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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
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50
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50
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The journal of derivatives : the official publication of the International Association of Financial Engineers
European journal of operational research : EJOR
712
International journal of theoretical and applied finance
583
Insurance / Mathematics & economics
355
Finance and stochastics
334
Mathematical finance : an international journal of mathematics, statistics and financial theory
308
The journal of futures markets
276
Applied mathematical finance
274
The journal of computational finance
272
Quantitative finance
260
Journal of econometrics
258
Journal of banking & finance
248
Journal of economic dynamics & control
233
Operations research
186
Computers & operations research : and their applications to problems of world concern ; an international journal
184
Operations research letters
181
Risks : open access journal
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Review of derivatives research
179
International journal of production research
172
Computational economics
169
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167
Discussion paper / Tinbergen Institute
152
Finance research letters
152
Journal of mathematical finance
149
International journal of financial engineering
141
International journal of production economics
133
Management science : journal of the Institute for Operations Research and the Management Sciences
125
Research paper series / Swiss Finance Institute
122
Energy economics
118
Economics letters
116
NBER working paper series
115
Economic modelling
113
The European journal of finance
106
Asia-Pacific financial markets
102
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101
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
100
The North American journal of economics and finance : a journal of financial economics studies
99
Working paper / National Bureau of Economic Research, Inc.
96
Journal of financial economics
95
Annals of finance
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211
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1
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:
2
Pricing and hedging volatility derivatives
Broadie, Mark
;
Jain, Ashish
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003673338
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3
A simple approach to pricing American options under the Heston stochastic volatility model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 25-43
Persistent link: https://www.econbiz.de/10003985507
Saved in:
4
Displaced jump-diffusion option valuation
Câmara, António
;
Krehbiehl, Tim
;
Li, Weiping
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
2
,
pp. 41-58
Persistent link: https://www.econbiz.de/10003925808
Saved in:
5
Pricing American options in the Heston model : a close look at incorporating correlation
Ruckdeschel, Peter
;
Sayer, Tilman
;
Szimayer, Alexander
- In:
The journal of derivatives : the official publication …
20
(
2012
)
3
,
pp. 9-29
Persistent link: https://www.econbiz.de/10009725351
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6
A forward shooting grid method for option pricing with stochastic volatility
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
The journal of derivatives : the official publication …
20
(
2012
)
2
,
pp. 67-78
Persistent link: https://www.econbiz.de/10009718105
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7
Just-in-time Monte Carlo for path-dependent American options
Dutt, Samir K.
;
Welke, Gerd M.
- In:
The journal of derivatives : the official publication …
15
(
2008
)
4
,
pp. 29-47
Persistent link: https://www.econbiz.de/10003733222
Saved in:
8
Stochastic alpha-beta-rho hedging for foreign exchange options : is it worth the effort?
Yang, Yifan
;
Fabozzi, Frank J.
;
Bianchi, Michele Leonardo
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 76-89
Persistent link: https://www.econbiz.de/10011404590
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9
A Markov chain model with stochastic default rate for valuation of credit spreads
Kodera, Eiji
- In:
The journal of derivatives : the official publication …
8
(
2001
)
4
,
pp. 8-18
Persistent link: https://www.econbiz.de/10001613575
Saved in:
10
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
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