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Option pricing theory
116
Optionspreistheorie
116
Option trading
47
Optionsgeschäft
47
Volatility
47
Volatilität
47
Stochastic process
39
Stochastischer Prozess
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Wang, Xingchun
7
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5
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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
Zhao, Yonggan
3
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3
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2
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2
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2
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2
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2
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2
Schadner, Wolfgang
2
Vaello-Sebastià, Antoni
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2
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1
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1
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1
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Finance research letters
International journal of theoretical and applied finance
471
The journal of futures markets
262
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
255
Applied mathematical finance
247
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
199
Review of derivatives research
170
Insurance / Mathematics & economics
140
Journal of economic dynamics & control
137
European journal of operational research : EJOR
136
International journal of financial engineering
116
Computational economics
114
Journal of mathematical finance
108
Risks : open access journal
99
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
80
Asia-Pacific financial markets
77
Journal of econometrics
67
NBER working paper series
60
Energy economics
59
Journal of financial and quantitative analysis : JFQA
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Review of quantitative finance and accounting
55
SFB 649 discussion paper
55
The journal of finance : the journal of the American Finance Association
55
Working paper / National Bureau of Economic Research, Inc.
54
SpringerLink / Bücher
53
Annals of finance
52
Journal of risk and financial management : JRFM
51
Economic modelling
50
The journal of real estate finance and economics
50
The review of financial studies
50
International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
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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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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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