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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"
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Option Prices with Stochastic...
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Option pricing theory
258
Optionspreistheorie
258
Theorie
146
Theory
146
Option trading
59
Optionsgeschäft
59
Volatility
56
Volatilität
56
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Chen, Son-nan
6
Ritchken, Peter H.
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Wu, Ting-pin
6
Carr, Peter
5
Figlewski, Stephen
4
Bakshi, Gurdip S.
3
Chance, Don M.
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Fabozzi, Frank J.
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Hull, John
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Jacobs, Kris
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Longstaff, Francis A.
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Nawalkha, Sanjay K.
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Newton, David P.
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Orosi, Greg
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Rich, Don R.
3
Rosenberg, Joshua V.
3
Rubinstein, Mark
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Russo, Emilio
3
Schoutens, Wim
3
Schwartz, Eduardo S.
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Tian, Yisong Sam
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Uhrig-Homburg, Marliese
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Wei, Jason
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Aït-Sahalia, Yacine
2
Beliaeva, Natalia A.
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2
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2
Choi, Seung-mook S.
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Christoffersen, Peter F.
2
Collin-Dufresne, Pierre
2
Câmara, António
2
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2
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2
Duck, Peter W.
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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
496
Mathematical finance : an international journal of mathematics, statistics and financial theory
281
The journal of futures markets
275
The journal of computational finance
262
Applied mathematical finance
257
Finance and stochastics
228
Journal of banking & finance
214
Quantitative finance
201
Review of derivatives research
178
Insurance / Mathematics & economics
140
Journal of economic dynamics & control
135
European journal of operational research : EJOR
133
Finance research letters
121
International journal of financial engineering
118
Journal of mathematical finance
109
Computational economics
108
Risks : open access journal
99
Research paper series / Swiss Finance Institute
89
Asia-Pacific financial markets
86
The European journal of finance
84
The North American journal of economics and finance : a journal of financial economics studies
84
Journal of financial economics
81
Journal of econometrics
73
Journal of financial and quantitative analysis : JFQA
63
Energy economics
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NBER working paper series
59
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
The review of financial studies
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Review of quantitative finance and accounting
56
SFB 649 discussion paper
55
Annals of finance
53
Working paper / National Bureau of Economic Research, Inc.
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International review of economics & finance : IREF
51
The journal of real estate finance and economics
51
Decisions in economics and finance : DEF ; a journal of applied mathematics
50
Journal of risk and financial management : JRFM
50
Economic modelling
49
International review of financial analysis
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ECONIS (ZBW)
285
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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
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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
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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
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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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