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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Black-Scholes-Modell"
~subject:"Hedging"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
~subject:"Zinsstruktur"
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Option Prices with Stochastic...
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Black-Scholes-Modell
Hedging
Kapitaleinkommen
Monte Carlo simulation
Zinsstruktur
Option pricing theory
203
Optionspreistheorie
203
Theorie
104
Theory
104
Option trading
54
Optionsgeschäft
54
Volatility
40
Volatilität
40
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32
United States
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Black-Scholes model
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Derivat
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Statistische Verteilung
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Aktienoption
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70
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Chen, Son-nan
4
Wu, Ting-pin
4
Chen, Ren-Raw
2
Engle, Robert F.
2
Fabozzi, Frank J.
2
Moraux, Franck
2
Ritchken, Peter H.
2
Rosenberg, Joshua V.
2
Schoutens, Wim
2
AitSahlia, Farid
1
Albrecher, Hansjörg
1
Ammann, Manuel
1
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1
Bakshi, Gurdip S.
1
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1
Bianchi, Michele Leonardo
1
Bjerregaard Pedersen, Morten
1
Boogert, Alexander
1
Borovkova, Svetlana
1
Boyle, Phelim P.
1
Brigo, Damiano
1
Broadie, Mark
1
Brown, Gregory
1
Buraschi, Andrea
1
Carr, Peter
1
Cassano, Mark A.
1
Chance, Don M.
1
Chang, Chuang-chang
1
Chang, Jui-jane
1
Chateauneuf, Alain
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Chesney, Marc
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1
Chuang, Chienmin
1
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1
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1
Das, Sanjiv R.
1
Detlefsen, K.
1
Dhaene, Jan
1
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1
Dravid, Ajay R.
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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
195
Mathematical finance : an international journal of mathematics, statistics and financial theory
121
Applied mathematical finance
100
The journal of computational finance
100
Quantitative finance
90
Finance and stochastics
87
The journal of futures markets
84
Journal of banking & finance
76
Review of derivatives research
64
Computational economics
58
International journal of financial engineering
48
Finance research letters
39
Journal of economic dynamics & control
38
Journal of mathematical finance
38
Risks : open access journal
37
European journal of operational research : EJOR
36
Insurance / Mathematics & economics
36
The North American journal of economics and finance : a journal of financial economics studies
34
Asia-Pacific financial markets
33
Journal of financial economics
31
Research paper series / Swiss Finance Institute
31
The European journal of finance
30
The review of financial studies
26
Journal of econometrics
25
Journal of risk and financial management : JRFM
25
Energy economics
24
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
23
The journal of finance : the journal of the American Finance Association
22
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
International review of financial analysis
19
The journal of fixed income
19
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Review of quantitative finance and accounting
18
Applied economics
17
Journal of empirical finance
17
Discussion paper / B
16
International review of economics & finance : IREF
16
Journal of financial and quantitative analysis : JFQA
16
SpringerLink / Bücher
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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
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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