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Option pricing theory
116
Optionspreistheorie
116
Yield curve
103
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103
Volatility
70
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70
Derivat
68
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Wang, Xingchun
7
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Jarrow, Robert A.
4
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Finance research letters
The journal of futures markets
664
International journal of theoretical and applied finance
596
Journal of banking & finance
544
NBER working paper series
375
Working paper / National Bureau of Economic Research, Inc.
339
Mathematical finance : an international journal of mathematics, statistics and financial theory
310
Applied mathematical finance
286
NBER Working Paper
285
Finance and stochastics
276
The journal of derivatives : the official publication of the International Association of Financial Engineers
276
The journal of computational finance
270
Journal of financial economics
246
Quantitative finance
229
Journal of economic dynamics & control
213
Review of derivatives research
206
The journal of finance : the journal of the American Finance Association
198
The journal of fixed income
197
International review of economics & finance : IREF
181
Discussion paper / Centre for Economic Policy Research
178
Energy economics
177
European journal of operational research : EJOR
177
Insurance / Mathematics & economics
169
Journal of financial and quantitative analysis : JFQA
166
Working paper
165
IMF Working Papers
164
International review of financial analysis
162
The European journal of finance
161
Applied economics
160
The review of financial studies
159
Applied financial economics
158
The North American journal of economics and finance : a journal of financial economics studies
158
Finance and economics discussion series
152
Economics letters
150
Journal of international money and finance
149
IMF working papers
145
Economic modelling
143
Research paper series / Swiss Finance Institute
140
International journal of financial engineering
134
Journal of mathematical finance
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ECONIS (ZBW)
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1
Credit-implied forward volatility and volatility expectations
Byström, Hans N. E.
- In:
Finance research letters
16
(
2016
),
pp. 132-138
Persistent link: https://www.econbiz.de/10011655141
Saved in:
2
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:
3
CAPM option pricing
Husmann, Sven
;
Todorova, Neda
- In:
Finance research letters
8
(
2011
)
4
,
pp. 213-219
Persistent link: https://www.econbiz.de/10009425849
Saved in:
4
Equilibrium option pricing : a Monte Carlo approach
Buchner, Axel
- In:
Finance research letters
15
(
2015
),
pp. 138-145
Persistent link: https://www.econbiz.de/10011553023
Saved in:
5
A general method for valuing complex capital structures
Borochin, Paul
;
Kopeliovich, Yaacov
;
Shea, Kevin
- In:
Finance research letters
35
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012438435
Saved in:
6
Stochastic volatility models for the implied correlation index : evidence, properties and pricing
Escobar, Marcos
;
Lin, Fang
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012438998
Saved in:
7
Analytical valuation of power exchange options with default risk
Xu, Guangli
;
Shao, Xinjian
;
Wang, Xingchun
- In:
Finance research letters
28
(
2019
),
pp. 265-274
Persistent link: https://www.econbiz.de/10012388320
Saved in:
8
Pricing options under the non-affine stochastic volatility models : an extension of the high-order compact numerical scheme
Shi, Guangping
;
Liu, Xiaoxing
;
Tang, Pan
- In:
Finance research letters
16
(
2016
),
pp. 220-229
Persistent link: https://www.econbiz.de/10011656186
Saved in:
9
How fundamental is the one-period trinomial model to European option pricing bounds : a new methodological approach
Braouezec, Yann
- In:
Finance research letters
21
(
2017
),
pp. 92-99
Persistent link: https://www.econbiz.de/10011807511
Saved in:
10
Real option, debt maturity and equity default swaps under negotiation
Gan, Liu
;
Luo, Pengfei
;
Yang, Zhaojun
- In:
Finance research letters
18
(
2016
),
pp. 278-284
Persistent link: https://www.econbiz.de/10011657215
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