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~isPartOf:"The journal of derivatives : JOD"
~subject:"Incomplete market"
~subject:"Option trading"
~subject:"Risk management"
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Derivat
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The journal of derivatives : JOD
International journal of theoretical and applied finance
37
Journal of banking & finance
32
The journal of futures markets
32
Energy economics
26
Applied mathematical finance
25
Quantitative finance
21
Review of derivatives research
21
Finance research letters
20
International journal of financial engineering
20
International review of economics & finance : IREF
18
International review of financial analysis
18
The North American journal of economics and finance : a journal of financial economics studies
18
European journal of operational research : EJOR
17
Journal of financial economics
16
SpringerLink / Bücher
15
The European journal of finance
15
Insurance / Mathematics & economics
12
Journal of economic dynamics & control
11
Journal of mathematical finance
11
Annals of finance
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Risks : open access journal
10
Journal of financial markets
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Agricultural finance review
8
Applied economics
8
Der Schweizer Treuhänder : Monatsschrift für Wirtschaftsprüfung, Rechnungswesen, Unternehmens- und Steuerberatung ; offizielles Organ der Treuhand-Kammer
8
Discussion paper / Center for Economic Research, Tilburg University
8
Economic modelling
8
European financial management : the journal of the European Financial Management Association
8
Europäische Hochschulschriften / 5
8
Finance and stochastics
8
Finanzmarkt und Portfolio-Management
8
Journal of financial stability
8
Journal of risk and financial management : JRFM
8
Review of Pacific Basin financial markets and policies
8
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
International Journal of Financial Studies : open access journal
7
Review of quantitative finance and accounting
7
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ECONIS (ZBW)
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1
Bias correction for bond option greeks via jackknife
Zhang, Jinyu
;
Gao, Kang
;
Li, Yong
- In:
The journal of derivatives : JOD
28
(
2021
)
4
,
pp. 45-63
Persistent link: https://www.econbiz.de/10012612919
Saved in:
2
Semi-analytical solutions for barrier and American options written on a time-dependent Ornstein-Uhlenbeck process
Carr, Peter
;
Itkin, Andrey
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10012612941
Saved in:
3
Pricing and hedging options on assets with options on related assets
Madan, Dilip B.
;
Wang, King
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 27-47
Persistent link: https://www.econbiz.de/10012612942
Saved in:
4
An arbitrage-free real-world model for fractional option prices
Fink, Holger Maria
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 95-121
Persistent link: https://www.econbiz.de/10012612945
Saved in:
5
A derivatives pricing model with non-cash collateralization
Takino, Kazuhiro
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 123-138
Persistent link: https://www.econbiz.de/10012612946
Saved in:
6
Testing and mapping an empirical exercise boundary for the American put option
Pimbley, Joseph M.
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 139-147
Persistent link: https://www.econbiz.de/10012612947
Saved in:
7
American option pricing and filtering with a hidden regime-switching jump diffusion
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 106-123
Persistent link: https://www.econbiz.de/10013174827
Saved in:
8
Pricing discretely monitored barrier options under Markov processes through markov chain approximation
Cui, Zhenyu
;
Taylor, Stephen
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 8-33
Persistent link: https://www.econbiz.de/10012486028
Saved in:
9
Jump, diffusion, and long-term volatility risks with incremental information in VIX assets
Chen, Sonnan
;
Gu, Yuchi
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 60-96
Persistent link: https://www.econbiz.de/10012486031
Saved in:
10
Analytical valuation of exotic double barrier options
Chang, Jui-Jane
;
Pai, Hui-Ming
;
Wu, Ting-Pin
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 97-122
Persistent link: https://www.econbiz.de/10012486032
Saved in:
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