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Option pricing theory
61
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The journal of computational finance
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
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
42
The North American journal of economics and finance : a journal of financial economics studies
42
International review of economics & finance : IREF
35
Journal of financial markets
35
Computational economics
32
European journal of operational research : EJOR
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International journal of financial engineering
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Journal of financial and quantitative analysis : JFQA
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The review of financial studies
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Working paper / National Bureau of Economic Research, Inc.
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Management science : journal of the Institute for Operations Research and the Management Sciences
28
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Review of quantitative finance and accounting
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International review of financial analysis
27
NBER working paper series
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24
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Asia-Pacific financial markets
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Risks : open access journal
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Wiley trading series
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20
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20
Journal of risk and financial management : JRFM
19
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ECONIS (ZBW)
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1
Efficient conservative second-order central-upwind schemes for option-pricing problems
Bhatoo, Omishwary
;
Peer, Arshad Ahmud Iqbal
;
Tadmor, Eitan
- In:
The journal of computational finance
22
(
2018/2019
)
5
,
pp. 71-101
Persistent link: https://www.econbiz.de/10012042237
Saved in:
2
Path-dependent American options
Chevalier, Etienne
;
Ly Vath, Vathana
;
Mnif, Mohamed
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 61-95
Persistent link: https://www.econbiz.de/10012064988
Saved in:
3
High-performance American option pricing
Andersen, Leif B. G.
;
Lake, Mark
;
Offengenden, Dimitri
- In:
The journal of computational finance
20
(
2016
)
1
,
pp. 39-87
Persistent link: https://www.econbiz.de/10011639531
Saved in:
4
Pricing American options under negative rates
Healy, Jherek
- In:
The journal of computational finance
25
(
2021
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012672294
Saved in:
5
Fast pricing of American options under variance gamma
Fu, Weilong
;
Hirsa, Ali
- In:
The journal of computational finance
25
(
2021
)
1
,
pp. 29-49
Persistent link: https://www.econbiz.de/10012672301
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6
Faster comparison of stopping times by nested conditional Monte Carlo
Dickmann, Fabian
;
Schweizer, Nikolaus
- In:
The journal of computational finance
20
(
2016
)
2
,
pp. 101-123
Persistent link: https://www.econbiz.de/10011656716
Saved in:
7
Efficient estimation of sensitivities for counterparty credit risk with the finite difference Monte Carlo method
Graaf, Cornelis S. L. de
;
Kandhai, Drona
;
Sloot, Peter M. A.
- In:
The journal of computational finance
21
(
2017
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10011691615
Saved in:
8
Valuation of barrier options using sequential Monte Carlo
Shevchenko, Pavel V.
;
Del Moral, Pierre
- In:
The journal of computational finance
20
(
2016/2017
)
4
,
pp. 107-135
Persistent link: https://www.econbiz.de/10011691638
Saved in:
9
Pricing multiple barrier derivatives under stochastic volatility
Escobar, Marcos
;
Panz, Sven
;
Zagst, Rudi
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012543622
Saved in:
10
Calibration of local-stochastic and path-dependent volatility models to vanilla and no-touch options
Bain, Alan
;
Mariapragassam, Matthieu
;
Reisinger, Christoph
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 115-161
Persistent link: https://www.econbiz.de/10012544167
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