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~isPartOf:"The journal of computational finance"
~subject:"Option pricing theory"
~subject:"Theorie"
~subject:"Theory"
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Option pricing theory
Theorie
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Derivat
43
Derivative
43
Optionspreistheorie
33
Stochastic process
12
Stochastischer Prozess
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Credit risk
11
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derivatives pricing
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The journal of computational finance
The journal of futures markets
165
International journal of theoretical and applied finance
150
Journal of banking & finance
86
Applied mathematical finance
77
Review of derivatives research
53
Quantitative finance
52
Energy economics
49
European journal of operational research : EJOR
46
Finance and stochastics
43
Mathematical finance : an international journal of mathematics, statistics and financial theory
43
Journal of economic dynamics & control
38
The journal of finance : the journal of the American Finance Association
37
NBER working paper series
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Journal of mathematical finance
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The European journal of finance
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Advances in futures and options research : a research annual
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International review of financial analysis
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Journal of financial and quantitative analysis : JFQA
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Finance research letters
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SpringerLink / Bücher
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International review of economics & finance : IREF
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Economics letters
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International journal of financial engineering
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The North American journal of economics and finance : a journal of financial economics studies
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The review of financial studies
29
Journal of financial economics
28
NBER Working Paper
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Working paper / National Bureau of Economic Research, Inc.
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Risks : open access journal
26
The journal of derivatives : JOD
26
Insurance / Mathematics & economics
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The journal of credit risk : published quarterly by Incisive Media
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Annals of finance
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Applied economics
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The journal of fixed income
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Applied economics letters
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ECONIS (ZBW)
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1
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:
2
The effects of transaction costs and illiquidity on the prices of volatility derivatives
Dilloo, Mehzabeen Jumanah
;
Tangman, Désiré Yannick
- In:
The journal of computational finance
25
(
2021
)
1
,
pp. 51-75
Persistent link: https://www.econbiz.de/10012672309
Saved in:
3
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:
4
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
Saved in:
5
Gaussian process regression for derivative portfolio modeling and application to credit valuation adjustment computations
Crépey, Stéphane
;
Dixon, Matthew F.
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 47-81
Persistent link: https://www.econbiz.de/10012421957
Saved in:
6
Second-order Monte Carlo sensitivities
Daluiso, Roberto
- In:
The journal of computational finance
23
(
2020
)
4
,
pp. 61-91
Persistent link: https://www.econbiz.de/10012212482
Saved in:
7
Pricing multiple barrier derivatives under stochastic volatility
Escobar, Marcos
;
Panz, Sven
;
Zagst, Rudi
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012543622
Saved in:
8
Nowcasting networks
Chataigner, Marc
;
Crépey, Stéphane
;
Pu, Jiang
- In:
The journal of computational finance
24
(
2020
)
3
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012543628
Saved in:
9
A libor market model including credit risk under the real-world measure
Lopes, Sara Dutra
;
Vázquez, Carlos
- In:
The journal of computational finance
24
(
2020
)
3
,
pp. 111-141
Persistent link: https://www.econbiz.de/10012544160
Saved in:
10
Variance optimal hedging with application to electricity markets
Warin, Xavier
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 33-59
Persistent link: https://www.econbiz.de/10012162373
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