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The Move Away from Stock Optio...
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Option pricing theory
244
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244
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92
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Applied mathematical finance
Finance research letters
924
Journal of banking & finance
793
NBER working paper series
734
Working paper / National Bureau of Economic Research, Inc.
650
The journal of finance : the journal of the American Finance Association
648
International review of financial analysis
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Economics letters
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237
Journal of economic dynamics & control
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Finance and stochastics
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Journal of financial markets
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The journal of corporate finance : contracting, governance and organization
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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1
Pricing stock and bond derivatives with a multi-factor Gaussian model
Bajeux-Besnainou, Isabelle
;
Portait, Roland
- In:
Applied mathematical finance
5
(
1998
)
3/4
,
pp. 207-225
Persistent link: https://www.econbiz.de/10001446813
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2
A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 365-399
Persistent link: https://www.econbiz.de/10003637449
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3
An improved binomial lattice method for multi-dimensional options
Gamba, Andrea
;
Trigeorgis, Lenos
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 453-475
Persistent link: https://www.econbiz.de/10003637477
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4
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:
5
A semi-explicit approach to Canary swaptions in HJM one-factor model
Henrard, Marc
- In:
Applied mathematical finance
13
(
2006
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10003320021
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6
A numerical method to price defaultable bonds based on the Madan and Unal credit risk model
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 17-36
Persistent link: https://www.econbiz.de/10003847142
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7
American call options under jump-diffusion processes - a Fourier transform approach
Chiarella, Carl
;
Ziogas, Andrew
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 37-79
Persistent link: https://www.econbiz.de/10003847143
Saved in:
8
Optimal quantization for the pricing of swing options
Bardou, Olivier
;
Bouthemy, Sandrine
;
Pagès, Gilles
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 183-217
Persistent link: https://www.econbiz.de/10003847156
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9
Numerical approximation of the implied volatility under arithmetic Brownian motion
Choi, Jaehyuk
;
Kim, Kwangmoon
;
Kwak, Minsuk
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 261-268
Persistent link: https://www.econbiz.de/10003916161
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10
The valuation of American options with stochastic stopping time constraints
Egloff, Daniel
;
Leippold, Markus
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 287-305
Persistent link: https://www.econbiz.de/10003916175
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