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~isPartOf:"Applied economics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
~subject:"Option trading"
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Option Prices with Stochastic...
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Currency option
Kapitaleinkommen
Monte Carlo simulation
Option trading
Option pricing theory
301
Optionspreistheorie
301
Theorie
147
Theory
147
Volatility
78
Volatilität
78
Optionsgeschäft
73
USA
57
United States
57
Black-Scholes model
41
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37
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Interest rate derivative
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12
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99
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Chen, Son-nan
3
Wu, Ting-pin
3
Chang, Jui-jane
2
Elyasiani, Elyas
2
Figlewski, Stephen
2
Gehricke, Sebastian A.
2
Jacobs, Kris
2
Muzzioli, Silvia
2
Nunes, Joaõ Pedro Vidal
2
Orosi, Greg
2
Weide, Hans van der
2
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2
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1
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1
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1
Aziz, Saqib
1
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1
Bakshi, Gurdip S.
1
Barone, Gaia
1
Barone-Adesi, Giovanni
1
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1
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1
Benzoni, Luca
1
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1
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1
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1
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1
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1
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1
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Chen, Jian
1
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1
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1
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American Finance Association
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Applied economics
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of finance : the journal of the American Finance Association
International journal of theoretical and applied finance
125
The journal of futures markets
108
The journal of computational finance
96
Quantitative finance
78
Applied mathematical finance
70
Review of derivatives research
67
Finance research letters
60
Mathematical finance : an international journal of mathematics, statistics and financial theory
58
Journal of banking & finance
57
Finance and stochastics
47
Journal of economic dynamics & control
46
Computational economics
45
The North American journal of economics and finance : a journal of financial economics studies
44
International journal of financial engineering
41
European journal of operational research : EJOR
39
Journal of financial economics
36
Journal of mathematical finance
31
Risks : open access journal
30
Research paper series / Swiss Finance Institute
28
International review of economics & finance : IREF
27
Management science : journal of the Institute for Operations Research and the Management Sciences
25
The European journal of finance
25
Asia-Pacific financial markets
24
Energy economics
24
Review of quantitative finance and accounting
24
Insurance / Mathematics & economics
23
Journal of risk and financial management : JRFM
23
Economic modelling
20
International review of financial analysis
19
Journal of econometrics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
18
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
17
Swiss Finance Institute Research Paper
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Journal of financial and quantitative analysis : JFQA
16
The journal of derivatives : JOD
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1
European compound options written on perpetual American options
Barone, Gaia
- In:
The journal of derivatives : the official publication …
20
(
2012
)
3
,
pp. 61-74
Persistent link: https://www.econbiz.de/10009725348
Saved in:
2
Option smiling when investors' estimates of asset volatility disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Saved in:
3
The power of deterministic option-implied trees in pricing European options
Elyasiani, Elyas
;
Muzzioli, Silvia
- In:
Applied economics
54
(
2022
)
22
,
pp. 2596-2609
Persistent link: https://www.econbiz.de/10013171107
Saved in:
4
The Bitcoin options market : a first look at pricing and risk
Jalan, Akanksha
;
Matkovskyy, Roman
;
Aziz, Saqib
- In:
Applied economics
53
(
2021
)
17
,
pp. 2026-2041
Persistent link: https://www.econbiz.de/10012500934
Saved in:
5
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
6
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:
7
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:
8
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
9
On perpetual American strangles
Moraux, Franck
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 82-97
Persistent link: https://www.econbiz.de/10003862829
Saved in:
10
Calibration risk for exotic options
Detlefsen, K.
;
Härdle, Wolfgang
- In:
The journal of derivatives : the official publication …
14
(
2007
)
4
,
pp. 47-63
Persistent link: https://www.econbiz.de/10003498957
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