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~isPartOf:"International review of economics & finance : IREF"
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Option pricing theory
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Chen, Jun-Home
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International review of economics & finance : IREF
International journal of theoretical and applied finance
497
Mathematical finance : an international journal of mathematics, statistics and financial theory
281
The journal of futures markets
275
The journal of computational finance
263
Applied mathematical finance
253
Finance and stochastics
228
The journal of derivatives : the official publication of the International Association of Financial Engineers
224
Journal of banking & finance
214
Quantitative finance
198
Review of derivatives research
178
Insurance / Mathematics & economics
140
Journal of economic dynamics & control
134
European journal of operational research : EJOR
133
International journal of financial engineering
118
Finance research letters
116
Journal of mathematical finance
109
Computational economics
108
MPRA Paper
103
Risks : open access journal
96
Research paper series / Swiss Finance Institute
94
Asia-Pacific financial markets
86
The European journal of finance
84
The North American journal of economics and finance : a journal of financial economics studies
84
Challenges
83
Journal of financial economics
81
IRTG 1792 Discussion Paper
74
Journal of econometrics
73
SFB 649 discussion paper
70
Journal of financial and quantitative analysis : JFQA
63
The journal of finance : the journal of the American Finance Association
60
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
The review of financial studies
59
NBER working paper series
58
Energy economics
57
Review of quantitative finance and accounting
56
Journal of risk and financial management : JRFM
54
SFB 649 Discussion Paper
54
Annals of finance
53
Working paper / National Bureau of Economic Research, Inc.
53
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1
Some evidence in the trading and pricing of equity LEAPS
Guo, Weiyu
- In:
International review of economics & finance : IREF
13
(
2004
)
4
,
pp. 407-426
Persistent link: https://www.econbiz.de/10002222904
Saved in:
2
Pricing discrete barrier options under jump-diffusion model with liquidity risk
Li, Zhe
;
Zhang, Wei-guo
;
Liu, Yong-Jun
;
Zhang, Yue
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 347-368
Persistent link: https://www.econbiz.de/10012202898
Saved in:
3
A hybrid stochastic volatility model in a Lévy market
El-Khatib, Youssef
;
Goutte, Stéphane
;
Makumbe, Zororo S.
; …
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 220-235
Persistent link: https://www.econbiz.de/10014424191
Saved in:
4
On derivatives and information costs
Bellalah, Mondher
- In:
International review of economics & finance : IREF
15
(
2006
)
1
,
pp. 30-51
Persistent link: https://www.econbiz.de/10003298491
Saved in:
5
A contingent claim analysis of a rate-setting financial intermediary
Lin, Jyh-horng
- In:
International review of economics & finance : IREF
9
(
2000
)
4
,
pp. 375-386
Persistent link: https://www.econbiz.de/10001538884
Saved in:
6
Systematic risk and volatility skew
Tzang, Shyh-Weir
;
Wang, Chou-Wen
;
Yu, Min-Teh
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 72-87
Persistent link: https://www.econbiz.de/10011625535
Saved in:
7
An enhanced implied tree model for option pricing : a study on Hong Kong property stock options
Hui, Eddie Chi Man
- In:
International review of economics & finance : IREF
15
(
2006
)
3
,
pp. 324-345
Persistent link: https://www.econbiz.de/10003357607
Saved in:
8
Market moves and the information content of option prices
McIntyre, Michael L.
;
Jackson, David
- In:
International review of economics & finance : IREF
18
(
2009
)
2
,
pp. 327-340
Persistent link: https://www.econbiz.de/10003832749
Saved in:
9
Trading platform, market volatility and pricing efficiency in the floor-traded and E-mini index futures markets
Chung, Huimin
;
Sheu, Her-jiun
;
Hsu, Shufang
- In:
International review of economics & finance : IREF
19
(
2010
)
4
,
pp. 742-754
Persistent link: https://www.econbiz.de/10009006975
Saved in:
10
The determinants of exchange settlement practices and the implication of volatility smile : evidence from the Taiwan Futures Exchange
Szu, Wen-ming
;
Wang, Ming-chun
;
Yang, Wan-ru
- In:
International review of economics & finance : IREF
20
(
2011
)
4
,
pp. 826-838
Persistent link: https://www.econbiz.de/10009303803
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