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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
~subject:"Option trading"
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Currency option
Kapitaleinkommen
Monte Carlo simulation
Option trading
Option pricing theory
203
Optionspreistheorie
203
Theorie
104
Theory
104
Optionsgeschäft
54
Volatility
40
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67
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Chen, Son-nan
3
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Nunes, Joaõ Pedro Vidal
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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
125
The journal of futures markets
108
The journal of computational finance
96
Quantitative finance
78
Applied mathematical finance
70
Review of derivatives research
67
Finance research letters
60
Mathematical finance : an international journal of mathematics, statistics and financial theory
58
Journal of banking & finance
57
Finance and stochastics
47
Journal of economic dynamics & control
46
Computational economics
45
The North American journal of economics and finance : a journal of financial economics studies
44
International journal of financial engineering
41
European journal of operational research : EJOR
39
Journal of financial economics
36
Journal of mathematical finance
31
Risks : open access journal
30
Research paper series / Swiss Finance Institute
28
International review of economics & finance : IREF
27
Management science : journal of the Institute for Operations Research and the Management Sciences
25
The European journal of finance
25
Asia-Pacific financial markets
24
Energy economics
24
Review of quantitative finance and accounting
24
Insurance / Mathematics & economics
23
Journal of risk and financial management : JRFM
23
Applied economics
20
Economic modelling
20
International review of financial analysis
19
Journal of econometrics
19
Decisions in economics and finance : DEF ; a journal of applied mathematics
18
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
17
Swiss Finance Institute Research Paper
17
Journal of financial and quantitative analysis : JFQA
16
The journal of derivatives : JOD
16
Annals of finance
15
Working paper series / Centre for Practical Quantitative Finance
15
Applied financial economics
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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
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:
3
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:
4
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:
5
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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6
Impact of net buying pressure on changes in implied volatility : before and after the onset of the subprime crisis
Shiu, Yung-ming
;
Pan, Ging-ginq
;
Lin, Shu-hui
;
Wu, Tu-cheng
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 54-66
Persistent link: https://www.econbiz.de/10003985513
Saved in:
7
How well can options complete markets?
Cassano, Mark A.
- In:
The journal of derivatives : the official publication …
9
(
2001
)
2
,
pp. 7-17
Persistent link: https://www.econbiz.de/10001634677
Saved in:
8
Static hedging of timing risk
Carr, Peter
;
Picron, Jean-Francois
- In:
The journal of derivatives : the official publication …
6
(
1999
)
3
,
pp. 57-70
Persistent link: https://www.econbiz.de/10001432497
Saved in:
9
An efficient approach for pricing spread options
Pearson, Neil D.
- In:
The journal of derivatives : the official publication …
3
(
1995
)
1
,
pp. 76-91
Persistent link: https://www.econbiz.de/10001219429
Saved in:
10
Valuation of perpetual strangles : a quasi-analytical approach
Chuang, Chienmin
- In:
The journal of derivatives : the official publication …
21
(
2013
)
1
,
pp. 64-72
Persistent link: https://www.econbiz.de/10010191934
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