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~isPartOf:"Informationen zur Raumentwicklung : IzR"
~isPartOf:"International review of financial analysis"
~subject:"Option pricing theory"
~type_genre:"Article in journal"
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Option pricing theory
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Lai, Van Son
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Informationen zur Raumentwicklung : IzR
International review of financial analysis
International journal of theoretical and applied finance
467
The journal of futures markets
260
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
251
Applied mathematical finance
240
Finance and stochastics
218
Journal of banking & finance
206
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
196
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
132
Journal of economic dynamics & control
129
International journal of financial engineering
116
Finance research letters
110
Journal of mathematical finance
107
Computational economics
106
Risks : open access journal
93
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
78
Asia-Pacific financial markets
77
Journal of econometrics
66
Journal of financial and quantitative analysis : JFQA
58
Energy economics
55
Review of quantitative finance and accounting
55
Annals of finance
52
Journal of risk and financial management : JRFM
50
The journal of finance : the journal of the American Finance Association
50
The journal of real estate finance and economics
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The review of financial studies
50
Economic modelling
49
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
International review of economics & finance : IREF
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Management science : journal of the Institute for Operations Research and the Management Sciences
46
Mathematics and financial economics
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Applied economics
42
Journal of empirical finance
40
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ECONIS (ZBW)
44
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1
The valuation of catastrophe bonds with exposure to currency exchange risk
Lai, Van Son
;
Parcollet, Mathieu
;
Lamond, Bernard F.
- In:
International review of financial analysis
33
(
2014
),
pp. 243-252
Persistent link: https://www.econbiz.de/10010520456
Saved in:
2
Evaluation of
volatility
forecasts in an economic value framework
Elder, Adam
;
Gannon, Gerard
- In:
International review of financial analysis
7
(
1998
)
3
,
pp. 221-236
Persistent link: https://www.econbiz.de/10001356596
Saved in:
3
The relationship between the option-implied
volatility
smile, stock returns and heterogeneous beliefs
Feng, Shu
;
Zhang, Yi
;
Friesen, Geoffrey C.
- In:
International review of financial analysis
41
(
2015
),
pp. 62-73
Persistent link: https://www.econbiz.de/10011508586
Saved in:
4
Momentum and default risk : some results using the jump component
González-Urteaga, Ana
;
Muga, Luis
;
Santamaría …
- In:
International review of financial analysis
40
(
2015
),
pp. 185-193
Persistent link: https://www.econbiz.de/10011475738
Saved in:
5
Option pricing under stochastic
volatility
and tempered stable Lévy jumps
Zaevski, Tsvetelin S.
;
Kim, Young Shin
;
Fabozzi, Frank J.
- In:
International review of financial analysis
31
(
2014
),
pp. 101-108
Persistent link: https://www.econbiz.de/10010461532
Saved in:
6
Sovereign rating actions and the implied
volatility
of stock index options
Tran, Vu
;
Alsakka, Rasha
;
Ap Gwilym, Owain
- In:
International review of financial analysis
34
(
2014
),
pp. 101-113
Persistent link: https://www.econbiz.de/10010528470
Saved in:
7
Forecasting option smile dynamics
Le, Van
;
Zurbruegg, Ralf
- In:
International review of financial analysis
35
(
2014
),
pp. 32-45
Persistent link: https://www.econbiz.de/10010529632
Saved in:
8
Pricing commodity futures options in the Schwartz multi factor model with stochastic
volatility
: an asymptotic method
Chen, Jilong
;
Ewald, Christian-Oliver
- In:
International review of financial analysis
52
(
2017
),
pp. 144-151
Persistent link: https://www.econbiz.de/10011868721
Saved in:
9
The stochastic-
volatility
American put option of banks' credit line commitments : valuation and policy implications
Chateau, Jean-Pierre D.
;
Dufresne, D.
- In:
International review of financial analysis
11
(
2002
)
2
,
pp. 159-181
Persistent link: https://www.econbiz.de/10001715955
Saved in:
10
Testing Greeks and price changes in the S&P 500 options and futures contract : a regression analysis
Hilliard, Jitka
- In:
International review of financial analysis
26
(
2013
),
pp. 51-58
Persistent link: https://www.econbiz.de/10009717219
Saved in:
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