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~isPartOf:"International journal of financial engineering"
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Option pricing theory
116
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116
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Giribone, Pier Giuseppe
6
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International journal of financial engineering
International journal of theoretical and applied finance
467
The journal of futures markets
264
Mathematical finance : an international journal of mathematics, statistics and financial theory
256
The journal of computational finance
254
Applied mathematical finance
240
Finance and stochastics
218
Journal of banking & finance
215
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
196
Review of derivatives research
170
European journal of operational research : EJOR
147
Insurance / Mathematics & economics
139
Journal of economic dynamics & control
133
The journal of gambling business and economics
131
Finance research letters
127
Applied economics
125
NBER working paper series
115
Computational economics
108
Journal of mathematical finance
107
Risks : open access journal
102
Working paper / National Bureau of Economic Research, Inc.
97
Journal of financial economics
93
The European journal of finance
91
Research paper series / Swiss Finance Institute
89
Economics letters
87
The North American journal of economics and finance : a journal of financial economics studies
86
NBER Working Paper
85
Asia-Pacific financial markets
77
Applied economics letters
68
Journal of econometrics
66
Management science : journal of the Institute for Operations Research and the Management Sciences
64
Energy economics
62
Journal of financial and quantitative analysis : JFQA
62
The journal of finance : the journal of the American Finance Association
60
Working paper
59
Review of quantitative finance and accounting
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Economic modelling
56
SFB 649 discussion paper
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ECONIS (ZBW)
116
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1
Revisiting variance gamma pricing : an application to S&P500 index options
Mozumder, Sharif
;
Sorwar, Ghulam
;
Dowd, Kevin
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011333422
Saved in:
2
An accumulator pricing method based on Fourier cosine series expansions
Ding, Deng
;
Wang, Wenfei
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011333433
Saved in:
3
Option pricing via radial basis functions : performance comparison with traditional numerical integration scheme and parameters choice for a reliable pricing
Giribone, Pier Giuseppe
;
Ligato, Simone
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011333436
Saved in:
4
New explicit closed form formulae for the prices of catastrophe options
Jin, Yunguo
;
Zhong, Shouming
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011333444
Saved in:
5
Analytical valuation of autocallable notes
Guillaume, Tristan
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011333447
Saved in:
6
Local risk-minimization for Lévy markets
Arai, Takuji
;
Suzuki, Ryoichi
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
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7
Option prices and model-free measurement of implied herd behavior in stock markets
Linders, Daniël
;
Dhaene, Jan
;
Schoutens, Wim
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011333475
Saved in:
8
A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan
;
Radoičić, Radoš
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
Saved in:
9
Pricing European options and currency options by time changed mixed fractional Brownian motion with transaction costs
Shokrollahi, Foad
;
Kılıçman, Adem
;
Magdziarz, Marcin
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011532750
Saved in:
10
Price impacts of imperfect collateralization
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011532751
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