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Option pricing theory
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Optionspreistheorie
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American options
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Derivat
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Review of derivatives research
The journal of futures markets
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Online Information Review
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Pacific-Basin finance journal
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European journal of operational research : EJOR
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Public personnel management
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The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
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UCD Geary Institute for Public Policy discussion paper series
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Cambridge journal of economics
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Analytical pricing of American options
Cheng, Jun
;
Zhang, Jin E.
- In:
Review of derivatives research
15
(
2012
)
2
,
pp. 157-192
Persistent link: https://www.econbiz.de/10009629059
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2
Pricing VIX derivatives with free stochastic volatility model
Lin, Wei
;
Li, Shenghong
;
Chern, Shane
;
Zhang, Jin E.
- In:
Review of derivatives research
22
(
2019
)
1
,
pp. 41-75
Persistent link: https://www.econbiz.de/10012311659
Saved in:
3
Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators : a Gram-Charlier density approach
Aschakulporn, Pakorn
;
Zhang, Jin E.
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 233-281
Persistent link: https://www.econbiz.de/10013457619
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