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Option pricing theory
52
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52
Stochastic process
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Elliott, Robert J.
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Junike, Gero
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Annals of finance
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
240
Journal of banking & finance
220
Finance and stochastics
218
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
196
Review of derivatives research
170
Insurance / Mathematics & economics
139
Journal of economic dynamics & control
139
European journal of operational research : EJOR
133
International journal of financial engineering
116
Finance research letters
111
Computational economics
109
Journal of mathematical finance
107
Risks : open access journal
96
NBER working paper series
88
Research paper series / Swiss Finance Institute
88
Working paper / National Bureau of Economic Research, Inc.
88
Journal of financial economics
86
The North American journal of economics and finance : a journal of financial economics studies
85
The European journal of finance
83
Asia-Pacific financial markets
77
Journal of econometrics
66
IMF working paper
64
Journal of financial and quantitative analysis : JFQA
64
Discussion paper / Centre for Economic Policy Research
62
The journal of finance : the journal of the American Finance Association
60
NBER Working Paper
58
Review of quantitative finance and accounting
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Energy economics
56
SpringerLink / Bücher
56
SFB 649 discussion paper
54
Economic modelling
53
International review of economics & finance : IREF
51
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
52
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1
A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets
Li, Xun
;
Wu, Zhenyu
- In:
Annals of finance
2
(
2006
)
2
,
pp. 179-205
Persistent link: https://www.econbiz.de/10003282234
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2
Consistency conditions for affine term structure models : II. option pricing under diffusions with embedded jumps
Levendorskij, Sergej Z.
- In:
Annals of finance
2
(
2006
)
2
,
pp. 207-224
Persistent link: https://www.econbiz.de/10003282260
Saved in:
3
Estimation and pricing under long-memory stochastic volatility
Chronopoulou, Alexandra
;
Viens, Frederi G.
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 379-403
Persistent link: https://www.econbiz.de/10009548079
Saved in:
4
Affine fractional stochastic volatility models
Comte, Fabienne
;
Coutin, Laure
;
Renault, Eric
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 337-378
Persistent link: https://www.econbiz.de/10009548082
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5
Implied and realized volatility : empirical model selection
Zhang, Lan
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 259-275
Persistent link: https://www.econbiz.de/10009548090
Saved in:
6
Stochastic volatility and stochastic leverage
Veraart, Almut E. D.
;
Veraart, Luitgard
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 205-233
Persistent link: https://www.econbiz.de/10009548093
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7
Option pricing under a stressed-beta model
Fouque, Jean-Pierre
;
Tashman, Adam P.
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 183-203
Persistent link: https://www.econbiz.de/10009548095
Saved in:
8
Displaced lognormal volatility skews : analysis and applications to stochastic volatility simulations
Lee, Roger
;
Wang, Dan
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 159-181
Persistent link: https://www.econbiz.de/10009548134
Saved in:
9
Symposium on stochastic volatility : an introductory overview
Viens, Frederi G.
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 151-157
Persistent link: https://www.econbiz.de/10009548135
Saved in:
10
Maximal submarkets that replicate any option
Polyrakis, Ioannis A.
;
Xanthos, Foivos
- In:
Annals of finance
7
(
2011
)
3
,
pp. 407-423
Persistent link: https://www.econbiz.de/10009248116
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