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Option pricing theory
81
Optionspreistheorie
81
Volatility
23
Volatilität
23
Stochastic process
20
Stochastischer Prozess
20
Derivat
19
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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
Areal, Nelson
1
Arratia, Argimiro
1
Avanzi, Benjamin
1
Baestaens, Dirk J. Emma
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Bajo, Emanuele
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Bergh, Willem M. van den
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Berry, R. H.
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Bhar, Ramaprasad
1
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1
Bicer, Isik
1
Bonfiglioli, Efrem
1
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The European journal of finance
International journal of theoretical and applied finance
471
The journal of futures markets
262
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
255
Applied mathematical finance
243
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
196
Review of derivatives research
170
Insurance / Mathematics & economics
140
European journal of operational research : EJOR
136
Journal of economic dynamics & control
136
International journal of financial engineering
116
Computational economics
114
Finance research letters
111
Journal of mathematical finance
108
Risks : open access journal
96
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
Journal of financial economics
80
Asia-Pacific financial markets
77
Journal of econometrics
67
NBER working paper series
60
Energy economics
59
Journal of financial and quantitative analysis : JFQA
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Review of quantitative finance and accounting
55
SFB 649 discussion paper
55
The journal of finance : the journal of the American Finance Association
54
Working paper / National Bureau of Economic Research, Inc.
54
SpringerLink / Bücher
53
Annals of finance
52
Journal of risk and financial management : JRFM
51
Economic modelling
50
The journal of real estate finance and economics
50
The review of financial studies
50
International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
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ECONIS (ZBW)
81
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1
On the dangers of a simplistic American option simulation valuation method
Areal, Nelson
;
Rodrigues, Artur
- In:
The European journal of finance
16
(
2010
)
3/4
,
pp. 373-379
Persistent link: https://www.econbiz.de/10003996410
Saved in:
2
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:
3
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:
4
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:
5
On the numerical evaluation of option prices in jump diffusion processes
Carr, Peter
;
Mayo, Anita
- In:
The European journal of finance
13
(
2007
)
3/4
,
pp. 353-372
Persistent link: https://www.econbiz.de/10003550397
Saved in:
6
Skew Brownian motion and pricing European options
Corns, T. R. A.
;
Satchell, Stephen
- In:
The European journal of finance
13
(
2007
)
5/6
,
pp. 523-544
Persistent link: https://www.econbiz.de/10003570605
Saved in:
7
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:
8
A generalization of the formulas for options on the maximum or the minimum of several assets
Lindset, Snorre
- In:
The European journal of finance
12
(
2006
)
8
,
pp. 717-730
Persistent link: https://www.econbiz.de/10003396191
Saved in:
9
Monte Carlo methods for pricing discrete Parisian options
Bernard, Carole
;
Boyle, Phelim P.
- In:
The European journal of finance
17
(
2011
)
3/4
,
pp. 169-196
Persistent link: https://www.econbiz.de/10009155447
Saved in:
10
Analysing bank-issued option pricing
Abad Díaz, David
;
Nieto Domenech, Belen
- In:
The European journal of finance
17
(
2011
)
1/2
,
pp. 49-65
Persistent link: https://www.econbiz.de/10009155464
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