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Option pricing theory
254
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74
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Forsyth, Peter A.
7
Madan, Dilip B.
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Reisinger, Christoph
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Andersen, Leif B. G.
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Carr, Peter
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Coleman, Thomas F.
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Rebonato, Riccardo
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Korn, Ralf
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Le Floc'h, Fabien
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Li, Yuying
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Oosterlee, Cornelis W.
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The journal of computational finance
International journal of theoretical and applied finance
497
Mathematical finance : an international journal of mathematics, statistics and financial theory
281
The journal of futures markets
275
Applied mathematical finance
253
Finance and stochastics
228
The journal of derivatives : the official publication of the International Association of Financial Engineers
224
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214
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Journal of financial economics
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IRTG 1792 Discussion Paper
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Journal of econometrics
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SFB 649 discussion paper
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
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NBER working paper series
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Energy economics
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Journal of risk and financial management : JRFM
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SFB 649 Discussion Paper
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Annals of finance
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International review of economics & finance : IREF
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ECONIS (ZBW)
263
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1
Calibrating volatility function bounds for an uncertain volatility model
Coleman, Thomas F.
;
He, Changhong
;
Li, Yuying
- In:
The journal of computational finance
13
(
2009/10
)
4
,
pp. 63-93
Persistent link: https://www.econbiz.de/10003996075
Saved in:
2
The uncertain volatility model : a Monte Carlo apporach
Guyon, Julien
;
Henry-Labordère, Pierre
- In:
The journal of computational finance
14
(
2010/11
)
3
,
pp. 37-71
Persistent link: https://www.econbiz.de/10008989934
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
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5
Probabilistic machine learning for local volatility
Tegnér, Martin
;
Roberts, Stephen
- In:
The journal of computational finance
25
(
2021
)
3
,
pp. 1-50
Persistent link: https://www.econbiz.de/10012873079
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6
The forward smile in local-stochastic volatility models
Mazzon, Andrea
;
Pascucci, Andrea
- In:
The journal of computational finance
20
(
2016/2017
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011689675
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7
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:
8
The two-dimensional tree-grid method
Kossaczký, Igor
;
Ehrhardt, Matthias
;
Günther, Michael
- In:
The journal of computational finance
23
(
2019
)
2
,
pp. 29-57
Persistent link: https://www.econbiz.de/10012111259
Saved in:
9
Path independence of exotic options and convergence of binomial approximations
Leduc, Guillaume
;
Palmer, Kenneth J.
- In:
The journal of computational finance
23
(
2019
)
2
,
pp. 73-102
Persistent link: https://www.econbiz.de/10012111264
Saved in:
10
Volatility risk structure for options depending on extrema
Nakatsu, Tomonori
- In:
The journal of computational finance
21
(
2017/2018
)
3
,
pp. 105-122
Persistent link: https://www.econbiz.de/10011848359
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