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Option pricing theory
81
Optionspreistheorie
81
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47
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35
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35
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26
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26
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Chen, Son-nan
4
Paxson, Dean A.
4
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3
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3
Hsu, Pao-Peng
3
Poon, Ser-Huang
3
Realdon, Marco
3
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3
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2
Ballotta, Laura
2
Bhar, Ramaprasad
2
Brandão, Luiz Eduardo Teixeira
2
Chesney, Marc
2
Coakley, Jerry
2
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2
Elliott, Robert J.
2
Kolokolova, Olga
2
Liang, Kuo-yuan
2
Lin, Ming-Tsung
2
Lindset, Snorre
2
Liu, Xiaoquan
2
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2
Peña Sánchez de Rivera, Juan Ignacio
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2
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The European journal of finance
International journal of theoretical and applied finance
538
Journal of banking & finance
406
NBER working paper series
332
The journal of futures markets
310
Mathematical finance : an international journal of mathematics, statistics and financial theory
291
Working paper / National Bureau of Economic Research, Inc.
286
Applied mathematical finance
273
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260
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187
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182
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164
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The journal of fixed income
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157
European journal of operational research : EJOR
152
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Working paper series / European Central Bank
140
International review of economics & finance : IREF
134
The North American journal of economics and finance : a journal of financial economics studies
134
Journal of international money and finance
132
Finance and economics discussion series
127
International journal of financial engineering
127
Journal of mathematical finance
127
The review of financial studies
127
The journal of finance : the journal of the American Finance Association
125
Applied economics
124
IMF working papers
121
Economic modelling
119
Computational economics
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Economics letters
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ECONIS (ZBW)
121
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1
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:
2
A comparison of models for pricing interest rate derivative securities
Strickland, Chris
- In:
The European journal of finance
2
(
1996
)
3
,
pp. 261-287
Persistent link: https://www.econbiz.de/10001210192
Saved in:
3
Integrating the risk and term structures of interest rates
Décamps, Jean-Paul
- In:
The European journal of finance
2
(
1996
)
3
,
pp. 219-238
Persistent link: https://www.econbiz.de/10001210194
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4
Implied volatilities, stochastic interest rates, and currency futures, options valuation : an empirical investigation
Bhargava, Vivek
;
Brooks, Robert
;
Malhotra, Davinder Kumar
- In:
The European journal of finance
7
(
2001
)
3
,
pp. 231-246
Persistent link: https://www.econbiz.de/10001603503
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5
Credit ratings and convertible bond prices : a simulation-based valuation
Park, Keehwan
;
Jung, Mookwon
;
Lee, Sangki
- In:
The European journal of finance
24
(
2018
)
10/12
,
pp. 1001-1025
Persistent link: https://www.econbiz.de/10012244436
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6
Pricing inflation-indexed derivatives with default risk
Chen, Son-nan
;
Hsu, Pao-Peng
- In:
The European journal of finance
24
(
2018
)
15
,
pp. 1272-1287
Persistent link: https://www.econbiz.de/10012258889
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7
Discounting earnings with stochastic discount rates
Realdon, Marco
- In:
The European journal of finance
25
(
2019
)
10
,
pp. 910-936
Persistent link: https://www.econbiz.de/10012207041
Saved in:
8
Yield curve modeling and forecasting using semiparametric factor dynamics
Härdle, Wolfgang
;
Majer, Piotr
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1109-1129
Persistent link: https://www.econbiz.de/10011715314
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9
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
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10
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
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