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~isPartOf:"Finance research letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Black-Scholes-Modell"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
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Option Prices with Stochastic...
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Black-Scholes-Modell
Currency option
Kapitaleinkommen
Monte Carlo simulation
Option pricing theory
385
Optionspreistheorie
385
Volatility
129
Volatilität
129
Theorie
122
Theory
122
Option trading
112
Optionsgeschäft
112
Stochastic process
84
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Option pricing
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Stock option
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Madan, Dilip B.
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Aït-Sahalia, Yacine
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Bollerslev, Tim
2
Carr, Peter
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Schadner, Wolfgang
2
Xiu, Dacheng
2
Agliardi, Rossella
1
Ahmadian, D.
1
Alcock, Jamie
1
Almeida, Caio
1
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1
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1
Ballestra, L.V.
1
Barone, Gaia
1
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1
Bennett, Michael N.
1
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1
Boogert, Alexander
1
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1
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1
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1
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1
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Choi, Seung-mook S.
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Chuang, Chienmin
1
Detlefsen, K.
1
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Finance research letters
Journal of econometrics
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
109
The journal of computational finance
77
Applied mathematical finance
56
The journal of futures markets
56
Mathematical finance : an international journal of mathematics, statistics and financial theory
55
Quantitative finance
54
Computational economics
49
Finance and stochastics
46
Journal of banking & finance
39
Review of derivatives research
35
International journal of financial engineering
32
Journal of mathematical finance
28
The North American journal of economics and finance : a journal of financial economics studies
27
Asia-Pacific financial markets
25
Journal of financial economics
25
European journal of operational research : EJOR
23
Journal of economic dynamics & control
23
Journal of risk and financial management : JRFM
20
Risks : open access journal
20
The European journal of finance
18
Decisions in economics and finance : DEF ; a journal of applied mathematics
17
Review of quantitative finance and accounting
17
Working paper series / Centre for Practical Quantitative Finance
17
Research paper series / Swiss Finance Institute
16
Energy economics
15
International review of financial analysis
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
The journal of finance : the journal of the American Finance Association
15
The review of financial studies
15
Options : classic approaches to pricing and modelling
14
Applied economics
13
Journal of empirical finance
13
Journal of financial and quantitative analysis : JFQA
13
Insurance / Mathematics & economics
12
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
International review of economics & finance : IREF
11
Applied financial economics
9
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1
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
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2
Dynamic, nonparametric hedging of European style contigent claims using canonical valuation
Alcock, Jamie
;
Gray, Philip K.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 41-50
Persistent link: https://www.econbiz.de/10002685784
Saved in:
3
CAPM option pricing
Husmann, Sven
;
Todorova, Neda
- In:
Finance research letters
8
(
2011
)
4
,
pp. 213-219
Persistent link: https://www.econbiz.de/10009425849
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4
The valuation of compound options : a correction and an extension
Chen, Ren-Raw
;
He, Wei
- In:
The journal of derivatives : the official publication …
22
(
2015
)
4
,
pp. 92-104
Persistent link: https://www.econbiz.de/10011399781
Saved in:
5
European compound options written on perpetual American options
Barone, Gaia
- In:
The journal of derivatives : the official publication …
20
(
2012
)
3
,
pp. 61-74
Persistent link: https://www.econbiz.de/10009725348
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6
On implied volatility for options : some reasons to smile and more to correct
Chen, Song Xi
;
Xu, Zheng
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010258291
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7
Hermite polynomial based expansion of European option prices
Xiu, Dacheng
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 158-177
Persistent link: https://www.econbiz.de/10010372651
Saved in:
8
Learning, confidence, and option prices
Shaliastovich, Ivan
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 18-42
Persistent link: https://www.econbiz.de/10011498730
Saved in:
9
The forward valuation of compound options
Buraschi, Andrea
;
Dumas, Bernard
- In:
The journal of derivatives : the official publication …
9
(
2001
)
1
,
pp. 8-17
Persistent link: https://www.econbiz.de/10001618892
Saved in:
10
Bayesian analysis of contingent claim model error
Jacquier, Eric
;
Jarrow, Robert A.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 145-180
Persistent link: https://www.econbiz.de/10001437752
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