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Option Prices with Stochastic...
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Option pricing theory
294
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Stochastic process
92
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85
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stochastic volatility
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Journal of empirical finance
The journal of computational finance
The journal of futures markets
44
The journal of derivatives : the official publication of the International Association of Financial Engineers
32
The review of financial studies
29
The journal of finance : the journal of the American Finance Association
23
Journal of financial and quantitative analysis : JFQA
19
Working paper / National Bureau of Economic Research, Inc.
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Journal of financial economics
15
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Real estate economics : journal of the American Real Estate and Urban Economics Association
10
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Finance and economics discussion series
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Advances in futures and options research : a research annual
6
American journal of agricultural economics
6
International review of economics & finance : IREF
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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6
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5
International journal of theoretical and applied finance
5
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5
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4
Insurance / Mathematics & economics
4
Journal of econometrics
4
Journal of international money and finance
4
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4
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Advances in quantitative analysis of finance and accounting : a research annual
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1
Pricing American options when the underlying asset follows GARCH processes
Stentoft, Lars
- In:
Journal of empirical finance
12
(
2005
)
4
,
pp. 576-611
Persistent link: https://www.econbiz.de/10003144806
Saved in:
2
Linking caplets and swaptions prices in the LMM-SABR model
Rebonato, Riccardo
;
White, Richard
- In:
The journal of computational finance
13
(
2009/10
)
2
,
pp. 19-45
Persistent link: https://www.econbiz.de/10003949865
Saved in:
3
Simulation-based pricing of convertible bonds
Ammann, Manuel
;
Kind, Axel
;
Wilde, Christian
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 310-331
Persistent link: https://www.econbiz.de/10003699167
Saved in:
4
Special issue: Quantitative methods in financial and insurance mathematics ; Pt. 1
2011
Persistent link: https://www.econbiz.de/10009575511
Saved in:
5
Special issue: Quantitative methods in financial and insurance mathematics
2011
Persistent link: https://www.econbiz.de/10009575512
Saved in:
6
An empirical comparative analysis of foreign exchange smile calibration procedures
Reiswich, Dimitri
- In:
The journal of computational finance
15
(
2011/12
)
1
,
pp. 31-67
Persistent link: https://www.econbiz.de/10009382525
Saved in:
7
Convergence of Monte Carlo simulations involving the mean-reverting square root process
Higham, Desmond J.
;
Mao, Xuerong
- In:
The journal of computational finance
8
(
2004/2005
)
3
,
pp. 35-61
Persistent link: https://www.econbiz.de/10002996511
Saved in:
8
A generalized partially linear model of asymmetric volatility
Wu, Guojun
;
Xiao, Zhijie
- In:
Journal of empirical finance
9
(
2002
)
3
,
pp. 287-319
Persistent link: https://www.econbiz.de/10001705438
Saved in:
9
A new integral representation of the early exercise boundary for American put options
Little, Thomas
;
Pant, Vijay
;
Hou, Chunli
- In:
The journal of computational finance
3
(
2000
)
3
,
pp. 73-96
Persistent link: https://www.econbiz.de/10001517427
Saved in:
10
The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
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