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Option Prices with Stochastic...
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Option pricing theory
38
Optionspreistheorie
38
Derivat
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Derivative
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Wang, Xingchun
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Applied economics letters
International journal of theoretical and applied finance
511
The journal of futures markets
292
Mathematical finance : an international journal of mathematics, statistics and financial theory
282
Applied mathematical finance
264
The journal of computational finance
264
Finance and stochastics
243
The journal of derivatives : the official publication of the International Association of Financial Engineers
233
Quantitative finance
228
Journal of banking & finance
223
Review of derivatives research
187
Insurance / Mathematics & economics
160
Finance research letters
144
European journal of operational research : EJOR
138
Journal of economic dynamics & control
132
Computational economics
129
International journal of financial engineering
124
Journal of mathematical finance
115
Risks : open access journal
113
Research paper series / Swiss Finance Institute
92
Journal of financial economics
88
The European journal of finance
88
The North American journal of economics and finance : a journal of financial economics studies
87
Asia-Pacific financial markets
85
Journal of econometrics
78
The journal of finance : the journal of the American Finance Association
65
International review of economics & finance : IREF
64
Journal of financial and quantitative analysis : JFQA
64
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
62
The review of financial studies
60
Annals of finance
59
NBER working paper series
59
Energy economics
58
SFB 649 discussion paper
58
Journal of risk and financial management : JRFM
57
Review of quantitative finance and accounting
57
Journal of empirical finance
56
Management science : journal of the Institute for Operations Research and the Management Sciences
56
Economic modelling
53
International review of financial analysis
53
The journal of derivatives : JOD
53
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ECONIS (ZBW)
38
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1
ELW pricing kernel and empirical risk aversion
Kim, Jun Sik
;
Kim, Hyeyoen
;
Ryu, Doojin
- In:
Applied economics letters
21
(
2014
)
4/6
,
pp. 372-376
Persistent link: https://www.econbiz.de/10010413719
Saved in:
2
Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 989-993
Persistent link: https://www.econbiz.de/10003886597
Saved in:
3
The valuation of options on discrete dividend-paying stocks
Shan, Yuanchuang
;
Shu, Huisheng
;
Zhang, Xuekang
;
Yi, Haoran
- In:
Applied economics letters
31
(
2024
)
12
,
pp. 1090-1095
Persistent link: https://www.econbiz.de/10014558681
Saved in:
4
The simplest American and real option approximations : Geske-Johnson interpolation in maturity and yield
Chung, San-Lin
;
Shackleton, Mark B.
- In:
Applied economics letters
10
(
2003
)
11
,
pp. 709-716
Persistent link: https://www.econbiz.de/10001820267
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5
Analysis of a practical formula for the valuation of employee stock options
Veld, Chris H.
- In:
Applied economics letters
10
(
2003
)
4
,
pp. 205-208
Persistent link: https://www.econbiz.de/10001748962
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6
Computational complexity analysis of least-squares Monte Carlo (LSM) for pricing US derivatives
Chen, A.-S.
;
Shen, P.-F.
- In:
Applied economics letters
10
(
2003
)
4
,
pp. 223-229
Persistent link: https://www.econbiz.de/10001748973
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7
Pricing European commodity swaptions
Järvinen, Sami
;
Toivonen, Harri
- In:
Applied economics letters
11
(
2004
)
15
,
pp. 925-929
Persistent link: https://www.econbiz.de/10002507442
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8
Completely predictable and fully anticipated? : Step ups in warrant exercise prices
Garcia-Feijóo, Luis
;
Howe, John S.
;
Su, Tie
- In:
Applied economics letters
12
(
2005
)
9
,
pp. 561-565
Persistent link: https://www.econbiz.de/10003015743
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9
Climate derivatives strategies as an alternative to set up guaranteed prices for agricultural producers in México
Cruz-Aké, Salvador
;
García-Ruiz, Reyna Susana
; …
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 302-318
Persistent link: https://www.econbiz.de/10013553404
Saved in:
10
Calculating implied volatility using the bisection algorithm : a note
Berry, R. H.
;
Zuo, X.
- In:
Applied economics letters
16
(
2009
)
13/15
,
pp. 1399-1402
Persistent link: https://www.econbiz.de/10003894265
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