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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:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
~subject:"Option trading"
~subject:"Theorie"
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Option Prices with Stochastic...
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Currency option
Kapitaleinkommen
Monte Carlo simulation
Option trading
Theorie
Option pricing theory
258
Optionspreistheorie
258
Theory
146
Optionsgeschäft
59
Volatility
56
Volatilität
56
USA
55
United States
55
Black-Scholes model
35
Black-Scholes-Modell
35
Estimation
31
Schätzung
31
Yield curve
27
Zinsstruktur
27
Derivat
26
Derivative
26
Hedging
25
Stochastic process
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Stochastischer Prozess
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CAPM
19
Index futures
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Index-Futures
19
Aktienoption
18
Stock option
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Interest rate derivative
17
Zinsderivat
17
Statistical distribution
16
Statistische Verteilung
16
Swap
13
Börsenkurs
11
Share price
11
Capital income
9
Portfolio selection
9
Portfolio-Management
9
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9
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9
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193
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192
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192
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Übersichtsarbeit
2
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English
194
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Carr, Peter
5
Chen, Son-nan
4
Wu, Ting-pin
4
Chance, Don M.
3
Figlewski, Stephen
3
Hull, John
3
Orosi, Greg
3
Rich, Don R.
3
Ritchken, Peter H.
3
Rosenberg, Joshua V.
3
Rubinstein, Mark
3
Schwartz, Eduardo S.
3
Wei, Jason
3
Aït-Sahalia, Yacine
2
Bakshi, Gurdip S.
2
Broadie, Mark
2
Chang, Jui-jane
2
Chen, Zhiwu
2
Dravid, Ajay R.
2
Duan, Jin-Chuan
2
Dumas, Bernard
2
Engle, Robert F.
2
Fleming, Jeff
2
Glasserman, Paul
2
Jacobs, Kris
2
Klein, Peter
2
Lo, Andrew W.
2
Longstaff, Francis A.
2
Lyuu, Yuh-dauh
2
Nawalkha, Sanjay K.
2
Nunes, Joaõ Pedro Vidal
2
Rendleman, Richard J.
2
Toft, Klaus Bjerre
2
Turnbull, Stuart M.
2
Weide, Hans van der
2
White, Alan
2
Wu, Liuren
2
Ahn, Dong-Hyun
1
AitSahlia, Farid
1
Albrecher, Hansjörg
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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
Mathematical finance : an international journal of mathematics, statistics and financial theory
230
International journal of theoretical and applied finance
223
The journal of futures markets
167
The journal of computational finance
152
Finance and stochastics
139
Applied mathematical finance
131
Review of derivatives research
111
Journal of banking & finance
102
Quantitative finance
80
Journal of economic dynamics & control
76
Finance research letters
63
Journal of financial economics
59
Computational economics
49
The review of financial studies
49
The North American journal of economics and finance : a journal of financial economics studies
45
International journal of financial engineering
43
Journal of financial and quantitative analysis : JFQA
41
The European journal of finance
41
The journal of real estate finance and economics
41
European journal of operational research : EJOR
40
Asia-Pacific financial markets
39
International review of economics & finance : IREF
36
Research paper series / Swiss Finance Institute
36
Journal of mathematical finance
33
SFB 649 discussion paper
33
Journal of econometrics
32
Working paper / National Bureau of Economic Research, Inc.
32
Advances in futures and options research : a research annual
31
Working paper series / Centre for Practical Quantitative Finance
31
Risks : open access journal
30
Management science : journal of the Institute for Operations Research and the Management Sciences
29
Decisions in economics and finance : DEF ; a journal of applied mathematics
28
Gabler Edition Wissenschaft
28
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
28
Review of quantitative finance and accounting
28
SFB 649 Discussion Paper
28
International review of financial analysis
27
Energy economics
26
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ECONIS (ZBW)
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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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Efficient analytical cascade calibration of the LIBOR market model with endogenous interpolation
Brigo, Damiano
;
Morini, Massimo
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 40-60
Persistent link: https://www.econbiz.de/10003379121
Saved in:
9
Four things you might not know about the Black-Scholes formula
Poulsen, Rolf
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 77-81
Persistent link: https://www.econbiz.de/10003673319
Saved in:
10
Calibration risk for exotic options
Detlefsen, K.
;
Härdle, Wolfgang
- In:
The journal of derivatives : the official publication …
14
(
2007
)
4
,
pp. 47-63
Persistent link: https://www.econbiz.de/10003498957
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