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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Option trading
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The North American journal of economics and finance : a journal of financial economics studies
The journal of futures markets
195
International journal of theoretical and applied finance
115
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
87
Review of derivatives research
74
Finance research letters
64
The journal of computational finance
63
Quantitative finance
61
Applied mathematical finance
57
Mathematical finance : an international journal of mathematics, statistics and financial theory
51
Journal of economic dynamics & control
47
Finance and stochastics
44
Journal of financial economics
41
International review of economics & finance : IREF
35
Journal of financial markets
34
European journal of operational research : EJOR
32
International journal of financial engineering
32
Journal of financial and quantitative analysis : JFQA
32
Computational economics
30
The review of financial studies
30
Working paper / National Bureau of Economic Research, Inc.
30
Journal of mathematical finance
28
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Research paper series / Swiss Finance Institute
28
Review of quantitative finance and accounting
28
International review of financial analysis
27
NBER working paper series
26
The European journal of finance
24
The journal of finance : the journal of the American Finance Association
24
Asia-Pacific financial markets
23
Risks : open access journal
22
Wiley trading series
22
Applied economics
20
Applied financial economics
20
Journal of risk and financial management : JRFM
19
NBER Working Paper
19
Swiss Finance Institute Research Paper
19
Research Paper Series / Finance Discipline Group, Business School
18
Annals of finance
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ECONIS (ZBW)
42
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1
On the exercise of American quanto options
Battauz, Anna
;
De Donno, Marzia
;
Sbuelz, Alessandro
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013538939
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
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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
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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
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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
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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
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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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