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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Black-Scholes model"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
~subject:"Option trading"
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Option Prices with Stochastic...
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Black-Scholes model
Currency option
Kapitaleinkommen
Monte Carlo simulation
Option trading
Option pricing theory
258
Optionspreistheorie
258
Theorie
146
Theory
146
Optionsgeschäft
59
Volatility
56
Volatilität
56
USA
55
United States
55
Black-Scholes-Modell
35
Estimation
31
Schätzung
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27
Derivat
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19
Index futures
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Index-Futures
19
Aktienoption
18
Stock option
18
Interest rate derivative
17
Zinsderivat
17
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16
Statistische Verteilung
16
Swap
13
Börsenkurs
11
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11
Capital income
9
Portfolio selection
9
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9
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9
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9
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101
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102
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Figlewski, Stephen
4
Chen, Son-nan
3
Wu, Ting-pin
3
Bakshi, Gurdip S.
2
Chang, Jui-jane
2
Jacobs, Kris
2
Nunes, Joaõ Pedro Vidal
2
Orosi, Greg
2
Ritchken, Peter H.
2
Schoutens, Wim
2
Weide, Hans van der
2
Ahn, Dong-Hyun
1
Albrecher, Hansjörg
1
Andersen, Torben
1
Babsiri, Mohamed el
1
Barone, Gaia
1
Barone-Adesi, Giovanni
1
Beliaeva, Natalia A.
1
Bennett, Michael N.
1
Benninga, Simon
1
Benzoni, Luca
1
Berkovich, Efraim
1
Blume, Marshall E.
1
Boogert, Alexander
1
Borovkova, S. A.
1
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1
Boyle, Phelim P.
1
Brenner, Menachem
1
Brigo, Damiano
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1
Buraschi, Andrea
1
Carr, Peter
1
Cassano, Mark A.
1
Chance, Don M.
1
Chang, Chuang-chang
1
Chateauneuf, Alain
1
Chen, Chun-Da
1
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1
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1
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American Finance Association
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The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of finance : the journal of the American Finance Association
International journal of theoretical and applied finance
175
The journal of futures markets
133
The journal of computational finance
116
Applied mathematical finance
95
Quantitative finance
92
Mathematical finance : an international journal of mathematics, statistics and financial theory
87
Review of derivatives research
81
Journal of banking & finance
71
Finance and stochastics
69
Finance research letters
69
Computational economics
63
International journal of financial engineering
52
Journal of economic dynamics & control
51
The North American journal of economics and finance : a journal of financial economics studies
49
Journal of mathematical finance
45
European journal of operational research : EJOR
44
Asia-Pacific financial markets
38
Journal of financial economics
38
Risks : open access journal
36
Research paper series / Swiss Finance Institute
34
The European journal of finance
32
Review of quantitative finance and accounting
30
International review of economics & finance : IREF
29
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Journal of econometrics
26
Decisions in economics and finance : DEF ; a journal of applied mathematics
25
Energy economics
25
Journal of risk and financial management : JRFM
25
Insurance / Mathematics & economics
24
International review of financial analysis
24
Applied economics
21
Economic modelling
21
The journal of derivatives : JOD
21
Journal of financial and quantitative analysis : JFQA
20
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
19
Swiss Finance Institute Research Paper
18
The review of financial studies
18
Journal of empirical finance
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ECONIS (ZBW)
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1
The valuation of compound options : a correction and an extension
Chen, Ren-Raw
;
He, Wei
- In:
The journal of derivatives : the official publication …
22
(
2015
)
4
,
pp. 92-104
Persistent link: https://www.econbiz.de/10011399781
Saved in:
2
European compound options written on perpetual American options
Barone, Gaia
- In:
The journal of derivatives : the official publication …
20
(
2012
)
3
,
pp. 61-74
Persistent link: https://www.econbiz.de/10009725348
Saved in:
3
The forward valuation of compound options
Buraschi, Andrea
;
Dumas, Bernard
- In:
The journal of derivatives : the official publication …
9
(
2001
)
1
,
pp. 8-17
Persistent link: https://www.econbiz.de/10001618892
Saved in:
4
[Rezension von: Elliott, Robert J. ..., Mathematics of financial markets]
Cvitanić, Jakša
- In:
The journal of finance : the journal of the American …
55
(
2000
)
2
,
pp. 995-996
Persistent link: https://www.econbiz.de/10001497491
Saved in:
5
Evolution of interest rate models : a comparison
Ho, Thomas S. Y.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 9-20
Persistent link: https://www.econbiz.de/10001223174
Saved in:
6
Volatility surface calibration to illiquid options
Nagy, László
;
Ormos, Mihály
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 87-96
Persistent link: https://www.econbiz.de/10012306175
Saved in:
7
Curve-fitting method for implied volatility
Wu, Desheng Dash
;
Liu, Tianxiang
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 19-37
Persistent link: https://www.econbiz.de/10011968684
Saved in:
8
Conic option pricing
Madan, Dilip B.
;
Schoutens, Wim
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 10-36
Persistent link: https://www.econbiz.de/10011931506
Saved in:
9
Executive stock options and concavity of the option price
Boyle, Phelim P.
;
Scott, William R.
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 72-84
Persistent link: https://www.econbiz.de/10003346508
Saved in:
10
On perpetual American strangles
Moraux, Franck
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 82-97
Persistent link: https://www.econbiz.de/10003862829
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