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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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Option pricing theory
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The journal of derivatives : the official publication of the International Association of Financial Engineers
SpringerLink / Bücher
941
International journal of theoretical and applied finance
482
NBER working paper series
459
Europäische Hochschulschriften / 5
458
Working paper / National Bureau of Economic Research, Inc.
454
NBER Working Paper
325
Journal of banking & finance
308
Gabler Edition Wissenschaft
297
Mathematical finance : an international journal of mathematics, statistics and financial theory
269
The journal of futures markets
267
The journal of computational finance
254
Applied mathematical finance
242
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236
Finance and stochastics
228
European journal of operational research : EJOR
226
Finance research letters
221
Quantitative finance
204
Springer eBook Collection
192
Journal of economic dynamics & control
185
Journal of financial economics
181
Springer eBook Collection / Business and Economics
174
Wiley finance series
172
Review of derivatives research
170
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167
Text + Kritik : Zeitschrift für Literatur
161
The journal of finance : the journal of the American Finance Association
151
Insurance / Mathematics & economics
150
The review of financial studies
141
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138
Bank- und finanzwirtschaftliche Forschungen
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The annals of the American Academy of Political and Social Science
123
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121
International journal of financial engineering
119
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118
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118
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ECONIS (ZBW)
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1
Beer annuities : hold the interest and principal
Ortiz, Carlos E.
;
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
,
pp. 108-114
Persistent link: https://www.econbiz.de/10011687432
Saved in:
2
Variance risk premia in energy commodities
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 15-32
Persistent link: https://www.econbiz.de/10003961013
Saved in:
3
The inefficiency costs of guaranteed investment products
Robinson, Brett L.
- In:
The journal of derivatives : the official publication …
6
(
1998
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10001248810
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4
Pricing American interest rate options under the jump-extended Vasicek model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
;
Soto, Gloria M.
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10003771447
Saved in:
5
Valuing multiple employee stock options issued by the same company
Dennis, Patrick
;
Rendleman, Richard J.
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 44-69
Persistent link: https://www.econbiz.de/10003771453
Saved in:
6
Derivative pricing models with regime switching : a general approach
Edwards, Craig Steven
- In:
The journal of derivatives : the official publication …
13
(
2005
)
1
,
pp. 41-47
Persistent link: https://www.econbiz.de/10003159539
Saved in:
7
Curtailing the range for lattice and grid methods
Andricopoulos, Ari D.
;
Widdick, Martin
;
Duck, Peter W.
; …
- In:
The journal of derivatives : the official publication …
11
(
2004
)
4
,
pp. 55-61
Persistent link: https://www.econbiz.de/10002108943
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8
Pricing and hedging mandatory convertible bonds
Ammann, Manuel
;
Seiz, Ralf
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 30-46
Persistent link: https://www.econbiz.de/10003321080
Saved in:
9
On the pricing of power and other polynomial options
Macovschi, Stefan
;
Quittard-Pinon, François
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 61-71
Persistent link: https://www.econbiz.de/10003346507
Saved in:
10
Barrier option pricing using adjusted transition probabilities
Barone-Adesi, Giovanni
;
Fusari, Nicola
;
Theal, John
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
2
,
pp. 36-53
Persistent link: https://www.econbiz.de/10003795257
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