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Finance research letters
The journal of futures markets
195
International journal of theoretical and applied finance
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Journal of banking & finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
87
Review of derivatives research
74
The journal of computational finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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International journal of financial engineering
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ECONIS (ZBW)
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1
A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options
Reesor, R. Mark
;
Stentoft, Lars
;
Zhu, Xiaotian
- In:
Finance research letters
64
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
Saved in:
2
Pitfalls in static superhedging of barrier options
Kraft, Holger
- In:
Finance research letters
4
(
2007
)
1
,
pp. 2-9
Persistent link: https://www.econbiz.de/10003442002
Saved in:
3
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:
4
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:
5
Revisiting cumulative preferred stock valuation
Realdon, Marco
- In:
Finance research letters
3
(
2006
)
1
,
pp. 2-13
Persistent link: https://www.econbiz.de/10003300870
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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