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~isPartOf:"Asia-Pacific financial markets"
~subject:"Real options analysis"
~subject:"Volatility"
~subject:"Yield curve"
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Option Prices with Stochastic...
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Real options analysis
Volatility
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Option pricing theory
77
Optionspreistheorie
77
Stochastic process
24
Stochastischer Prozess
24
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20
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19
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Takahashi, Akihiko
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Yamada, Toshihiro
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Ševčovič, Daniel
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Asia-Pacific financial markets
International journal of theoretical and applied finance
201
Quantitative finance
120
Applied mathematical finance
99
Journal of banking & finance
98
Mathematical finance : an international journal of mathematics, statistics and financial theory
93
The journal of futures markets
91
The journal of computational finance
82
Review of derivatives research
68
International journal of financial engineering
61
European journal of operational research : EJOR
60
Finance research letters
59
The journal of derivatives : the official publication of the International Association of Financial Engineers
58
Finance and stochastics
57
Journal of economic dynamics & control
46
Journal of mathematical finance
44
Computational economics
43
Journal of econometrics
42
The European journal of finance
42
Risks : open access journal
41
The North American journal of economics and finance : a journal of financial economics studies
41
Research paper series / Swiss Finance Institute
36
Energy economics
32
Journal of financial economics
32
Insurance / Mathematics & economics
31
Annals of finance
30
Review of quantitative finance and accounting
30
Applied economics
27
International review of economics & finance : IREF
27
International review of financial analysis
23
Journal of risk and financial management : JRFM
23
Management science : journal of the Institute for Operations Research and the Management Sciences
23
The journal of finance : the journal of the American Finance Association
23
Decisions in economics and finance : DEF ; a journal of applied mathematics
21
Economic modelling
21
Discussion paper / Tinbergen Institute
20
Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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The journal of fixed income
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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
Pricing commodity spread options with stochastic term structure of convenience yields and interest rates
Nakajima, Katsushi
;
Maeda, Akira
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 157-184
Persistent link: https://www.econbiz.de/10003609542
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