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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
203
Optionspreistheorie
203
Theorie
94
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94
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51
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51
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43
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Chen, Son-nan
6
Wu, Ting-pin
6
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4
Ritchken, Peter H.
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3
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Newton, David P.
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2
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2
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2
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Finance research letters
849
Journal of banking & finance
777
NBER working paper series
731
Working paper / National Bureau of Economic Research, Inc.
650
International review of financial analysis
628
The journal of finance : the journal of the American Finance Association
566
Journal of financial economics
558
International journal of theoretical and applied finance
527
NBER Working Paper
527
Pacific-Basin finance journal
481
International review of economics & finance : IREF
463
The journal of futures markets
458
Applied economics letters
418
Applied economics
416
The North American journal of economics and finance : a journal of financial economics studies
386
The review of financial studies
383
Applied financial economics
363
Journal of financial and quantitative analysis : JFQA
359
Review of quantitative finance and accounting
349
Journal of empirical finance
323
Economic modelling
301
Research in international business and finance
301
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
295
Journal of international financial markets, institutions & money
291
The European journal of finance
289
Energy economics
286
Mathematical finance : an international journal of mathematics, statistics and financial theory
279
Quantitative finance
278
Applied mathematical finance
264
Discussion paper / Centre for Economic Policy Research
263
Economics letters
262
The journal of computational finance
257
Journal of risk and financial management : JRFM
237
Finance and stochastics
235
Journal of financial markets
234
Journal of economic dynamics & control
232
The journal of corporate finance : contracting, governance and organization
231
International journal of economics and finance
213
Research paper series / Swiss Finance Institute
212
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ECONIS (ZBW)
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1
On bounding option prices in Paretian stable markets
Popova, Ivilina
- In:
The journal of derivatives : the official publication …
5
(
1998
)
4
,
pp. 32-43
Persistent link: https://www.econbiz.de/10001246678
Saved in:
2
The impact of short sales constraints on stock index futures prices : evidence from FT-SE 100 futures
Pope, Peter F.
- In:
The journal of derivatives : the official publication …
1
(
1994
)
4
,
pp. 15-26
Persistent link: https://www.econbiz.de/10001219387
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3
Stein's overreaction puzzle : option anomaly or perfectly rational behavior?
Lehnert, Thorsten
;
Lin, Yuehao
;
Martelin, Nicolas
- In:
The journal of derivatives : the official publication …
23
(
2016
)
3
,
pp. 22-35
Persistent link: https://www.econbiz.de/10011687179
Saved in:
4
Efficient Monte Carlo barrier option pricing when the underlying security price follows a jump-diffusion process
Ross, Sheldon M.
;
Ghamami, Samim
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 45-52
Persistent link: https://www.econbiz.de/10003961017
Saved in:
5
Cross-currency equity swaps in the BGM model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 60-76
Persistent link: https://www.econbiz.de/10003673317
Saved in:
6
Evaluating forecasts of correlation using option pricing
Gibson, Michael S.
;
Boyer, Brian H.
- In:
The journal of derivatives : the official publication …
6
(
1998
)
2
,
pp. 18-38
Persistent link: https://www.econbiz.de/10001355577
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7
Pricing European options on autocorrelated indexes
Jokivuolle, Esa
- In:
The journal of derivatives : the official publication …
6
(
1998
)
2
,
pp. 39-52
Persistent link: https://www.econbiz.de/10001355579
Saved in:
8
Simulating path-dependent options : a new approach
Babsiri, Mohamed el
;
Noel, Gerald
- In:
The journal of derivatives : the official publication …
6
(
1998
)
2
,
pp. 65-83
Persistent link: https://www.econbiz.de/10001355631
Saved in:
9
GARCH gamma
Engle, Robert F.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 47-59
Persistent link: https://www.econbiz.de/10001223170
Saved in:
10
Option pricing trees
Amin, Kaushik I.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 34-46
Persistent link: https://www.econbiz.de/10001223171
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