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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Option pricing theory
83
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Lee, Hangsuck
7
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6
Kim, Geonwoo
4
Ko, Bangwon
4
Ur Rehman, Mobeen
4
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3
Chang, Chia-Lin
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The North American journal of economics and finance : a journal of financial economics studies
International journal of theoretical and applied finance
504
The journal of futures markets
406
Journal of banking & finance
281
Mathematical finance : an international journal of mathematics, statistics and financial theory
266
The journal of computational finance
257
Applied mathematical finance
244
The journal of derivatives : the official publication of the International Association of Financial Engineers
243
Finance research letters
236
Finance and stochastics
234
Quantitative finance
214
Review of derivatives research
187
Journal of economic dynamics & control
183
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European journal of operational research : EJOR
146
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142
Discussion paper / Tinbergen Institute
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Energy economics
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International journal of financial engineering
126
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124
International review of financial analysis
123
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111
Risks : open access journal
110
International review of economics & finance : IREF
109
Journal of financial economics
107
NBER working paper series
107
Applied economics
104
Research paper series / Swiss Finance Institute
103
The European journal of finance
103
Working paper / National Bureau of Economic Research, Inc.
102
Applied economics letters
99
Economics letters
88
Asia-Pacific financial markets
85
Journal of financial and quantitative analysis : JFQA
85
Journal of risk and financial management : JRFM
85
NBER Working Paper
80
The journal of finance : the journal of the American Finance Association
80
The review of financial studies
78
Working paper
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ECONIS (ZBW)
143
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1
State-dependent jump risks for American
gold
futures option pricing
Lian, Yu-Min
;
Liao, Szu-Lang
;
Chen, Jun-Home
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 115-133
Persistent link: https://www.econbiz.de/10011534881
Saved in:
2
Static hedging of chained-type barrier
options
Jun, Doobae
;
Ku, Hyejin
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 317-327
Persistent link: https://www.econbiz.de/10011535249
Saved in:
3
Implied volatility and the risk-free rate of return in
options
markets
Bianconi, Marcelo
;
McLachlan, Scott
;
Sammon, Marco
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 1-26
Persistent link: https://www.econbiz.de/10011511024
Saved in:
4
Pricing American
options
: RNMs-constrained entropic least-squares approach
Yu, Xisheng
;
Xie, Xiaoke
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 155-173
Persistent link: https://www.econbiz.de/10011514205
Saved in:
5
Optimal corporate hedging using
options
with basis and production risk
Bajo, Emanuele
;
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
The North American journal of economics and finance : a …
30
(
2014
),
pp. 56-71
Persistent link: https://www.econbiz.de/10010463594
Saved in:
6
Valuation of callable accreting interest rate swaps : least squares Monte-Carlo method under Hull-White interest rate model
Tang, Kin Boon
;
Zheng, Wen-Jie
;
Lin, Chao-Yang
;
Lin, …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012821303
Saved in:
7
Consistent pricing of VIX
options
with the Hawkes jump-diffusion model
Jing, Bo
;
Li, Shenghong
;
Ma, Yong
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012821987
Saved in:
8
Explicit expressions to counterparty credit exposures for Forward and European Option
Li, Shuang
;
Peng, Cheng
;
Bao, Ying
;
Zhao, Yanlong
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012656950
Saved in:
9
An effective hybrid variance reduction method for pricing the Asian
options
and its variants
Lu, King-Jeng
;
Liang, Chiung-Ju
;
Hsieh, Ming-Hua
;
Lee, …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012659091
Saved in:
10
Valuation of piecewise linear barrier
options
Lee, Hangsuck
;
Ha, Hongjun
;
Lee, Minha
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013186470
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