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~isPartOf:"The journal of computational finance"
~subject:"Option pricing theory"
~subject:"Theorie"
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Option pricing theory
Theorie
Derivat
43
Derivative
43
Optionspreistheorie
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14
Stochastic process
12
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12
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2
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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
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of economic dynamics & control
38
The journal of finance : the journal of the American Finance Association
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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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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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11
One-dimensional Markov-functional models driven by a non-Gaussian driver
Gogala, Jaka
;
Kennedy, Joanne E.
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 61-100
Persistent link: https://www.econbiz.de/10012162379
Saved in:
12
Hedging of options in the presence of jump clustering
Hainaut, Donatien
;
Moraux, Franck
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011988188
Saved in:
13
Efficient pricing and super-replication of corridor variance swaps and related products
Burgard, Christoph
;
Torné, Olaf
- In:
The journal of computational finance
21
(
2017/2018
)
4
,
pp. 79-96
Persistent link: https://www.econbiz.de/10011848417
Saved in:
14
Vibrato and automatic differentiation for high-order derivatives and sensitivities of financial options
Pagès, Gilles
;
Pironneau, Olivier
;
Sall, Guillaume
- In:
The journal of computational finance
22
(
2018
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011976655
Saved in:
15
Polynomial upper and lower bounds for financial derivative price functions under regime-switching
Bhim, Louis
;
Kawai, Reiichiro
- In:
The journal of computational finance
22
(
2018
)
2
,
pp. 35-71
Persistent link: https://www.econbiz.de/10011976660
Saved in:
16
Efficient estimation of sensitivities for counterparty credit risk with the finite difference Monte Carlo method
Graaf, Cornelis S. L. de
;
Kandhai, Drona
;
Sloot, Peter M. A.
- In:
The journal of computational finance
21
(
2017
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10011691615
Saved in:
17
Pricing swing options in electricity markets with two stochastic factors using a partial differential equation approach
Calvo-Garrido, M. C.
;
Ehrhardt, Matthias
;
Vázquez, Carlos
- In:
The journal of computational finance
20
(
2016/2017
)
3
,
pp. 81-107
Persistent link: https://www.econbiz.de/10011689686
Saved in:
18
Pricing multidimensional financial derivatives with stochastic volatilities using the dimensional-adaptive combination technique
Benk, Janos
;
Pflüger, Dirk
- In:
The journal of computational finance
21
(
2017/2018
)
3
,
pp. 75-104
Persistent link: https://www.econbiz.de/10011848349
Saved in:
19
Accelerated trinomial trees applied to American basket options and American options under the Bates model
O'Sullivan, Conall
;
O'Sullivan, Stephen
- In:
The journal of computational finance
19
(
2016
)
4
,
pp. 29-72
Persistent link: https://www.econbiz.de/10011603176
Saved in:
20
Efficient computation of exposure profiles on real-world and risk-neutral scenarios for Bermudan swaptions
Feng, Qian
;
Jain, Shashi
;
Karlsson, Patrik
;
Kandhai, Drona
- In:
The journal of computational finance
20
(
2016
)
1
,
pp. 139-172
Persistent link: https://www.econbiz.de/10011639641
Saved in:
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