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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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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
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Chemical week
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Far Eastern economic review
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Le moniteur du commerce international : le MOCI
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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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15,185
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14,769
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ECONIS (ZBW)
275
OLC EcoSci
132
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331
Option pricing using variance gamma Markov Chains
Konikov, Mikhail
;
Madan, Dilip B.
- In:
Review of derivatives research
5
(
2002
)
1
,
pp. 58-115
Persistent link: https://www.econbiz.de/10001652024
Saved in:
332
The pricing of Bermudan-style options on correlated assets
Peterson, Sandra J.
;
Stapleton, Richard C.
- In:
Review of derivatives research
5
(
2002
)
2
,
pp. 127-151
Persistent link: https://www.econbiz.de/10001722137
Saved in:
333
The Pricing of Bermudan-Style Options on Correlated Assets
Peterson, Sandra J.
;
Stapleton, Richard C.
- In:
Review of derivatives research
5
(
2002
)
2
,
pp. 127-152
Persistent link: https://www.econbiz.de/10005941029
Saved in:
334
Valuation of commodity derivatives in a new multi-factor model
Yan, Xuemin Sterling
- In:
Review of derivatives research
5
(
2002
)
3
,
pp. 251-271
Persistent link: https://www.econbiz.de/10001743281
Saved in:
335
Valuation of Commodity Derivatives in a New Multi-Factor Model
Yan, Xuemin
- In:
Review of derivatives research
5
(
2002
)
3
,
pp. 251-272
Persistent link: https://www.econbiz.de/10005939888
Saved in:
336
Disagreement and Equilibrium Option Trading Volume
Cassano, Mark A.
- In:
Review of derivatives research
5
(
2001
)
2
,
pp. 153-180
Persistent link: https://www.econbiz.de/10005945404
Saved in:
337
Efficient, Exact Algorithms for Asian Options with Multiresolution Lattices
Dai, Tian-Shyr
;
Lyuu, Yuh-Dauh
- In:
Review of derivatives research
5
(
2001
)
2
,
pp. 181
Persistent link: https://www.econbiz.de/10005945403
Saved in:
338
Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange
Lucia, Julio J.
;
Schwartz, Eduardo S.
- In:
Review of derivatives research
5
(
2001
)
1
,
pp. 5-50
Persistent link: https://www.econbiz.de/10005945556
Saved in:
339
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
- In:
Review of derivatives research
5
(
2001
)
1
,
pp. 51-80
Persistent link: https://www.econbiz.de/10005945555
Saved in:
340
Option Pricing Using Variance Gamma Markov Chains
Konikov, Mikhail
;
Madan, Dilip B.
- In:
Review of derivatives research
5
(
2001
)
1
,
pp. 81
Persistent link: https://www.econbiz.de/10005945554
Saved in:
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