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~isPartOf:"Journal of mathematical finance"
~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
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30
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15
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15
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Journal of mathematical finance
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 economic dynamics & control
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
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ECONIS (ZBW)
39
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1
On asymptotic behaviors of exponential hedging in the basis-risk model
Takino, Kazuhiro
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 212-231
Persistent link: https://www.econbiz.de/10011399011
Saved in:
2
Currency derivatives pricing for Markov-modulated Merton jump-diffusion spot forex rate
Sviščuk, Anatolij
;
Tertychnyi, Maksym
;
Hoang, Winsor
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 265-278
Persistent link: https://www.econbiz.de/10011312416
Saved in:
3
The Malliavan derivate and application to pricing and hedging a European exchange options
Mataramvura, Sure
- In:
Journal of mathematical finance
2
(
2012
)
4
,
pp. 280-290
Persistent link: https://www.econbiz.de/10009725340
Saved in:
4
A skewness-adjusted binomial model for pricing futures options : the importance of the mean and carrying-cost parameters
Johnson, Stafford
;
Sen, Amit
;
Balyeat, Brian
- In:
Journal of mathematical finance
2
(
2012
)
1
,
pp. 105-120
Persistent link: https://www.econbiz.de/10009668267
Saved in:
5
Dynamics and controllability of financial derivatives : towards stabilization the global financial crisis
Shibli, Murad
- In:
Journal of mathematical finance
2
(
2012
)
1
,
pp. 54-65
Persistent link: https://www.econbiz.de/10009668280
Saved in:
6
The simulation of European call options' sensitivity based on black-scholes option formula
Cui, Yujie
;
Yu, Baoli
- In:
Journal of mathematical finance
2
(
2012
)
3
,
pp. 264-268
Persistent link: https://www.econbiz.de/10009711970
Saved in:
7
Option pricing when changes of the underlying asset prices are restricted
Jiang, George J.
;
Pan, Guanzhong
;
Shi, Lei
- In:
Journal of mathematical finance
1
(
2011
)
2
,
pp. 28-33
Persistent link: https://www.econbiz.de/10009716642
Saved in:
8
A computational approach to financial option pricing using quasi Monte Carlo methods via variance reduction techniques
Mehrdoust, Farshid
;
Vajargah, Kianoush Fathi
- In:
Journal of mathematical finance
2
(
2012
)
2
,
pp. 195-198
Persistent link: https://www.econbiz.de/10009719240
Saved in:
9
On valuing constant maturity swap spread derivatives
Tchuindjo, Léonard
- In:
Journal of mathematical finance
2
(
2012
)
2
,
pp. 189-194
Persistent link: https://www.econbiz.de/10009719245
Saved in:
10
Weather derivatives with applications to Canadian data
Sviščuk, Anatolij
;
Cui, Kaijie
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 81-95
Persistent link: https://www.econbiz.de/10010240221
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