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Stochastic process
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49
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43
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43
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29
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Economic modelling
European journal of operational research : EJOR
720
International journal of theoretical and applied finance
610
The journal of futures markets
384
Insurance / Mathematics & economics
357
Finance and stochastics
347
Mathematical finance : an international journal of mathematics, statistics and financial theory
318
Journal of banking & finance
299
Applied mathematical finance
282
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275
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260
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247
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158
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150
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137
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133
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ECONIS (ZBW)
113
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1
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
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2
A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions
Chen, Rongda
;
Yu, Lean
- In:
Economic modelling
35
(
2013
),
pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
Saved in:
3
Collective behavior and options volatility smile : an agent-based explanation
Liu, Yi-fang
;
Zhang, Wei
;
Xu, Hai-chuan
- In:
Economic modelling
39
(
2014
),
pp. 232-239
Persistent link: https://www.econbiz.de/10010421855
Saved in:
4
Analyses of retirement benefits with options
Lin, Chung-gee
;
Yang, Wei-ning
;
Chen, Shu-chuan
- In:
Economic modelling
36
(
2014
),
pp. 130-135
Persistent link: https://www.econbiz.de/10010412430
Saved in:
5
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
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6
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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7
Decomposing and valuing convertible bonds : a new method based on exotic options
Feng, Yun
;
Huang, Bing-hua
;
Young, Martin R.
;
Zhou, Qi-yuan
- In:
Economic modelling
47
(
2015
),
pp. 193-206
Persistent link: https://www.econbiz.de/10011439095
Saved in:
8
Pricing foreign equity options with regime-switching
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
Economic modelling
37
(
2014
),
pp. 296-305
Persistent link: https://www.econbiz.de/10010417689
Saved in:
9
A barrier option framework for rescue package designs and bank default risks
Chang, Chuen-ping
- In:
Economic modelling
38
(
2014
),
pp. 246-257
Persistent link: https://www.econbiz.de/10010419117
Saved in:
10
Pricing perpetual American CatEPut options when stock prices are correlated with catastrophe losses
Kim, Hwa-sung
;
Kim, Bara
;
Kim, Jerim
- In:
Economic modelling
41
(
2014
),
pp. 15-22
Persistent link: https://www.econbiz.de/10010438507
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