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Option pricing theory
117
Optionspreistheorie
117
Yield curve
104
Zinsstruktur
104
Stochastic process
85
Stochastischer Prozess
85
Volatility
77
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Wang, Xingchun
7
Österholm, Pär
6
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5
Lee, Hangsuck
5
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4
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4
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3
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3
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3
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3
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3
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3
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2
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Finance research letters
European journal of operational research : EJOR
907
NBER working paper series
703
International journal of theoretical and applied finance
678
Working paper / National Bureau of Economic Research, Inc.
638
Journal of banking & finance
584
NBER Working Paper
578
Journal of econometrics
421
Journal of economic dynamics & control
409
Insurance / Mathematics & economics
405
Finance and stochastics
371
Economics letters
369
Discussion paper / Centre for Economic Policy Research
356
Mathematical finance : an international journal of mathematics, statistics and financial theory
355
The journal of futures markets
347
Applied economics
327
Economic modelling
326
Working paper
326
Applied mathematical finance
313
Quantitative finance
299
The journal of computational finance
282
Discussion paper / Tinbergen Institute
274
IMF working papers
267
Operations research letters
258
Journal of money, credit and banking : JMCB
252
Journal of international money and finance
244
The journal of derivatives : the official publication of the International Association of Financial Engineers
242
Journal of financial economics
235
Operations research
235
Finance and economics discussion series
234
Working paper series / European Central Bank
234
International journal of production research
231
Mathematics of operations research
230
Risks : open access journal
230
Computers & operations research : and their applications to problems of world concern ; an international journal
225
Applied economics letters
224
Computational economics
224
International review of economics & finance : IREF
219
ECB Working Paper
218
Energy economics
204
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ECONIS (ZBW)
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1
Valuation of quanto options in a Markovian regime-switching market : a Markov-modulated Gaussian HJM model
Chen, Son-nan
;
Chiang, Mi-hsiu
;
Hsu, Pao-peng
;
Li, Chang-yi
- In:
Finance research letters
11
(
2014
)
2
,
pp. 161-172
Persistent link: https://www.econbiz.de/10010441191
Saved in:
2
Valuation of chooser options with state-dependent risks
Lian, Yu-Min
;
Chen, Jun-Home
- In:
Finance research letters
52
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471998
Saved in:
3
A common jump factor stochastic volatility model
Laurini, Márcio Poletti
;
Mauad, Roberto Baltieri
- In:
Finance research letters
12
(
2015
),
pp. 2-10
Persistent link: https://www.econbiz.de/10011551744
Saved in:
4
Option pricing under regime switching : integration over simplexes method
Jang, Bong-Gyu
;
Tae, Hyeon-Wuk
- In:
Finance research letters
24
(
2018
),
pp. 301-312
Persistent link: https://www.econbiz.de/10011982658
Saved in:
5
Estimating stochastic volatility with jumps and asymmetry in Asian markets
Saranya, K.
;
Prasanna, P. Krishna
- In:
Finance research letters
25
(
2018
),
pp. 145-153
Persistent link: https://www.econbiz.de/10012003495
Saved in:
6
A unified tree approach for options pricing under stochastic volatility models
Lo, C. C.
;
Nguyen, Duy
;
Skindilias, K.
- In:
Finance research letters
20
(
2017
),
pp. 260-268
Persistent link: https://www.econbiz.de/10011806944
Saved in:
7
Bayesian testing for short term interest rate models
Zhang, Yonghui
;
Chen, Zhongtian
;
Li, Yong
- In:
Finance research letters
20
(
2017
),
pp. 146-152
Persistent link: https://www.econbiz.de/10011806836
Saved in:
8
Value-at-risk estimation with stochastic interest rate models for option-bond portfolios
Wang, Xiaoyu
;
Xie, Dejun
;
Jiang, Jingjing
;
Wu, Xiaoxia
; …
- In:
Finance research letters
21
(
2017
),
pp. 10-20
Persistent link: https://www.econbiz.de/10011807256
Saved in:
9
Estimation of bid-ask prices for options on LIBOR based instruments
Sonono, Masimba Energy
;
Mashele, Hopolang Phillip
- In:
Finance research letters
19
(
2016
),
pp. 33-41
Persistent link: https://www.econbiz.de/10011657436
Saved in:
10
The closed-form approximation to price basket options under stochastic interest rate
Yu, Bo
;
Zhu, Hongmei
;
Wu, Ping
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013342195
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