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~isPartOf:"Journal of economic dynamics & control"
~subject:"Derivat"
~subject:"Option pricing theory"
~subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Fallstudie"
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Derivat
Option pricing theory
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Derivative
39
Optionspreistheorie
21
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11
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Chiarella, Carl
2
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2
Li, Lingfei
2
Lioui, Abraham
2
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2
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2
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1
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Journal of economic dynamics & control
The journal of futures markets
389
Journal of banking & finance
178
International journal of theoretical and applied finance
170
Energy economics
122
Applied mathematical finance
80
The journal of finance : the journal of the American Finance Association
79
International review of financial analysis
72
Journal of financial economics
72
Review of derivatives research
68
Finance research letters
67
The journal of derivatives : the official publication of the International Association of Financial Engineers
67
Quantitative finance
63
The European journal of finance
63
Applied financial economics
61
International review of economics & finance : IREF
61
Journal of financial and quantitative analysis : JFQA
58
European journal of operational research : EJOR
55
Advances in futures and options research : a research annual
52
Die Bank
48
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Applied economics
45
Finance and stochastics
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
44
The journal of computational finance
44
Applied economics letters
41
Economics letters
39
Journal of mathematical finance
39
The review of financial studies
39
Journal of risk and financial management : JRFM
37
Derivatives & financial instruments
36
Review of quantitative finance and accounting
36
Risks : open access journal
34
Economic modelling
33
Journal of securities operations & custody
33
Research in international business and finance
33
The journal of credit risk : published quarterly by Incisive Media
33
International journal of financial engineering
31
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ECONIS (ZBW)
39
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1
Dynamic hedging of synthetic CDO tranches with spread risk and default contagion
Frey, Rüdiger
;
Backhaus, Jochen
- In:
Journal of economic dynamics & control
34
(
2010
)
4
,
pp. 710-724
Persistent link: https://www.econbiz.de/10003966525
Saved in:
2
Pricing of CDOs based on the multivariate Wang transform
Kijima, Masaaki
;
Motomiya, Shin-ichi
;
Suzuki, Yoichi
- In:
Journal of economic dynamics & control
34
(
2010
)
11
,
pp. 2259-2272
Persistent link: https://www.econbiz.de/10009008889
Saved in:
3
Rejoinder to a remark on Lin and Chang's paper "Consistent modeling of S&P 500 and VIX derivatives"
Lin, Yueh-neng
;
Chang, Chien-hung
- In:
Journal of economic dynamics & control
36
(
2012
)
5
,
pp. 716-718
Persistent link: https://www.econbiz.de/10009554307
Saved in:
4
On pricing and hedging options in regime-switching models with feedback effect
Elliott, Robert J.
;
Siu, Tak Kuen
;
Badescu, Alexandru
- In:
Journal of economic dynamics & control
35
(
2011
)
5
,
pp. 694-713
Persistent link: https://www.econbiz.de/10009240566
Saved in:
5
Practical policy iteration : generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation
Beveridge, Christopher
;
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
37
(
2013
)
7
,
pp. 1342-1361
Persistent link: https://www.econbiz.de/10009751160
Saved in:
6
Option pricing with discrete time jump processes
Guégan, Dominique
;
Ielpo, Florian
;
Lalaharison, Hanjarivo
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2417-2445
Persistent link: https://www.econbiz.de/10010348134
Saved in:
7
Financial innovation and bank behavior : evidence from credit markets
Norden, Lars
;
Silva Buston, Consuelo
;
Wagner, Wolf
- In:
Journal of economic dynamics & control
43
(
2014
),
pp. 130-145
Persistent link: https://www.econbiz.de/10010470135
Saved in:
8
Valuation of stock loans with jump risk
Cai, Ning
;
Sun, Lihua
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 213-241
Persistent link: https://www.econbiz.de/10010424378
Saved in:
9
Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 25-45
Persistent link: https://www.econbiz.de/10010424450
Saved in:
10
Volatility swaps and volatility options on discretely sampled realized variance
Lian, Guanghua
;
Chiarella, Carl
;
Kalev, Petko S.
- In:
Journal of economic dynamics & control
47
(
2014
),
pp. 239-262
Persistent link: https://www.econbiz.de/10010485855
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