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~isPartOf:"Computational economics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Hedging"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
~subject:"Zinsstruktur"
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Option Prices with Stochastic...
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Hedging
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Option pricing theory
314
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314
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108
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84
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Chen, Son-nan
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Computational economics
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
139
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
Quantitative finance
76
The journal of computational finance
71
Applied mathematical finance
69
Finance and stochastics
62
Journal of banking & finance
59
The journal of futures markets
55
Review of derivatives research
40
Insurance / Mathematics & economics
35
Finance research letters
29
Journal of economic dynamics & control
29
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European journal of operational research : EJOR
28
International journal of financial engineering
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28
Research paper series / Swiss Finance Institute
25
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The European journal of finance
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21
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The review of financial studies
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18
The journal of fixed income
18
Asia-Pacific financial markets
16
The journal of finance : the journal of the American Finance Association
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International review of financial analysis
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1
Evolution of interest rate models : a comparison
Ho, Thomas S. Y.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 9-20
Persistent link: https://www.econbiz.de/10001223174
Saved in:
2
Static hedges of barrier options under fast mean-reverting stochastic volatility
Huh, Jeonggyu
;
Jeon, Jaegi
;
Ma, Yong-Ki
- In:
Computational economics
55
(
2020
)
1
,
pp. 185-210
Persistent link: https://www.econbiz.de/10012222596
Saved in:
3
A hybrid Monte Carlo and finite difference method for option pricing
Jeong, Darae
;
Yoo, Minhyun
;
Yoo, Changwoo
;
Kim, Junseok
- In:
Computational economics
53
(
2019
)
1
,
pp. 111-124
Persistent link: https://www.econbiz.de/10012134544
Saved in:
4
Exploring option pricing and hedging via volatility asymmetry
Casas, Isabel
;
Veiga, Helena
- In:
Computational economics
57
(
2021
)
4
,
pp. 1015-1039
Persistent link: https://www.econbiz.de/10012543248
Saved in:
5
On perpetual American strangles
Moraux, Franck
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 82-97
Persistent link: https://www.econbiz.de/10003862829
Saved in:
6
Efficient analytical cascade calibration of the LIBOR market model with endogenous interpolation
Brigo, Damiano
;
Morini, Massimo
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 40-60
Persistent link: https://www.econbiz.de/10003379121
Saved in:
7
Four things you might not know about the Black-Scholes formula
Poulsen, Rolf
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 77-81
Persistent link: https://www.econbiz.de/10003673319
Saved in:
8
Forward versus spot interest rate models of the term structure
Moraleda Novo, Juan Manuel
;
Pelsser, Antoon André Jean
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 9-21
Persistent link: https://www.econbiz.de/10001497753
Saved in:
9
Static hedging of timing risk
Carr, Peter
;
Picron, Jean-Francois
- In:
The journal of derivatives : the official publication …
6
(
1999
)
3
,
pp. 57-70
Persistent link: https://www.econbiz.de/10001432497
Saved in:
10
Pricing and hedging mandatory convertible bonds
Ammann, Manuel
;
Seiz, Ralf
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 30-46
Persistent link: https://www.econbiz.de/10003321080
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