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~isPartOf:"Journal of econometrics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Black-Scholes-Modell"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
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Option Prices with Stochastic...
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Black-Scholes-Modell
Currency option
Kapitaleinkommen
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Option pricing theory
315
Optionspreistheorie
315
Theorie
123
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123
Volatility
101
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101
Option trading
83
Optionsgeschäft
83
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Bollerslev, Tim
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Li, Gang
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Wei, Jason
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Wu, Liuren
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Xiu, Dacheng
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Almeida, Caio
1
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1
Bakshi, Gurdip S.
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Bams, Dennis
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Journal of econometrics
Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
109
The journal of computational finance
77
Applied mathematical finance
56
The journal of futures markets
56
Mathematical finance : an international journal of mathematics, statistics and financial theory
55
Quantitative finance
54
Computational economics
49
Finance and stochastics
46
Journal of banking & finance
39
Review of derivatives research
35
International journal of financial engineering
32
Journal of mathematical finance
28
Finance research letters
27
The North American journal of economics and finance : a journal of financial economics studies
27
Asia-Pacific financial markets
25
Journal of financial economics
25
European journal of operational research : EJOR
23
Journal of economic dynamics & control
23
Journal of risk and financial management : JRFM
20
Risks : open access journal
20
The European journal of finance
18
Decisions in economics and finance : DEF ; a journal of applied mathematics
17
Review of quantitative finance and accounting
17
Working paper series / Centre for Practical Quantitative Finance
17
Research paper series / Swiss Finance Institute
16
Energy economics
15
International review of financial analysis
15
The journal of finance : the journal of the American Finance Association
15
The review of financial studies
15
Options : classic approaches to pricing and modelling
14
Applied economics
13
Journal of empirical finance
13
Journal of financial and quantitative analysis : JFQA
13
Insurance / Mathematics & economics
12
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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International review of economics & finance : IREF
11
Applied financial economics
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1
Loss functions in option valuation : a framework for selection
Bams, Dennis
;
Lehnert, Thorsten
;
Wolff, Christiaan …
- In:
Management science : journal of the Institute for …
55
(
2009
)
5
,
pp. 853-862
Persistent link: https://www.econbiz.de/10003860372
Saved in:
2
Asymptotic normality for EMS option price estimator with continuous or discontinuous payoff functions
Yuan, Zhushun
;
Chen, Gemai
- In:
Management science : journal of the Institute for …
55
(
2009
)
8
,
pp. 1438-1450
Persistent link: https://www.econbiz.de/10003885452
Saved in:
3
The valuation of compound options : a correction and an extension
Chen, Ren-Raw
;
He, Wei
- In:
The journal of derivatives : the official publication …
22
(
2015
)
4
,
pp. 92-104
Persistent link: https://www.econbiz.de/10011399781
Saved in:
4
European compound options written on perpetual American options
Barone, Gaia
- In:
The journal of derivatives : the official publication …
20
(
2012
)
3
,
pp. 61-74
Persistent link: https://www.econbiz.de/10009725348
Saved in:
5
On implied volatility for options : some reasons to smile and more to correct
Chen, Song Xi
;
Xu, Zheng
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010258291
Saved in:
6
Hermite polynomial based expansion of European option prices
Xiu, Dacheng
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 158-177
Persistent link: https://www.econbiz.de/10010372651
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7
On the number of state variables in options pricing
Li, Gang
;
Zhang, Chu
- In:
Management science : journal of the Institute for …
56
(
2010
)
11
,
pp. 2058-2075
Persistent link: https://www.econbiz.de/10008748056
Saved in:
8
Learning, confidence, and option prices
Shaliastovich, Ivan
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 18-42
Persistent link: https://www.econbiz.de/10011498730
Saved in:
9
The forward valuation of compound options
Buraschi, Andrea
;
Dumas, Bernard
- In:
The journal of derivatives : the official publication …
9
(
2001
)
1
,
pp. 8-17
Persistent link: https://www.econbiz.de/10001618892
Saved in:
10
Bayesian analysis of contingent claim model error
Jacquier, Eric
;
Jarrow, Robert A.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 145-180
Persistent link: https://www.econbiz.de/10001437752
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