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~isPartOf:"The journal of derivatives : JOD"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Carr, Peter"
~person:"Elliott, Robert J."
~person:"Fabozzi, Frank J."
~person:"Haucap, Justus"
~person:"Jeon, Doh-Shin"
~person:"Madan, Dilip B."
~person:"Miller, Megan"
~person:"Ndoye, Mbaye"
~subject:"Black-Scholes-Modell"
~subject:"Option pricing theory"
~subject:"Optionsgeschäft"
~subject:"Telekommunikation"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Black-Scholes-Modell
Option pricing theory
Optionsgeschäft
Telekommunikation
Optionspreistheorie
11
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6
Black-Scholes model
4
Derivat
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Carr, Peter
Elliott, Robert J.
Fabozzi, Frank J.
Haucap, Justus
Jeon, Doh-Shin
Madan, Dilip B.
Miller, Megan
Ndoye, Mbaye
Chen, Son-nan
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The journal of derivatives : JOD
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Applied mathematical finance
8
The journal of computational finance
8
Annals of finance
7
Finance and stochastics
7
Finance research letters
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The journal of fixed income
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Computational economics
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Journal of economic dynamics & control
5
Journal of financial economics
5
Review of derivatives research
5
Valuation, financial modeling, and quantitative tools
5
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4
The journal of finance : the journal of the American Finance Association
4
Asia-Pacific financial markets
3
European finance review : the official journal of the European Finance Association
3
European journal of operational research : EJOR
3
Insurance / Mathematics & economics
3
Journal of risk and financial management : JRFM
3
Quantitative finance
3
The European journal of finance
3
The journal of futures markets
3
International journal of financial engineering
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of risk
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The handbook of fixed income securities
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The journal of business : B
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The review of financial studies
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Annals of operations research ; volume 275, numbers 2 (April 2019)
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Applied economics
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Digital finance : smart data analytics, investment innovation, and financial technology
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Econometric reviews
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Economics letters
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Effiziente Regeln für Telekommunikationsmärkte in der Zukunft : Kartellrecht, Netzneutralität und Preis-Kosten-Scheren
1
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ECONIS (ZBW)
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1
Another look at the Ho-Lee bond option
pricing
model
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 48-53
Persistent link: https://www.econbiz.de/10011965408
Saved in:
2
Analytical valuation of compound options under regime-switching dynamics
Breton, Michèle
;
Ndoye, Mbaye
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 120-148
Persistent link: https://www.econbiz.de/10012698128
Saved in:
3
Vol, skew, and smile trading
Al-Jaaf, Aşty
;
Carr, Peter
- In:
The journal of derivatives : JOD
31
(
2023
)
1
,
pp. 64-95
Persistent link: https://www.econbiz.de/10014422386
Saved in:
4
American option
pricing
and filtering with a hidden regime-switching jump diffusion
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 106-123
Persistent link: https://www.econbiz.de/10013174827
Saved in:
5
Income enhancement with options
Miller, Megan
;
Jacobsen, Brian
;
Vree, Martijn de
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 153-167
Persistent link: https://www.econbiz.de/10014231061
Saved in:
6
Semi-analytical
pricing
of barrier options in the time-dependent Heston model
Carr, Peter
;
Itkin, Andrey
;
Muravey, Dmitry
- In:
The journal of derivatives : JOD
30
(
2022
)
2
,
pp. 141-171
Persistent link: https://www.econbiz.de/10014231115
Saved in:
7
Semi-analytical solutions for barrier and American options written on a time-dependent Ornstein-Uhlenbeck process
Carr, Peter
;
Itkin, Andrey
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10012612941
Saved in:
8
Pricing
and hedging options on assets with options on related assets
Madan, Dilip B.
;
Wang, King
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 27-47
Persistent link: https://www.econbiz.de/10012612942
Saved in:
9
Option
pricing
with greed and fear factor : the rational finance approach
Shirvani, Abootaleb
;
Fabozzi, Frank J.
;
Racheva-Iotova, …
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 77-119
Persistent link: https://www.econbiz.de/10012698127
Saved in:
10
Conic option
pricing
Madan, Dilip B.
;
Schoutens, Wim
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 10-36
Persistent link: https://www.econbiz.de/10011931506
Saved in:
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