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~isPartOf:"The journal of derivatives : JOD"
~subject:"Incomplete market"
~subject:"Option trading"
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Option trading
Derivat
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options
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The journal of derivatives : JOD
International journal of theoretical and applied finance
30
The journal of futures markets
24
Applied mathematical finance
22
Review of derivatives research
18
Journal of banking & finance
17
International journal of financial engineering
15
Quantitative finance
14
Finance research letters
13
International review of economics & finance : IREF
13
The North American journal of economics and finance : a journal of financial economics studies
13
European journal of operational research : EJOR
12
Journal of financial economics
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Annals of finance
9
Journal of economic dynamics & control
9
Journal of financial markets
9
Journal of mathematical finance
9
The European journal of finance
9
Finanzmarkt und Portfolio-Management
8
Energy economics
7
Finance and stochastics
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Risks : open access journal
7
International review of financial analysis
6
The journal of computational finance
6
Applied economics letters
5
Computational economics
5
Discussion paper / Center for Economic Research, Tilburg University
5
Economic modelling
5
Economic theory : official journal of the Society for the Advancement of Economic Theory
5
Global finance journal
5
Journal of derivatives & hedge funds
5
Journal of econometrics
5
Journal of risk and financial management : JRFM
5
Mathematics and financial economics
5
Review of quantitative finance and accounting
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The journal of finance : the journal of the American Finance Association
5
wi - Wirtschaft
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1
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:
2
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:
3
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:
4
Can the improved CMBO strategies beat the CMBO index?
Liu, Wei-Han
;
Chang, Jow-Ran
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 163-183
Persistent link: https://www.econbiz.de/10012486036
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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