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Testing option pricing models
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Option pricing theory
49
Optionspreistheorie
49
Stochastic process
17
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17
Volatility
17
Volatilität
17
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16
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Economic modelling
International journal of theoretical and applied finance
467
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
244
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
199
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
134
Journal of economic dynamics & control
131
Finance research letters
117
International journal of financial engineering
116
Computational economics
111
Journal of mathematical finance
107
Risks : open access journal
99
Research paper series / Swiss Finance Institute
86
The North American journal of economics and finance : a journal of financial economics studies
83
Journal of financial economics
81
The European journal of finance
81
Asia-Pacific financial markets
77
Journal of econometrics
69
Energy economics
60
NBER working paper series
60
Journal of financial and quantitative analysis : JFQA
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Review of quantitative finance and accounting
55
The journal of finance : the journal of the American Finance Association
55
SFB 649 discussion paper
54
Annals of finance
52
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
49
International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
46
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ECONIS (ZBW)
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1
Delaying the timing of offshoring low-skilled tasks
Mello-Sampayo, Felipa de
;
Sousa-Vale, Sofia de
; …
- In:
Economic modelling
27
(
2010
)
5
,
pp. 951-958
Persistent link: https://www.econbiz.de/10008824936
Saved in:
2
Pricing currency options in a fractional Brownian motion with jumps
Xiao, Wei-lin
;
Zhang, Wei-guo
;
Zhang, Xi-li
;
Wang, Ying-luo
- In:
Economic modelling
27
(
2010
)
5
,
pp. 935-942
Persistent link: https://www.econbiz.de/10008824938
Saved in:
3
The double exponential jump diffusion model for pricing European options under fuzzy environments
Zhang, Li-Hua
;
Zhang, Wei-guo
;
Xiao, Wei-Lin
- In:
Economic modelling
29
(
2012
)
3
,
pp. 780-786
Persistent link: https://www.econbiz.de/10009545516
Saved in:
4
A fractal version of the Hull-White interest rate model
Hainaut, Donatien
- In:
Economic modelling
31
(
2013
),
pp. 323-334
Persistent link: https://www.econbiz.de/10009729087
Saved in:
5
Convertible bonds with resettable conversion prices
Qiu, Junfeng
;
Zhang, Yongli
- In:
Economic modelling
31
(
2013
),
pp. 198-205
Persistent link: https://www.econbiz.de/10009729140
Saved in:
6
A note on the use of fractional Brownian motion for financial modeling
Rostek, Stefan
;
Schöbel, Rainer
- In:
Economic modelling
30
(
2013
),
pp. 30-35
Persistent link: https://www.econbiz.de/10009702270
Saved in:
7
Calibration of implied volatility for the exchange rate for the Chinese Yuan from its derivatives
Liang, Jin
;
Gao, Y.
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1278-1285
Persistent link: https://www.econbiz.de/10009667379
Saved in:
8
Pricing bond options under a Markovian regime-switching Hull-White model
Shen, Yang
;
Siu, Tak Kuen
- In:
Economic modelling
30
(
2013
),
pp. 933-940
Persistent link: https://www.econbiz.de/10009710001
Saved in:
9
Upper and lower bounds for convex value functions of derivative contracts
Ben-Ameur, Hatem
;
Frutos, Javier de
;
Fakhfakh, Tarek
; …
- In:
Economic modelling
34
(
2013
),
pp. 69-75
Persistent link: https://www.econbiz.de/10010360612
Saved in:
10
A barrier option framework for bank interest margin management under anticipatory regret aversion
Lin, Jyh-horng
;
Hung, Wei-ming
- In:
Economic modelling
33
(
2013
),
pp. 794-801
Persistent link: https://www.econbiz.de/10010195688
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