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Option trading
55
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Option pricing theory
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26
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Applied mathematical finance
The journal of futures markets
195
International journal of theoretical and applied finance
115
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
87
Review of derivatives research
74
Finance research letters
64
The journal of computational finance
63
Quantitative finance
61
Mathematical finance : an international journal of mathematics, statistics and financial theory
51
Journal of economic dynamics & control
47
Finance and stochastics
44
The North American journal of economics and finance : a journal of financial economics studies
42
Journal of financial economics
41
International review of economics & finance : IREF
35
Journal of financial markets
34
European journal of operational research : EJOR
32
International journal of financial engineering
32
Journal of financial and quantitative analysis : JFQA
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Computational economics
30
The review of financial studies
30
Working paper / National Bureau of Economic Research, Inc.
30
Journal of mathematical finance
28
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Research paper series / Swiss Finance Institute
28
Review of quantitative finance and accounting
28
International review of financial analysis
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
23
Risks : open access journal
22
Wiley trading series
22
Applied economics
20
Applied financial economics
20
Journal of risk and financial management : JRFM
19
NBER Working Paper
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Swiss Finance Institute Research Paper
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Research Paper Series / Finance Discipline Group, Business School
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Annals of finance
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1
Perpetual options on multiple underlyings
Duck, Peter W.
;
Evatt, Geoffrey W.
;
Johnson, Paul V.
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 174-200
Persistent link: https://www.econbiz.de/10010352003
Saved in:
2
Spiking the volatility punch
Carr, Peter
;
Figà-Talamanca, Gianna
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 495-520
Persistent link: https://www.econbiz.de/10012516169
Saved in:
3
On a neural network to extract implied information from american options
Liu, Shuaiqiang
;
Leitao, Álvaro
;
Borovykh, Anastasia
; …
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 449-475
Persistent link: https://www.econbiz.de/10013411712
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4
A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models
Dang, Duy Minh
;
Jackson, Kenneth R.
;
Sues, Scott
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 175-215
Persistent link: https://www.econbiz.de/10011815225
Saved in:
5
Optimal accelerated share repurchases
Jaimungal, S.
;
Kinzebulatov, D.
;
Rubisov, D. H.
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 216-245
Persistent link: https://www.econbiz.de/10011815227
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6
Closed-form pricing of two-asset barrier options with stochastic covariance
Götz, Barbara
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 363-397
Persistent link: https://www.econbiz.de/10010499671
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7
Robust barrier option pricing by frame projection under exponential Lévy dynamics
Kirkby, J. Lars
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 337-386
Persistent link: https://www.econbiz.de/10011815237
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8
Pricing lookback options with knock-out boundaries
Muroi, Yoshifumi
- In:
Applied mathematical finance
13
(
2006
)
2
,
pp. 155-190
Persistent link: https://www.econbiz.de/10003331423
Saved in:
9
Short positions, rally fears and option markets
Eberlein, Ernst
;
Madan, Dilip B.
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 83-98
Persistent link: https://www.econbiz.de/10003975322
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10
Time charters with purchase options in shipping : valuation and risk management
Løchte Jørgensen, Peter
;
Giovanni, Domenico de
- In:
Applied mathematical finance
17
(
2010
)
5/6
,
pp. 399-430
Persistent link: https://www.econbiz.de/10008797257
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