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Option trading
17
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Option pricing theory
12
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1
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Annals of finance
The journal of futures markets
195
International journal of theoretical and applied finance
111
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
Finance research letters
64
The journal of computational finance
60
Quantitative finance
58
Applied mathematical finance
55
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
Finance and stochastics
43
Journal of financial economics
42
The North American journal of economics and finance : a journal of financial economics studies
41
International review of economics & finance : IREF
34
Journal of financial markets
34
Computational economics
32
International journal of financial engineering
32
Journal of financial and quantitative analysis : JFQA
32
The review of financial studies
30
Working paper / National Bureau of Economic Research, Inc.
30
European journal of operational research : EJOR
29
International review of financial analysis
27
Journal of mathematical finance
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
Research paper series / Swiss Finance Institute
27
Review of quantitative finance and accounting
27
NBER working paper series
26
The European journal of finance
24
The journal of finance : the journal of the American Finance Association
24
Asia-Pacific financial markets
22
Risks : open access journal
22
Wiley trading series
22
Applied economics
20
Applied financial economics
20
NBER Working Paper
19
Swiss Finance Institute Research Paper
19
Journal of risk and financial management : JRFM
18
The journal of derivatives : JOD
17
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1
Banking fragility and liquidity creation : options as a substitute for deposits
Wagner, Wolf
- In:
Annals of finance
5
(
2009
)
1
,
pp. 125-129
Persistent link: https://www.econbiz.de/10003775315
Saved in:
2
On the cost of delayed currency fixing announcements
Becker, Christoph
;
Wystup, Uwe
- In:
Annals of finance
5
(
2009
)
2
,
pp. 161-174
Persistent link: https://www.econbiz.de/10003812515
Saved in:
3
A PDE approach for risk measures for derivatives with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Annals of finance
4
(
2008
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10003589415
Saved in:
4
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
Saved in:
5
Evidence on exercise pricing in CEO option grants in two countries
Canil, Jean M.
;
Rosser, Bruce A.
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 383-410
Persistent link: https://www.econbiz.de/10011459086
Saved in:
6
Bounds for path-dependent options
Brown, Donald J.
;
Ibragimov, Rustam Ju.
;
Walden, Johan
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 433-451
Persistent link: https://www.econbiz.de/10011459441
Saved in:
7
Saddlepoint approximations to option price in a regime-switching model
Zhang, Mengzhe
;
Chan, Leunglung
- In:
Annals of finance
12
(
2016
)
1
,
pp. 55-69
Persistent link: https://www.econbiz.de/10011555421
Saved in:
8
Valuation of R&D compound option using Markov chain approach
D'Amico, Guglielmo
;
Villani, Giovanni
- In:
Annals of finance
17
(
2021
)
3
,
pp. 379-404
Persistent link: https://www.econbiz.de/10012622325
Saved in:
9
Performance of advanced stock price models when it becomes exotic : an empirical study
Junike, Gero
;
Schoutens, Wim
;
Stier, Hauke
- In:
Annals of finance
18
(
2022
)
1
,
pp. 109-119
Persistent link: https://www.econbiz.de/10013194639
Saved in:
10
Options on bonds : implied volatilities from affine short-rate dynamics
Lorig, Matthew
;
Suaysom, Natchanon
- In:
Annals of finance
18
(
2022
)
2
,
pp. 183-216
Persistent link: https://www.econbiz.de/10013278980
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