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~isPartOf:"The journal of derivatives : JOD"
~subject:"Option pricing theory"
~subject:"Theory"
~subject:"Volatility"
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Option pricing theory
Theory
Volatility
Derivat
29
Derivative
29
Optionspreistheorie
20
options
13
Derivatives
12
Option trading
12
Optionsgeschäft
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9
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derivatives
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statistical methods
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fixed income and structured finance
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2
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The journal of derivatives : JOD
The journal of futures markets
188
International journal of theoretical and applied finance
155
Journal of banking & finance
93
Applied mathematical finance
77
Energy economics
71
Review of derivatives research
56
Quantitative finance
54
European journal of operational research : EJOR
47
Finance research letters
46
International review of financial analysis
44
Finance and stochastics
43
Mathematical finance : an international journal of mathematics, statistics and financial theory
43
The journal of computational finance
42
The European journal of finance
40
International review of economics & finance : IREF
38
Journal of economic dynamics & control
38
The journal of finance : the journal of the American Finance Association
37
Journal of mathematical finance
36
Journal of financial and quantitative analysis : JFQA
35
The journal of derivatives : the official publication of the International Association of Financial Engineers
35
NBER working paper series
34
Advances in futures and options research : a research annual
33
The North American journal of economics and finance : a journal of financial economics studies
33
SpringerLink / Bücher
30
Applied financial economics
29
Economics letters
29
International journal of financial engineering
29
Journal of financial economics
29
The review of financial studies
29
Risks : open access journal
28
NBER Working Paper
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Applied economics letters
24
Insurance / Mathematics & economics
24
Working paper / National Bureau of Economic Research, Inc.
24
The journal of credit risk : published quarterly by Incisive Media
23
Journal of risk and financial management : JRFM
21
Applied economics
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Journal of econometrics
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The journal of fixed income
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ECONIS (ZBW)
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11
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:
12
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:
13
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:
14
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:
15
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:
16
Evergreen trees : the likelihood ratio method for binomial and trinomial trees
Davis, Tom P.
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 49-69
Persistent link: https://www.econbiz.de/10012612943
Saved in:
17
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:
18
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:
19
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:
20
Cosine willow tree structure under Lévy processes with application to pricing variance derivatives
Ma, Junmei
;
Xu, Wei
;
Yao, Yi
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 30-60
Persistent link: https://www.econbiz.de/10012698124
Saved in:
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