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~isPartOf:"The journal of derivatives : JOD"
~person:"Carr, Peter"
~person:"Elliott, Robert J."
~person:"Haucap, Justus"
~person:"Jeon, Doh-Shin"
~person:"Madan, Dilip B."
~person:"Marks, Joseph M."
~subject:"Option pricing theory"
~subject:"Telekommunikation"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Option pricing theory
Telekommunikation
Theorie
Option trading
5
Optionsgeschäft
5
Optionspreistheorie
5
Volatility
4
Volatilität
4
Derivat
3
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options
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Carr, Peter
Elliott, Robert J.
Haucap, Justus
Jeon, Doh-Shin
Madan, Dilip B.
Marks, Joseph M.
Cui, Zhenyu
3
Taylor, Stephen
3
Davis, Tom P.
2
Itkin, Andrey
2
Al-Jaaf, Aşty
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The journal of derivatives : JOD
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Annals of finance
14
International journal of theoretical and applied finance
12
Applied mathematical finance
9
Finance and stochastics
9
The journal of computational finance
8
Journal of financial economics
6
Finance research letters
4
Review of derivatives research
4
The Rand journal of economics
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
The journal of finance : the journal of the American Finance Association
4
The review of financial studies
4
American economic journal
3
Asia-Pacific financial markets
3
European finance review : the official journal of the European Finance Association
3
Insurance / Mathematics & economics
3
Journal of financial and quantitative analysis : JFQA
3
Journal of risk
3
Quantitative finance
3
The European journal of finance
3
The journal of business : B
3
The journal of futures markets
3
Computational economics
2
Economics letters
2
Energy economics
2
European journal of law and economics
2
International journal of financial engineering
2
International journal of industrial organization
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of risk and financial management : JRFM
2
The journal of fixed income
2
Access pricing : theory and practice
1
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
American economic journal : a journal of the American Economic Association
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Annals of operations research
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ECONIS (ZBW)
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1
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:
2
Sector option correlation premiums and predictable changes in implied volatility
Koticha, Apoorva
;
Li, Chen
;
Marks, Joseph M.
- In:
The journal of derivatives : JOD
30
(
2023
)
3
,
pp. 84-115
Persistent link: https://www.econbiz.de/10014231127
Saved in:
3
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:
4
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:
5
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:
6
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:
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