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Option pricing theory
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European journal of operational research : EJOR
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
240
Finance and stochastics
218
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208
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203
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196
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170
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139
Journal of economic dynamics & control
130
International journal of financial engineering
116
Finance research letters
111
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107
Journal of mathematical finance
107
Risks : open access journal
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Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
81
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Energy economics
59
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Review of quantitative finance and accounting
55
SFB 649 discussion paper
54
The journal of finance : the journal of the American Finance Association
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.
50
Economic modelling
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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
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ECONIS (ZBW)
133
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1
Project options valuation with net present value and decision tree analysis
De Reyck, Bert
;
Degraeve, Zeger
;
Vandenborre, Roger
- In:
European journal of operational research : EJOR
184
(
2008
)
1
,
pp. 341-355
Persistent link: https://www.econbiz.de/10003768216
Saved in:
2
Discrete time modeling of mean-reverting stochastic processes for real option valuation
Hahn, Warren J.
;
Dyer, James S.
- In:
European journal of operational research : EJOR
184
(
2008
)
2
,
pp. 534-548
Persistent link: https://www.econbiz.de/10003768285
Saved in:
3
New insights on testing the efficiency of methods of pricing and hedging American options
Pressacco, Flavio
;
Gaudenzi, Marcellino
;
Zanette, Antonino
- In:
European journal of operational research : EJOR
185
(
2008
)
1
,
pp. 235-254
Persistent link: https://www.econbiz.de/10003768761
Saved in:
4
Approximate inversion of the Black-Scholes formula using rational functions
Li, Minqiang
- In:
European journal of operational research : EJOR
185
(
2008
)
2
,
pp. 743-759
Persistent link: https://www.econbiz.de/10003769241
Saved in:
5
Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity
Monteiro, Ana Margarida
;
Tütüncü, Reha H.
;
Vicente, …
- In:
European journal of operational research : EJOR
187
(
2008
)
2
,
pp. 525-542
Persistent link: https://www.econbiz.de/10003769344
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6
Electricity swing options : behavioral models and pricing
Pflug, Georg
;
Broussev, Nikola
- In:
European journal of operational research : EJOR
197
(
2009
)
3
,
pp. 1041-1050
Persistent link: https://www.econbiz.de/10003839282
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7
Third-order extensions of Lo's semiparametric bound for European call options
Zuluaga, Luis F.
;
Peña, Javier
;
Du, Donglei
- In:
European journal of operational research : EJOR
198
(
2009
)
2
,
pp. 557-570
Persistent link: https://www.econbiz.de/10003852612
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8
A note on "Monte Carlo analysis of convertible bonds with reset clause"
Yang, Jingyang
;
Choi, Yoon
;
Li, Shenghong
;
Yu, Jinping
- In:
European journal of operational research : EJOR
200
(
2009/10
)
3
,
pp. 924-925
Persistent link: https://www.econbiz.de/10003892409
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9
The pricing and optimal strategies of callable warrants
Yagi, Kyoko
;
Sawaki, Katsushige
- In:
European journal of operational research : EJOR
206
(
2010
)
1
,
pp. 123-130
Persistent link: https://www.econbiz.de/10003968462
Saved in:
10
Computing option price for Levy process with fuzzy parameters
Nowak, Piotr
;
Romaniuk, Maciej
- In:
European journal of operational research : EJOR
201
(
2010
)
1
,
pp. 206-210
Persistent link: https://www.econbiz.de/10003975446
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