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~isPartOf:"The journal of derivatives : JOD"
~subject:"Estimation"
~subject:"Option trading"
~subject:"Optionsgeschäft"
~subject:"Rohstoffderivat"
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Estimation
Option trading
Optionsgeschäft
Rohstoffderivat
Derivat
29
Derivative
29
Option pricing theory
20
Optionspreistheorie
20
options
13
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9
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derivatives
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Carr, Peter
1
Chang, Jow-Ran
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Chen, Sonnan
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1
Elliott, Robert J.
1
Fink, Holger Maria
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The journal of derivatives : JOD
The journal of futures markets
62
Energy economics
51
International review of financial analysis
34
Journal of banking & finance
30
International review of economics & finance : IREF
29
International journal of theoretical and applied finance
28
Finance research letters
24
Review of derivatives research
23
Applied financial economics
22
Applied mathematical finance
20
Quantitative finance
20
European journal of operational research : EJOR
18
The European journal of finance
18
Applied economics letters
17
Economic modelling
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The North American journal of economics and finance : a journal of financial economics studies
17
Journal of financial economics
16
International journal of financial engineering
15
Journal of financial markets
12
Research in international business and finance
12
Risks : open access journal
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Working paper
11
Journal of commodity markets
10
Journal of empirical finance
10
Journal of mathematical finance
10
Journal of risk and financial management : JRFM
10
The energy journal
10
Applied economics
9
Journal of econometrics
9
The journal of finance : the journal of the American Finance Association
9
American journal of agricultural economics
8
Annals of finance
8
Cogent economics & finance
8
Journal of economic dynamics & control
8
NBER working paper series
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Pacific-Basin finance journal
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Review of quantitative finance and accounting
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ECONIS (ZBW)
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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
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:
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:
7
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:
8
Testing and mapping an empirical exercise boundary for the American put option
Pimbley, Joseph M.
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 139-147
Persistent link: https://www.econbiz.de/10012612947
Saved in:
9
Pricing discretely monitored barrier options under Markov processes through markov chain approximation
Cui, Zhenyu
;
Taylor, Stephen
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 8-33
Persistent link: https://www.econbiz.de/10012486028
Saved in:
10
Universal arbitrage-free estimation of state price density
Hu, Qi
;
Newton, David P.
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 35-59
Persistent link: https://www.econbiz.de/10012486030
Saved in:
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