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~isPartOf:"The journal of derivatives : JOD"
~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
Optionspreistheorie
32
Derivat
21
Derivative
21
Option trading
16
Optionsgeschäft
16
options
13
Derivatives
12
Volatility
9
Volatilität
9
Portfolio selection
7
Portfolio-Management
7
Stochastic process
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statistical methods
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Carr, Peter
3
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3
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3
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Itkin, Andrey
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1
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The journal of derivatives : JOD
International journal of theoretical and applied finance
543
European journal of operational research : EJOR
378
Mathematical finance : an international journal of mathematics, statistics and financial theory
360
Journal of banking & finance
355
Economics letters
333
Journal of economic dynamics & control
310
The journal of futures markets
305
Finance and stochastics
299
Management science : journal of the Institute for Operations Research and the Management Sciences
278
Applied mathematical finance
268
The journal of computational finance
263
International journal of industrial organization
258
Journal of financial economics
253
The review of financial studies
235
The journal of derivatives : the official publication of the International Association of Financial Engineers
231
Quantitative finance
223
Finance research letters
217
The journal of finance : the journal of the American Finance Association
217
Review of derivatives research
184
Insurance / Mathematics & economics
174
Journal of economic theory
173
Energy economics
153
International journal of production economics
152
Journal of regulatory economics
139
Applied economics
132
Journal of financial and quantitative analysis : JFQA
132
Computational economics
131
International journal of financial engineering
131
Economic modelling
129
The North American journal of economics and finance : a journal of financial economics studies
129
The Rand journal of economics
125
The journal of industrial economics
125
Journal of mathematical finance
124
International review of economics & finance : IREF
123
Journal of empirical finance
122
The European journal of finance
122
Journal of econometrics
117
Risks : open access journal
115
The journal of real estate finance and economics
107
The American economic review
105
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ECONIS (ZBW)
34
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1
Option valuation with nonmonotonic
pricing
kernel and embedded volatility component premiums
Chang, Hsuan-Ling
;
Cheng, Hung-Wen
;
Lei, Yi-Ding
- In:
The journal of derivatives : JOD
30
(
2023
)
4
,
pp. 105-127
Persistent link: https://www.econbiz.de/10014306890
Saved in:
2
Simulating theta and gamma of American options
Nguyen, P. A.
;
Mitchell, Daniel
- In:
The journal of derivatives : JOD
30
(
2023
)
4
,
pp. 74-90
Persistent link: https://www.econbiz.de/10014306876
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Practical application of derivatives in asset management
Scott, Cathy
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 6-7
Persistent link: https://www.econbiz.de/10014231041
Saved in:
8
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:
9
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:
10
Malliavin derivatives of derivative securities
Davis, Tom P.
- In:
The journal of derivatives : JOD
30
(
2022
)
2
,
pp. 65-73
Persistent link: https://www.econbiz.de/10014231106
Saved in:
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