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~isPartOf:"Asia-Pacific financial markets"
~subject:"Monte Carlo simulation"
~subject:"Real options analysis"
~subject:"Volatility"
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Option Prices with Stochastic...
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Monte Carlo simulation
Real options analysis
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Option pricing theory
77
Optionspreistheorie
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Stochastic process
24
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24
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Takahashi, Akihiko
4
Klebaner, Fima C.
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Yamada, Toshihiro
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Ševčovič, Daniel
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Abramov, Vyacheslav M.
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Asia-Pacific financial markets
International journal of theoretical and applied finance
198
Quantitative finance
126
The journal of computational finance
101
Applied mathematical finance
91
The journal of futures markets
89
Journal of banking & finance
84
Mathematical finance : an international journal of mathematics, statistics and financial theory
78
European journal of operational research : EJOR
68
Review of derivatives research
56
Finance and stochastics
55
Finance research letters
54
International journal of financial engineering
54
Computational economics
53
Journal of economic dynamics & control
49
The journal of derivatives : the official publication of the International Association of Financial Engineers
47
The North American journal of economics and finance : a journal of financial economics studies
44
Journal of mathematical finance
43
Journal of econometrics
41
Risks : open access journal
41
The European journal of finance
39
Research paper series / Swiss Finance Institute
33
Energy economics
31
Insurance / Mathematics & economics
30
Applied economics
29
Journal of financial economics
29
Review of quantitative finance and accounting
28
Annals of finance
27
Decisions in economics and finance : DEF ; a journal of applied mathematics
27
Journal of risk and financial management : JRFM
27
International review of economics & finance : IREF
26
Management science : journal of the Institute for Operations Research and the Management Sciences
26
International review of financial analysis
22
Economic modelling
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Journal of empirical finance
20
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Discussion paper / Tinbergen Institute
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Journal of financial and quantitative analysis : JFQA
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Swiss Finance Institute Research Paper
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The journal of finance : the journal of the American Finance Association
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1
A new type of barrier options : lizard option
Kawanishi, Yasuhiro
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10010511547
Saved in:
2
Comparison of Black-Scholes formula with fractional Black-Scholes formula in the foreign exchange option market with changing volatility
Meng, Li
;
Wang, Mei
- In:
Asia-Pacific financial markets
17
(
2010
)
2
,
pp. 99-111
Persistent link: https://www.econbiz.de/10009237122
Saved in:
3
The instantaneous volatility and the implied volatility surface for a generalized black-scholes model
Takaoka, Koichiro
;
Futami, Hidenori
- In:
Asia-Pacific financial markets
17
(
2010
)
4
,
pp. 391-436
Persistent link: https://www.econbiz.de/10009237752
Saved in:
4
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
Saved in:
5
Analysis of the nonlinear option pricing model under variable transaction costs
Ševčovič, Daniel
;
Žitňanská, Magdaléna
- In:
Asia-Pacific financial markets
23
(
2016
)
2
,
pp. 153-174
Persistent link: https://www.econbiz.de/10011619901
Saved in:
6
An asymptotic expansion for forward-backward SDEs : a malliavin calculus approach
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 337-373
Persistent link: https://www.econbiz.de/10011619975
Saved in:
7
Estimation and prediction of a non-constant volatility
Abramov, Vyacheslav M.
;
Klebaner, Fima C.
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003609524
Saved in:
8
Forecasting credit spread volatility : evidence from the Japanese Eurobond market
Johnson, Brock N.
;
Batten, Jonathan A.
- In:
Asia-Pacific financial markets
10
(
2003
)
4
,
pp. 335-357
Persistent link: https://www.econbiz.de/10003083939
Saved in:
9
A note on computation of implied volatility
Kagenishi, Yoshiteru
;
Shinohara, Yoshitane
- In:
Asia-Pacific financial markets
8
(
2001
)
4
,
pp. 361-368
Persistent link: https://www.econbiz.de/10001712367
Saved in:
10
A new control variate estimator for an Asian option
Kamizono, Kenji
;
Kariya, Takeaki
;
Liu, Regina Y.
; …
- In:
Asia-Pacific financial markets
11
(
2004
)
2
,
pp. 143-160
Persistent link: https://www.econbiz.de/10003357648
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