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Theorie
Option pricing theory
254
Optionspreistheorie
254
Stochastic process
88
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88
Theory
78
Volatility
66
Volatilität
66
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60
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60
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The journal of computational finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
303
NBER working paper series
231
Working paper / National Bureau of Economic Research, Inc.
212
Finance and stochastics
208
The journal of finance : the journal of the American Finance Association
200
The review of financial studies
194
Journal of financial economics
190
Journal of banking & finance
189
International journal of theoretical and applied finance
184
NBER Working Paper
173
Journal of economic dynamics & control
164
The journal of futures markets
130
The journal of derivatives : the official publication of the International Association of Financial Engineers
127
Journal of financial and quantitative analysis : JFQA
96
Finance research letters
93
Applied mathematical finance
90
Journal of empirical finance
83
Research paper series / Swiss Finance Institute
82
Journal of econometrics
77
Economics letters
76
Discussion paper / Centre for Economic Policy Research
73
Review of derivatives research
71
Advances in futures and options research : a research annual
67
International review of economics & finance : IREF
65
Management science : journal of the Institute for Operations Research and the Management Sciences
65
Journal of economic theory
61
The journal of real estate finance and economics
61
International review of financial analysis
58
Swiss Finance Institute Research Paper
56
Annals of finance
55
Journal of monetary economics
55
Journal of international money and finance
53
The European journal of finance
53
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
51
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
48
Discussion paper / B
47
Economic theory : official journal of the Society for the Advancement of Economic Theory
46
Review of quantitative finance and accounting
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ECONIS (ZBW)
78
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1
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1
Discrete Asian barrier options
Zvan, R.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
The journal of computational finance
3
(
1999
)
1
,
pp. 41-67
Persistent link: https://www.econbiz.de/10001517411
Saved in:
2
Pricing moving average barrier options
Heritage, J. P.
- In:
The journal of computational finance
5
(
2002
)
4
,
pp. 51-67
Persistent link: https://www.econbiz.de/10001695833
Saved in:
3
Technical note : dependence and two-asset options pricing
Rapuch, Grégory
;
Roncalli, Thierry
- In:
The journal of computational finance
7
(
2004
)
4
,
pp. 23-33
Persistent link: https://www.econbiz.de/10002126759
Saved in:
4
A mathematical programming with equilibrium constraints approach to the implied volatility surface of American options
Huang, Jacqueline
;
Pang, Jong-shi
- In:
The journal of computational finance
4
(
2000
)
1
,
pp. 21-56
Persistent link: https://www.econbiz.de/10001528153
Saved in:
5
Fast fourier transform for discrete Asian options
Benhamou, Eric
- In:
The journal of computational finance
6
(
2002
)
1
,
pp. 49-68
Persistent link: https://www.econbiz.de/10001704741
Saved in:
6
Pricing Asian and basket options via Taylor expansion
Ju, Nengjiu
- In:
The journal of computational finance
5
(
2002
)
3
,
pp. 79-103
Persistent link: https://www.econbiz.de/10001695286
Saved in:
7
Double barrier options : valuation by path counting
Sidenius, Jakob
- In:
The journal of computational finance
1
(
1998
)
3
,
pp. 63-79
Persistent link: https://www.econbiz.de/10001632708
Saved in:
8
Robust numerical methods for PDE models of Asian options
Zvan, R.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
The journal of computational finance
1
(
1997/1998
)
2
,
pp. 39-78
Persistent link: https://www.econbiz.de/10001633255
Saved in:
9
Using program synthesis to price derivatives
Randall, Curt
;
Kant, Elaine
;
Chhabra, Ashvin
- In:
The journal of computational finance
1
(
1997/1998
)
2
,
pp. 97-129
Persistent link: https://www.econbiz.de/10001633257
Saved in:
10
Pricing continuous Asian options : a comparison of Monte Carlo and Laplace transform inversion methods
Fu, Michael
;
Madan, Dilip B.
;
Wang, Tong
- In:
The journal of computational finance
2
(
1998/1999
)
2
,
pp. 49-74
Persistent link: https://www.econbiz.de/10001633397
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