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Option pricing theory
117
Optionspreistheorie
117
Volatility
81
Volatilität
81
Derivat
69
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69
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64
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Wang, Xingchun
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Finance research letters
European journal of operational research : EJOR
2,808
Computers & operations research : and their applications to problems of world concern ; an international journal
1,432
International journal of production research
952
Operations research letters
741
The journal of futures markets
732
International journal of theoretical and applied finance
631
Mathematics of operations research
480
Operations research
459
Journal of banking & finance
454
International journal of production economics
424
INFORMS journal on computing : JOC
402
Journal of economic dynamics & control
328
Mathematical finance : an international journal of mathematics, statistics and financial theory
318
Finance and stochastics
317
Management science : journal of the Institute for Operations Research and the Management Sciences
307
Transportation research / E : an international journal
307
Mathematical methods of operations research
305
Omega : the international journal of management science
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Applied mathematical finance
288
The journal of derivatives : the official publication of the International Association of Financial Engineers
288
Quantitative finance
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The journal of computational finance
276
Energy economics
273
SpringerLink / Bücher
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Computational economics
253
Discussion paper / Tinbergen Institute
238
Insurance / Mathematics & economics
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Journal of the Operational Research Society : OR
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Annals of operations research
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Journal of econometrics
219
Opsearch : journal of the Operational Research Society of India
217
Review of derivatives research
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Journal of the Operational Research Society
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
199
Operational research : an international journal
188
Discussion paper / Center for Economic Research, Tilburg University
184
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
183
Economic modelling
182
OR spectrum : quantitative approaches in management
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ECONIS (ZBW)
232
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Pricing vulnerable options with stochastic default barriers
Wang, Xingchun
- In:
Finance research letters
19
(
2016
),
pp. 305-313
Persistent link: https://www.econbiz.de/10011657733
Saved in:
8
Prices of
derivative
warrants considering their market characteristics and short-selling costs of underlying assets
Bae, Kwangil
;
Lee, Soonhee
- In:
Finance research letters
45
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014581630
Saved in:
9
Exotic options pricing under special Lévy process models : a biased control variate method approach
Jia, Jiayi
;
Lai, Yongzeng
;
Li, Lin
;
Tan, Vinna
- In:
Finance research letters
34
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012436769
Saved in:
10
An empirical study on the characterization of implied volatility and pricing in the Chinese option market
Fan, Qingqian
;
Feng, Sixian
- In:
Finance research letters
49
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013479611
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