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Option pricing theory
244
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117
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105
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Sircar, Kaushik Ronnie
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Applied mathematical finance
NBER working paper series
898
Finance research letters
853
Working paper / National Bureau of Economic Research, Inc.
823
Journal of banking & finance
774
Energy economics
709
NBER Working Paper
702
The journal of futures markets
687
International journal of theoretical and applied finance
618
International review of financial analysis
567
Journal of financial economics
521
Applied economics
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International review of economics & finance : IREF
476
Economic modelling
446
The North American journal of economics and finance : a journal of financial economics studies
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425
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Journal of economic dynamics & control
404
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402
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391
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Applied financial economics
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Economics letters
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Research in international business and finance
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Journal of international money and finance
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The European journal of finance
289
The journal of derivatives : the official publication of the International Association of Financial Engineers
288
Pacific-Basin finance journal
281
Journal of financial and quantitative analysis : JFQA
280
The journal of computational finance
275
Journal of risk and financial management : JRFM
267
Research paper series / Swiss Finance Institute
265
Discussion paper / Tinbergen Institute
263
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Asymptotics of barrier option pricing under the CEV process
Hu, Fannu
;
Knessl, Charles
- In:
Applied mathematical finance
17
(
2010
)
3/4
,
pp. 261-300
Persistent link: https://www.econbiz.de/10008653258
Saved in:
2
Robust approximations for pricing Asian options and
volatility
swaps under stochastic
volatility
Forde, Martin
;
Jacquier, Antoine
- In:
Applied mathematical finance
17
(
2010
)
3/4
,
pp. 241-259
Persistent link: https://www.econbiz.de/10008653259
Saved in:
3
Forward variance dynamics : Bergomi's model revisited
Aly, Sidi Mohamed Ould
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 84-107
Persistent link: https://www.econbiz.de/10010351856
Saved in:
4
Saddlepoint approximation methods for pricing derivatives on discrete realized variance
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010351861
Saved in:
5
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:
6
An extension of the chaos expansion approximation for the pricing of exotic basket options
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10010352010
Saved in:
7
Pricing and hedging of lookback options in hyper-exponential jump diffusion models
Hofer, Markus
;
Mayer, Philipp
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 489-511
Persistent link: https://www.econbiz.de/10010235585
Saved in:
8
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
Saved in:
9
Asymptotic solutions for Australian options with low
volatility
Ting, Sai Hung Marten
;
Ewald, Christian-Oliver
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 595-613
Persistent link: https://www.econbiz.de/10010500870
Saved in:
10
Implied
volatility
of leveraged ETF options
Leung, Tim
;
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 162-188
Persistent link: https://www.econbiz.de/10010505139
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