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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
European journal of operational research : EJOR
311
The journal of futures markets
209
International journal of theoretical and applied finance
156
Journal of banking & finance
116
Operations research
106
Quantitative finance
102
Journal of econometrics
95
Finance research letters
94
Management science : journal of the Institute for Operations Research and the Management Sciences
90
Computers & operations research : and their applications to problems of world concern ; an international journal
86
Journal of economic dynamics & control
83
Review of derivatives research
79
The journal of computational finance
76
Applied mathematical finance
69
Operations research letters
69
Finance and stochastics
65
Discussion paper / Center for Economic Research, Tilburg University
60
Discussion paper / Tinbergen Institute
60
International journal of production research
57
Mathematical finance : an international journal of mathematics, statistics and financial theory
57
The North American journal of economics and finance : a journal of financial economics studies
55
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54
Insurance / Mathematics & economics
52
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Economics letters
50
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International Journal of Theoretical and Applied Finance (IJTAF)
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NBER working paper series
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Omega : the international journal of management science
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Robust estimation of shape-constrained state price density surfaces
Ludwig, Markus
- In:
The journal of derivatives : the official publication …
22
(
2015
)
3
,
pp. 56-72
Persistent link: https://www.econbiz.de/10011399679
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2
Robust risk estimation and hedging : a reverse stress testing approach
Kopeliovich, Yaacov
;
Novosyolov, Arcady
;
Satchkov, Daniel
; …
- In:
The journal of derivatives : the official publication …
22
(
2015
)
4
,
pp. 10-25
Persistent link: https://www.econbiz.de/10011399737
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3
Asian options can be more valuable than plain vanilla counterparts
Ye, George L.
- In:
The journal of derivatives : the official publication …
13
(
2005
)
1
,
pp. 56-60
Persistent link: https://www.econbiz.de/10003159554
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4
Contingent claims valuation when capital structure includes options liability
Episcopos, Athanasios
- In:
The journal of derivatives : the official publication …
11
(
2004
)
4
,
pp. 21-32
Persistent link: https://www.econbiz.de/10002108832
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5
A tale of two indices
Carr, Peter
;
Wu, Liuren
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 13-29
Persistent link: https://www.econbiz.de/10003321077
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6
Static hedging of barrier options under general asset dynamics : unification and application
Nalholm, Morten
;
Poulsen, Rolf
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 46-60
Persistent link: https://www.econbiz.de/10003346503
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7
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
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8
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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9
Pricing Parisian options by generating functions
Li, Bing-qing
;
Zhao, Hai-jian
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 72-81
Persistent link: https://www.econbiz.de/10003862827
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10
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
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