, Beruf ; Organ der Bundessteuerberaterkammer
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Economics letters
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Versicherungswirtschaft : insurance, business, report
19,569
Aviation week & space technology
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The current digest of the post-Soviet press
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Physica A: Statistical Mechanics and its Applications
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Fortune
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Chemical marketing reporter
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The American economic review
17,699
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16,686
European chemical news : ECN
16,538
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15,185
Marchés tropicaux et méditerranéens : stratégies & investissements en Afrique
14,769
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ECONIS (ZBW)
275
OLC EcoSci
132
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11
Deep calibration of financial models : turning theory into practice
Büchel, Patrick
;
Kratochwil, Michael
;
Nagl, Maximilian
; …
- In:
Review of derivatives research
25
(
2022
)
2
,
pp. 109-136
Persistent link: https://www.econbiz.de/10013457606
Saved in:
12
Economic policy uncertainty and volatility of treasury futures
Zhang, Maojun
;
Zhao, Yang
;
Nan, Jiangxia
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 93-107
Persistent link: https://www.econbiz.de/10013191386
Saved in:
13
The impact of non-cash collateralization on the over-the-counter derivatives markets
Takino, Kazuhiro
- In:
Review of derivatives research
25
(
2022
)
2
,
pp. 137-171
Persistent link: https://www.econbiz.de/10013457608
Saved in:
14
A multidimensional Hilbert transform approach for barrier option pricing and survival probability calculation
Chen, Jie
;
Fan, Liaoyuan
;
Li, Lingfei
;
Zhang, Gongqiu
- In:
Review of derivatives research
25
(
2022
)
2
,
pp. 189-232
Persistent link: https://www.econbiz.de/10013457614
Saved in:
15
Oil futures volatility smiles in 2020 : why the Bachelier smile is flatter
Galeeva, Roza
;
Ronn, Ehud I.
- In:
Review of derivatives research
25
(
2022
)
2
,
pp. 173-187
Persistent link: https://www.econbiz.de/10013457610
Saved in:
16
Optimal exercise of American put options near maturity : a new economic perspective
Battauz, Anna
;
De Donno, Marzia
;
Gajda, Janusz
;
Sbuelz, …
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 23-46
Persistent link: https://www.econbiz.de/10013191376
Saved in:
17
Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk : application of Mellin transform methods
Ma, Zonggang
;
Ma, Chaoqun
;
Wu, Zhijian
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 47-91
Persistent link: https://www.econbiz.de/10013191382
Saved in:
18
Valuing fade-in options with default risk in Heston-Nandi GARCH models
Wang, Xingchun
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10013191374
Saved in:
19
Bayesian estimation of the stochastic volatility model with double exponential jumps
Li, Jinzhi
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 157-172
Persistent link: https://www.econbiz.de/10012549106
Saved in:
20
Bermudan option in Singapore Savings Bonds
Lim, Kian-Guan
- In:
Review of derivatives research
24
(
2021
)
1
,
pp. 31-54
Persistent link: https://www.econbiz.de/10012498470
Saved in:
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