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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Option pricing theory
203
Theorie
123
Theory
123
Option trading
86
Optionsgeschäft
86
Volatility
51
Volatilität
51
USA
48
United States
48
Black-Scholes model
28
Black-Scholes-Modell
28
Hedging
27
Yield curve
27
Zinsstruktur
27
Interest rate derivative
25
Zinsderivat
25
Derivat
24
Derivative
24
Stochastic process
21
Stochastischer Prozess
21
Swap
21
Estimation
20
Schätzung
20
Aktienoption
17
Credit derivative
17
Kreditderivat
17
Stock option
17
Statistical distribution
14
Statistische Verteilung
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Credit risk
12
Kreditrisiko
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Börsenkurs
10
Index futures
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10
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9
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9
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1
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English
203
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Chen, Son-nan
6
Wu, Ting-pin
6
Ritchken, Peter H.
4
Fabozzi, Frank J.
3
Newton, David P.
3
Orosi, Greg
3
Rosenberg, Joshua V.
3
Russo, Emilio
3
Schoutens, Wim
3
Tian, Yisong Sam
3
Wei, Jason
3
Beliaeva, Natalia A.
2
Bennett, Michael N.
2
Broadie, Mark
2
Chang, Jui-jane
2
Chen, Ren-Raw
2
Choi, Seung-mook S.
2
Christoffersen, Peter F.
2
Dravid, Ajay R.
2
Duan, Jin-Chuan
2
Duck, Peter W.
2
Engle, Robert F.
2
Glasserman, Paul
2
Hull, John
2
Jacobs, Kris
2
Kennedy, Joanne E.
2
Klein, Peter
2
Lehnert, Thorsten
2
Lyuu, Yuh-dauh
2
Mazzoni, Thomas
2
Nawalkha, Sanjay K.
2
Nunes, Joaõ Pedro Vidal
2
Quittard-Pinon, François
2
Rendleman, Richard J.
2
Rich, Don R.
2
Rubinstein, Mark
2
Staino, Alessandro
2
Taylor, Stephen
2
Uhrig-Homburg, Marliese
2
Weide, Hans van der
2
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The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
467
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
244
Finance and stochastics
218
Journal of banking & finance
208
Quantitative finance
199
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
131
International journal of financial engineering
116
Finance research letters
111
Computational economics
107
Journal of mathematical finance
107
Risks : open access journal
96
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
81
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Energy economics
59
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Review of quantitative finance and accounting
55
SFB 649 discussion paper
54
The journal of finance : the journal of the American Finance Association
54
Annals of finance
52
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
49
International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
46
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ECONIS (ZBW)
203
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1
Volatility surface calibration to illiquid options
Nagy, László
;
Ormos, Mihály
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 87-96
Persistent link: https://www.econbiz.de/10012306175
Saved in:
2
A general accurate approximation for pricing and hedging basket options with exact moment matching
Wu, Feifan
;
Diao, Xundi
;
Wu, Chongfeng
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 68-86
Persistent link: https://www.econbiz.de/10012306166
Saved in:
3
A simple accurate binomial tree for pricing options on stocks with know dollar dividends
Guo, Shuxin
;
Liu, Qiang
- In:
The journal of derivatives : the official publication …
26
(
2019
)
4
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012306189
Saved in:
4
Curve-fitting method for implied volatility
Wu, Desheng Dash
;
Liu, Tianxiang
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 19-37
Persistent link: https://www.econbiz.de/10011968684
Saved in:
5
Options decimalization
Chin, Faith
;
Garriott, Corey
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 88-103
Persistent link: https://www.econbiz.de/10011931871
Saved in:
6
Forgive, or award your debtor? : a barrier
option
approach
Sun, David
;
Chen, Chun-Da
- In:
The journal of derivatives : the official publication …
26
(
2018
)
1
,
pp. 67-95
Persistent link: https://www.econbiz.de/10011968674
Saved in:
7
An alternative
option
to portfolio rebalancing
Israelov, Roni
;
Tummala, Harsha
- In:
The journal of derivatives : the official publication …
25
(
2018
)
3
,
pp. 7-32
Persistent link: https://www.econbiz.de/10011941325
Saved in:
8
A simple closed-form formula for pricing basket options
Kan, Kin Hung
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 104-110
Persistent link: https://www.econbiz.de/10011931875
Saved in:
9
On pricing Asian options under stochastic volatility
Russo, Emilio
;
Staino, Alessandro
- In:
The journal of derivatives : the official publication …
23
(
2016
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10011687238
Saved in:
10
In-out parity relations for American-style barrier options
Ruas, João Pedro
;
Nunes, Joaõ Pedro Vidal
;
Simão, …
- In:
The journal of derivatives : the official publication …
23
(
2016
)
4
,
pp. 20-32
Persistent link: https://www.econbiz.de/10011687243
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