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Option pricing theory
116
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Finance research letters
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
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254
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244
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218
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ECONIS (ZBW)
116
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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
Option pricing in a Garch model with tempered stable innovations
Mercuri, Lorenzo
- In:
Finance research letters
5
(
2008
)
3
,
pp. 172-182
Persistent link: https://www.econbiz.de/10003769904
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3
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
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4
Risky coupon bonds as a portfolio of zero-coupon bonds
Jarrow, Robert A.
- In:
Finance research letters
1
(
2004
)
2
,
pp. 100-105
Persistent link: https://www.econbiz.de/10003307257
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5
Attainability of European path-independent claims in incomplete markets
Branger, Nicole
;
Esser, Angelika
;
Schlag, Christian
- In:
Finance research letters
1
(
2004
)
3
,
pp. 190-195
Persistent link: https://www.econbiz.de/10003307291
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6
Options on portfolios with higher-order moments
Bhandari, Rishabh
;
Das, Sanjiv R.
- In:
Finance research letters
6
(
2009
)
3
,
pp. 122-129
Persistent link: https://www.econbiz.de/10003888004
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7
Closed-form valuation of American call options on stocks paying multiple dividends
Cassimon, Danny
;
Engelen, Peter-Jan
;
Thomassen, L.
;
Van …
- In:
Finance research letters
4
(
2007
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10003442062
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8
Hedging errors with Leland's option model in the presence of transaction costs
Zhao, Yonggan
;
Ziemba, William T.
- In:
Finance research letters
4
(
2007
)
1
,
pp. 49-58
Persistent link: https://www.econbiz.de/10003442070
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9
Underlying assets for which options complete the market
Galvani, Valentina
- In:
Finance research letters
4
(
2007
)
1
,
pp. 59-66
Persistent link: https://www.econbiz.de/10003442074
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10
A note on a barrier exchange option : the world's simplest option formula?
Lindeset, Snorre
;
Persson, Svein-Arne
- In:
Finance research letters
3
(
2006
)
3
,
pp. 207-211
Persistent link: https://www.econbiz.de/10003374040
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