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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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Option Prices with Stochastic...
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Option pricing theory
243
Optionspreistheorie
243
Theorie
109
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62
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62
Volatility
59
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Ammann, Manuel
2
Orosi, Greg
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Journal of empirical finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
44
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.
19
Journal of financial economics
15
Journal of banking & finance
14
Review of derivatives research
11
The journal of fixed income
11
Real estate economics : journal of the American Real Estate and Urban Economics Association
10
The journal of real estate finance and economics
10
The journal of computational finance
9
Finance and economics discussion series
8
Advances in futures and options research : a research annual
6
American journal of agricultural economics
6
International review of economics & finance : IREF
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The journal of business : B
6
Working paper
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
Discussion paper / Centre for Economic Policy Research
5
International journal of theoretical and applied finance
5
Review of quantitative finance and accounting
5
Federal Reserve Bank of Cleveland working paper series
4
Insurance / Mathematics & economics
4
Journal of econometrics
4
Journal of international money and finance
4
Review of financial economics : RFE
4
The financial review : the official publication of the Eastern Finance Association
4
The journal of financial research
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Working paper series / Federal Reserve Bank of Atlanta
4
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
Advances in quantitative analysis of finance and accounting : a research annual
3
Applied financial economics
3
CORE discussion paper : DP
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CREATES research paper
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Canadian journal of agricultural economics : CJAE
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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
Forward versus spot interest rate models of the term structure
Moraleda Novo, Juan Manuel
;
Pelsser, Antoon André Jean
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 9-21
Persistent link: https://www.econbiz.de/10001497753
Saved in:
3
Volatility cones and their sampling properties
Hodges, Stewart D.
;
Tompkins, Robert G.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10001718685
Saved in:
4
Assessing the incremental value of option pricing theory relative to an informationally passive benchmark
Figlewski, Stephen
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 80-96
Persistent link: https://www.econbiz.de/10001718716
Saved in:
5
Valuation of perpetual strangles : a quasi-analytical approach
Chuang, Chienmin
- In:
The journal of derivatives : the official publication …
21
(
2013
)
1
,
pp. 64-72
Persistent link: https://www.econbiz.de/10010191934
Saved in:
6
Pricing American interest rate options under the jump-extended Vasicek model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
;
Soto, Gloria M.
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10003771447
Saved in:
7
Pricing and hedging mandatory convertible bonds
Ammann, Manuel
;
Seiz, Ralf
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 30-46
Persistent link: https://www.econbiz.de/10003321080
Saved in:
8
Cross-sectional analysis of risk-neutral skewness
Taylor, Stephen
;
Yadav, Pradeep
;
Zhang, Yuanyuan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 38-52
Persistent link: https://www.econbiz.de/10003862759
Saved in:
9
The normal inverse gaussian distribution and the pricing of derivatives
Eriksson, Anders
;
Ghysels, Eric
;
Wang, Fangfang
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 23-37
Persistent link: https://www.econbiz.de/10003852619
Saved in:
10
A matrix-based lattice model to value employee stock options
Bajaj, Mukesh
;
Mazumdar, Sumon C.
;
Surana, Rahul
;
Unni, …
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10003379099
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