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Option pricing theory
81
Optionspreistheorie
81
Volatility
25
Volatilität
25
Option trading
24
Optionsgeschäft
24
Theorie
22
Theory
22
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Paxson, Dean A.
4
Chen, Son-nan
3
Dunis, Christian
3
Wang, Xingchun
3
Anderluh, J. H. M.
2
Ap Gwilym, Owain
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
Veld, Chris H.
2
Verousis, Thanos
2
Wang, Guanying
2
Abad Díaz, David
1
Adkins, Roger
1
Ahlip, Rehez
1
Allegretto, Walter
1
Areal, Nelson
1
Arratia, Argimiro
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1
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1
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1
Bergh, Willem M. van den
1
Bernard, Carole
1
Berry, R. H.
1
Bhar, Ramaprasad
1
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1
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The European journal of finance
International journal of theoretical and applied finance
495
The journal of futures markets
372
Mathematical finance : an international journal of mathematics, statistics and financial theory
266
Journal of banking & finance
261
The journal of computational finance
256
Applied mathematical finance
247
The journal of derivatives : the official publication of the International Association of Financial Engineers
242
Working Papers / Census Bureau, Department of Commerce
235
Finance and stochastics
233
Quantitative finance
205
Review of derivatives research
187
Journal of economic dynamics & control
143
Insurance / Mathematics & economics
139
Arbeitsgemeinschaft Deutscher Verkehrsflughäfen - Statistiken
137
European journal of operational research : EJOR
135
Finance research letters
135
International journal of financial engineering
116
Computational economics
112
Journal of mathematical finance
108
NBER working paper series
104
Risks : open access journal
100
Journal of financial economics
99
Working paper / National Bureau of Economic Research, Inc.
95
Research paper series / Swiss Finance Institute
93
The North American journal of economics and finance : a journal of financial economics studies
88
Journal of financial and quantitative analysis : JFQA
84
Asia-Pacific financial markets
81
The review of financial studies
80
Journal of econometrics
79
The journal of finance : the journal of the American Finance Association
75
SpringerLink / Bücher
73
NBER Working Paper
66
Review of quantitative finance and accounting
66
Energy economics
63
International review of economics & finance : IREF
62
International review of financial analysis
60
Journal of risk and financial management : JRFM
60
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
Annals of finance
57
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ECONIS (ZBW)
90
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1
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:
2
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
Saved in:
3
Multivariate digital options with memory
Cherubini, Umberto
;
Romagnoli, Silvia
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 649-660
Persistent link: https://www.econbiz.de/10009509839
Saved in:
4
A generalized approach to optimal hedging with option contracts
Bajo, Emanuele
;
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
The European journal of finance
21
(
2015
)
7/9
,
pp. 714-733
Persistent link: https://www.econbiz.de/10011302047
Saved in:
5
The relationship between conditional value at risk and option prices with a closed-form solution
Mitra, Sovan
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 400-425
Persistent link: https://www.econbiz.de/10010528975
Saved in:
6
Distribution-free upper bounds for spread options and market-implied antimonotonicity gap
Laurence, Peter
;
Wang, Tai-ho
- In:
The European journal of finance
14
(
2008
)
7/8
,
pp. 717-734
Persistent link: https://www.econbiz.de/10003816553
Saved in:
7
Investor sentiment and value and growth stock index options
Coakley, Jerry
;
Dotsis, George
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
The European journal of finance
20
(
2014
)
10/12
,
pp. 1211-1229
Persistent link: https://www.econbiz.de/10010465894
Saved in:
8
Bounding the generalized convex call price
Henin, Claude
- In:
The European journal of finance
2
(
1996
)
3
,
pp. 239-259
Persistent link: https://www.econbiz.de/10001210193
Saved in:
9
How to design down-and-out barrier option contracts so that firms invest when it is socially efficient
Jou, Jyh-Bang
;
Lee, Tan
- In:
The European journal of finance
22
(
2016
)
13/15
,
pp. 1561-1579
Persistent link: https://www.econbiz.de/10011715495
Saved in:
10
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
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