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~isPartOf:"The journal of derivatives : JOD"
~subject:"Derivatives"
~subject:"Option trading"
~subject:"Optionsgeschäft"
~subject:"Rohstoffderivat"
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The journal of derivatives : JOD
Energy economics
47
The journal of futures markets
38
International review of financial analysis
31
Journal of banking & finance
27
International journal of theoretical and applied finance
25
International review of economics & finance : IREF
25
Finance research letters
24
Review of derivatives research
22
Quantitative finance
20
Applied mathematical finance
19
European journal of operational research : EJOR
17
Journal of financial economics
17
Economic modelling
16
International journal of financial engineering
15
The North American journal of economics and finance : a journal of financial economics studies
15
Research in international business and finance
13
The European journal of finance
13
Applied economics letters
12
Journal of economic dynamics & control
11
Journal of commodity markets
10
Risks : open access journal
10
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9
Global finance journal
9
Journal of empirical finance
9
Journal of financial markets
9
Review of quantitative finance and accounting
9
The energy journal
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Theoretical economics letters
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Annals of finance
8
Cogent economics & finance
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Journal of mathematical finance
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Journal of risk and financial management : JRFM
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American journal of agricultural economics
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Finance and stochastics
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Management science : journal of the Institute for Operations Research and the Management Sciences
7
Research bulletin / The Institute of Cost Accountants of India
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1
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:
2
The time dimension of volatility : implications for option strategy design
Hill, Joanne M.
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 97-109
Persistent link: https://www.econbiz.de/10014231053
Saved in:
3
Simplified option price derivations
Shimko, David C.
- In:
The journal of derivatives : JOD
29
(
2022
)
5
,
pp. 9-19
Persistent link: https://www.econbiz.de/10014231070
Saved in:
4
Optimal volatility dependent derivatives in the stochastic volatility model
Dyachenko, Artem
;
Rieger, Marc Oliver
- In:
The journal of derivatives : JOD
28
(
2021
)
4
,
pp. 24-44
Persistent link: https://www.econbiz.de/10012612918
Saved in:
5
Bias correction for bond option greeks via jackknife
Zhang, Jinyu
;
Gao, Kang
;
Li, Yong
- In:
The journal of derivatives : JOD
28
(
2021
)
4
,
pp. 45-63
Persistent link: https://www.econbiz.de/10012612919
Saved in:
6
A closed-form model-free implied volatility formula through delta families
Cui, Zhenyu
;
Kirkby, Justin
;
Nguyen, Duy
;
Taylor, Stephen
- In:
The journal of derivatives : JOD
28
(
2021
)
4
,
pp. 111-127
Persistent link: https://www.econbiz.de/10012612926
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
An arbitrage-free real-world model for fractional option prices
Fink, Holger Maria
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 95-121
Persistent link: https://www.econbiz.de/10012612945
Saved in:
10
A derivatives pricing model with non-cash collateralization
Takino, Kazuhiro
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 123-138
Persistent link: https://www.econbiz.de/10012612946
Saved in:
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