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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Hedging"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
~subject:"Optionspreistheorie"
~subject:"Zinsstruktur"
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Option Prices with Stochastic...
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Hedging
Kapitaleinkommen
Monte Carlo simulation
Optionspreistheorie
Zinsstruktur
Option pricing theory
203
Theorie
104
Theory
104
Option trading
54
Optionsgeschäft
54
Volatility
40
Volatilität
40
USA
32
United States
32
Black-Scholes model
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Chen, Son-nan
6
Wu, Ting-pin
6
Ritchken, Peter H.
4
Fabozzi, Frank J.
3
Newton, David P.
3
Orosi, Greg
3
Rosenberg, Joshua V.
3
Russo, Emilio
3
Schoutens, Wim
3
Tian, Yisong Sam
3
Wei, Jason
3
Beliaeva, Natalia A.
2
Bennett, Michael N.
2
Broadie, Mark
2
Chang, Jui-jane
2
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2
Choi, Seung-mook S.
2
Christoffersen, Peter F.
2
Dravid, Ajay R.
2
Duan, Jin-Chuan
2
Duck, Peter W.
2
Engle, Robert F.
2
Glasserman, Paul
2
Hull, John
2
Jacobs, Kris
2
Kennedy, Joanne E.
2
Klein, Peter
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Lehnert, Thorsten
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Lyuu, Yuh-dauh
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Mazzoni, Thomas
2
Moraux, Franck
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Nawalkha, Sanjay K.
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Nunes, Joaõ Pedro Vidal
2
Quittard-Pinon, François
2
Rendleman, Richard J.
2
Rich, Don R.
2
Rubinstein, Mark
2
Staino, Alessandro
2
Taylor, Stephen
2
Uhrig-Homburg, Marliese
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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
477
The journal of futures markets
265
Mathematical finance : an international journal of mathematics, statistics and financial theory
262
The journal of computational finance
254
Applied mathematical finance
249
Finance and stochastics
219
Journal of banking & finance
208
Quantitative finance
199
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
134
Journal of economic dynamics & control
133
Finance research letters
119
International journal of financial engineering
116
Computational economics
111
Journal of mathematical finance
107
Risks : open access journal
99
Research paper series / Swiss Finance Institute
86
The North American journal of economics and finance : a journal of financial economics studies
83
Journal of financial economics
82
The European journal of finance
82
Asia-Pacific financial markets
78
Journal of econometrics
71
Energy economics
60
NBER working paper series
60
Journal of financial and quantitative analysis : JFQA
59
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
The journal of finance : the journal of the American Finance Association
56
Review of quantitative finance and accounting
55
SFB 649 discussion paper
54
Annals of finance
53
The review of financial studies
53
Working paper / National Bureau of Economic Research, Inc.
52
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
Economic modelling
49
International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
SpringerLink / Bücher
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ECONIS (ZBW)
208
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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
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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
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:
9
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:
10
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
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