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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Black-Scholes-Modell"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
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Option Prices with Stochastic...
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Black-Scholes-Modell
Currency option
Kapitaleinkommen
Monte Carlo simulation
Option pricing theory
203
Optionspreistheorie
203
Theorie
104
Theory
104
Option trading
54
Optionsgeschäft
54
Volatility
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Volatilität
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Black-Scholes model
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Babsiri, Mohamed el
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Bakshi, Gurdip S.
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Barone, Gaia
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Bennett, Michael N.
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1
Boyle, Phelim P.
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Brigo, Damiano
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The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
109
The journal of computational finance
77
Applied mathematical finance
56
The journal of futures markets
56
Mathematical finance : an international journal of mathematics, statistics and financial theory
55
Quantitative finance
54
Computational economics
52
Finance and stochastics
46
Journal of banking & finance
39
Review of derivatives research
35
International journal of financial engineering
32
Journal of mathematical finance
28
Finance research letters
27
The North American journal of economics and finance : a journal of financial economics studies
27
Asia-Pacific financial markets
25
Journal of financial economics
25
European journal of operational research : EJOR
23
Journal of economic dynamics & control
23
Journal of risk and financial management : JRFM
20
Risks : open access journal
20
Journal of econometrics
19
The European journal of finance
18
Decisions in economics and finance : DEF ; a journal of applied mathematics
17
Review of quantitative finance and accounting
17
Working paper series / Centre for Practical Quantitative Finance
17
Research paper series / Swiss Finance Institute
16
Energy economics
15
International review of financial analysis
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
The journal of finance : the journal of the American Finance Association
15
The review of financial studies
15
Journal of empirical finance
14
Options : classic approaches to pricing and modelling
14
Applied economics
13
Journal of financial and quantitative analysis : JFQA
13
Insurance / Mathematics & economics
12
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
International review of economics & finance : IREF
11
Applied financial economics
9
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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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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