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Mortgage option deltas
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Option pricing theory
117
Optionspreistheorie
117
Option trading
64
Optionsgeschäft
64
Volatility
54
Volatilität
54
Stochastic process
39
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Wang, Xingchun
7
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3
Ha, Hongjun
3
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3
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Finance research letters
International journal of theoretical and applied finance
498
The journal of futures markets
380
Journal of banking & finance
331
The journal of real estate finance and economics
306
NBER working paper series
279
Mathematical finance : an international journal of mathematics, statistics and financial theory
268
The journal of computational finance
256
Working paper / National Bureau of Economic Research, Inc.
250
Applied mathematical finance
248
The journal of derivatives : the official publication of the International Association of Financial Engineers
245
Finance and stochastics
234
Quantitative finance
206
NBER Working Paper
202
Review of derivatives research
186
Journal of economic dynamics & control
160
European journal of operational research : EJOR
146
Journal of financial economics
145
Insurance / Mathematics & economics
144
The review of financial studies
143
Journal of housing economics
142
Computational economics
118
International journal of financial engineering
118
Real estate economics : journal of the American Real Estate and Urban Economics Association
117
Journal of mathematical finance
108
Finance and economics discussion series
106
Risks : open access journal
105
Research paper series / Swiss Finance Institute
104
The journal of finance : the journal of the American Finance Association
103
The journal of fixed income
96
The North American journal of economics and finance : a journal of financial economics studies
95
Working paper
95
The European journal of finance
94
Discussion paper / Centre for Economic Policy Research
90
Journal of financial and quantitative analysis : JFQA
88
Asia-Pacific financial markets
85
Working papers / Federal Reserve Bank of Philadelphia, Research Department
82
Applied economics
78
Journal of urban economics
77
International review of economics & finance : IREF
75
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ECONIS (ZBW)
156
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1
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:
2
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
Saved in:
3
A jump-diffusion approach to modelling vulnerable option pricing
Xu, Weidong
;
Xu, Weijun
;
Li, Hongyi
;
Xiao, Weilin
- In:
Finance research letters
9
(
2012
)
1
,
pp. 48-56
Persistent link: https://www.econbiz.de/10009575333
Saved in:
4
Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX
Onan, Mustafa
;
Altay-Salih, Aslihan
;
Yasar, Burze
- In:
Finance research letters
11
(
2014
)
4
,
pp. 454-462
Persistent link: https://www.econbiz.de/10011300430
Saved in:
5
Barrier option pricing for exchange rates under the Levy-HJM processes
Hsu, Pao-peng
;
Chen, Ying-hsiu
- In:
Finance research letters
9
(
2012
)
3
,
pp. 176-181
Persistent link: https://www.econbiz.de/10009628110
Saved in:
6
Pricing American options under the constant elasticity of variance model : an extension of the method by Barone-Adesi and Whaley
Ballestra, Luca Vincenzo
;
Cecere, Liliana
- In:
Finance research letters
14
(
2015
),
pp. 45-55
Persistent link: https://www.econbiz.de/10011552594
Saved in:
7
The pricing of embedded lease options
Amédée-Manesme, Charles-Olivier
;
Des Rosiers, François
; …
- In:
Finance research letters
15
(
2015
),
pp. 215-220
Persistent link: https://www.econbiz.de/10011553205
Saved in:
8
The critical stock price for the American put option
Chung, Y. Peter
;
Johnson, Herbert
;
Polimenis, Vassilis
- In:
Finance research letters
8
(
2011
)
1
,
pp. 8-14
Persistent link: https://www.econbiz.de/10009272379
Saved in:
9
Valuation of catastrophe equity put options with correlated default risk and jump risk
Bi, Hongwei
;
Wang, Guanying
;
Wang, Xingchun
- In:
Finance research letters
29
(
2019
),
pp. 323-329
Persistent link: https://www.econbiz.de/10012419135
Saved in:
10
Volatility discovery : can the CDS market beat the equity options market?
Forte, Santiago
;
Lovreta, Lidija
- In:
Finance research letters
28
(
2019
),
pp. 107-111
Persistent link: https://www.econbiz.de/10012388022
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