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Modelling financial derivative...
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Derivat
62
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Option pricing theory
21
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13
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3
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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The European journal of finance
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1,014
The journal of futures markets
396
Europäische Hochschulschriften / 5
299
Gabler Edition Wissenschaft
279
Springer eBook Collection / Business and Economics
214
Lecture notes in economics and mathematical systems : LNEMS
188
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183
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178
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115
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88
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69
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62
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1
High-order accurate implicit finite difference method for evaluating American options
Mayo, A.
- In:
The European journal of finance
10
(
2004
)
3
,
pp. 212-237
Persistent link: https://www.econbiz.de/10002093907
Saved in:
2
Estimating loss-given default through advanced credibility theory
Bonini, Stefano
;
Caivano, Giuliana
- In:
The European journal of finance
22
(
2016
)
13/15
,
pp. 1351-1362
Persistent link: https://www.econbiz.de/10011715432
Saved in:
3
New mathematical and statistical methods for actuarial science and finance : introduction
Eling, Martin
;
Loperfido, Nicola
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 96-99
Persistent link: https://www.econbiz.de/10012207187
Saved in:
4
Special issue: Selection of papers from the 4th Conference of the Portuguese Finance Network : 6th - 8th July 2006, Porto
Rocha Armada, Manuel da
(
contributor
)
-
Conference of the Portuguese Finance Network <4, 2006, …
- In:
The European journal of finance
15.2009,1/2
(
2009
)
Persistent link: https://www.econbiz.de/10004952636
Saved in:
5
Evidence of ex-dividend trading by investor tax category
Felixson, Karl
;
Liljeblom, Eva
- In:
The European journal of finance
14
(
2008
)
1/2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10003744666
Saved in:
6
Pricing Parisians and barriers by hitting time simulation
Anderluh, J. H. M.
- In:
The European journal of finance
14
(
2008
)
1/2
,
pp. 137-156
Persistent link: https://www.econbiz.de/10003744737
Saved in:
7
Trading time and trading activity : evidence from extensions of the NYSE trading day
Asem, Ebenezer
;
Kaul, Aditya
- In:
The European journal of finance
14
(
2008
)
3/4
,
pp. 225-242
Persistent link: https://www.econbiz.de/10003744781
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8
Forecasting daily volatility with intraday data
Frijns, Bart
;
Margaritis, Dimitris
- In:
The European journal of finance
14
(
2008
)
5/6
,
pp. 523-540
Persistent link: https://www.econbiz.de/10003772119
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9
Discrete-time implementation of continuous-time portfolio strategies
Branger, Nicole
;
Breuer, Beate
;
Schlag, Christian
- In:
The European journal of finance
16
(
2010
)
1/2
,
pp. 137-152
Persistent link: https://www.econbiz.de/10003954449
Saved in:
10
Who transfers credit risk? : determinants of the use of credit derivatives by large US banks
Ashraf, Dawood
;
Altunbaş, Yener
;
Goddard, John A.
- In:
The European journal of finance
13
(
2007
)
5/6
,
pp. 483-500
Persistent link: https://www.econbiz.de/10003570588
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