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Option pricing theory
81
Optionspreistheorie
81
Volatility
25
Volatilität
25
Theorie
22
Theory
22
Derivat
20
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20
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Paxson, Dean A.
4
Chen, Son-nan
3
Dunis, Christian
3
Wang, Xingchun
3
Anderluh, J. H. M.
2
Ballotta, Laura
2
Brandão, Luiz Eduardo Teixeira
2
Chesney, Marc
2
Coakley, Jerry
2
Dockendorf, Jörg
2
Elliott, Robert J.
2
Hsu, Pao-Peng
2
Lindset, Snorre
2
Liu, Xiaoquan
2
Romagnoli, Silvia
2
Satchell, Stephen
2
Song, Shiyu
2
Wang, Guanying
2
Abad Díaz, David
1
Adkins, Roger
1
Ahlip, Rehez
1
Allegretto, Walter
1
Antão, Paula
1
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Arratia, Argimiro
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Avanzi, Benjamin
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1
Bhar, Ramaprasad
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1
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1
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The European journal of finance
International journal of theoretical and applied finance
514
Mathematical finance : an international journal of mathematics, statistics and financial theory
322
The journal of futures markets
275
Finance and stochastics
265
The journal of computational finance
265
Applied mathematical finance
261
Journal of economic dynamics & control
242
Journal of banking & finance
234
The journal of derivatives : the official publication of the International Association of Financial Engineers
224
NBER working paper series
221
Quantitative finance
202
Working paper / National Bureau of Economic Research, Inc.
197
Review of derivatives research
178
NBER Working Paper
158
Insurance / Mathematics & economics
153
Discussion paper / Centre for Economic Policy Research
143
European journal of operational research : EJOR
138
Finance research letters
127
Computational economics
122
Journal of economic theory
121
International journal of financial engineering
118
Journal of mathematical economics
116
Journal of mathematical finance
113
Research paper series / Swiss Finance Institute
107
Economic theory : official journal of the Society for the Advancement of Economic Theory
102
Risks : open access journal
102
Working paper
99
Journal of financial economics
94
Asia-Pacific financial markets
90
The review of financial studies
89
The North American journal of economics and finance : a journal of financial economics studies
87
Economics letters
83
CESifo working papers
79
The journal of finance : the journal of the American Finance Association
79
Economic modelling
78
Journal of econometrics
78
Energy economics
71
Journal of financial and quantitative analysis : JFQA
69
Journal of monetary economics
69
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ECONIS (ZBW)
87
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1
What a delta hedge really does : a theoretical and pedagogical note
Howell, Sydney D.
- In:
The European journal of finance
14
(
2008
)
1/2
,
pp. 33-47
Persistent link: https://www.econbiz.de/10003744671
Saved in:
2
Commodity volatility modelling and option pricing with a potential function approach
Anderluh, J. H. M.
;
Borovkova, Svetlana
- In:
The European journal of finance
14
(
2008
)
1/2
,
pp. 91-113
Persistent link: https://www.econbiz.de/10003744733
Saved in:
3
A technique for reducing discretization bias from Monte Carlo simulations : option pricing under stochastic interest rates
Lindset, Snorre
;
Lund, Arne-Christian
- In:
The European journal of finance
13
(
2007
)
5/6
,
pp. 545-564
Persistent link: https://www.econbiz.de/10003570611
Saved in:
4
Confined exponential approximations for the valuation of American options
Lee, Jongwoo
;
Paxson, Dean A.
- In:
The European journal of finance
9
(
2003
)
5
,
pp. 449-474
Persistent link: https://www.econbiz.de/10001885434
Saved in:
5
The investment policy and the pricing of equity in a levered firm : a re-examination of the "contingent claims" valuation approach
Chesney, Marc
;
Gibson, Rajna
- In:
The European journal of finance
5
(
1999
)
2
,
pp. 95-107
Persistent link: https://www.econbiz.de/10001439614
Saved in:
6
Mean-reversion properties of implied volatilities
Ielpo, Florian
;
Simon, Guillaume
- In:
The European journal of finance
16
(
2010
)
5/6
,
pp. 587-610
Persistent link: https://www.econbiz.de/10008698544
Saved in:
7
Pricing European options under a diffusion model with psychological barriers and leverage effect
Song, Shiyu
;
Wang, Guanying
;
Wang, Yongjin
- In:
The European journal of finance
26
(
2020
)
12
,
pp. 1184-1206
Persistent link: https://www.econbiz.de/10012264954
Saved in:
8
How Spanish options market smiles in summer : an empirical analysis for options on IBEX-35
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 153-169
Persistent link: https://www.econbiz.de/10011736237
Saved in:
9
Optimal hedging of variance derivatives
Crosby, John
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 150-180
Persistent link: https://www.econbiz.de/10010462131
Saved in:
10
Market illiquidity and bounds on European option prices
Matos, João Amaro de
;
Antão, Paula
- In:
The European journal of finance
9
(
2003
)
5
,
pp. 475-498
Persistent link: https://www.econbiz.de/10001886025
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