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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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203
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125
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86
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86
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80
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Chen, Son-nan
6
Wu, Ting-pin
6
Hull, John
5
White, Alan
5
Ederington, Louis H.
4
Ritchken, Peter H.
4
Rosenberg, Joshua V.
4
Tian, Yisong Sam
4
Wu, Liuren
4
Bernard, Carole
3
Carr, Peter
3
Chaput, J. Scott
3
Christie-David, Rohan
3
Engle, Robert F.
3
Fabozzi, Frank J.
3
Figlewski, Stephen
3
Newton, David P.
3
Orosi, Greg
3
Russo, Emilio
3
Schoutens, Wim
3
Simon, David P.
3
Uhrig-Homburg, Marliese
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Wei, Jason
3
Beliaeva, Natalia A.
2
Bennett, Michael N.
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Boyle, Phelim P.
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Broadie, Mark
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Chang, Jui-jane
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Chatrath, Arjun
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Cheng, Wai-yan
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2
Christoffersen, Peter F.
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Costabile, Massimo
2
Daigler, Robert T.
2
Dravid, Ajay R.
2
Duan, Jin-Chuan
2
Duck, Peter W.
2
Glasserman, Paul
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The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
955
Finance research letters
777
Energy economics
770
NBER working paper series
757
Journal of banking & finance
756
Working paper / National Bureau of Economic Research, Inc.
716
International journal of theoretical and applied finance
660
NBER Working Paper
612
International review of financial analysis
539
International review of economics & finance : IREF
467
Applied economics
458
Economic modelling
426
Discussion paper / Centre for Economic Policy Research
406
The North American journal of economics and finance : a journal of financial economics studies
403
Working paper
393
Journal of financial economics
384
Journal of economic dynamics & control
375
Mathematical finance : an international journal of mathematics, statistics and financial theory
372
Journal of econometrics
369
Applied financial economics
352
Economics letters
351
Journal of empirical finance
344
Quantitative finance
338
Research in international business and finance
336
Applied economics letters
330
Finance and stochastics
323
Applied mathematical finance
316
Journal of international financial markets, institutions & money
316
Journal of international money and finance
309
The journal of finance : the journal of the American Finance Association
291
The European journal of finance
285
The journal of computational finance
282
The review of financial studies
281
Journal of risk and financial management : JRFM
265
Discussion paper / Tinbergen Institute
264
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
258
Journal of financial and quantitative analysis : JFQA
251
Pacific-Basin finance journal
249
CESifo working papers
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ECONIS (ZBW)
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1
Option spread and combination trading
Chaput, J. Scott
;
Ederington, Louis H.
- In:
The journal of derivatives : the official publication …
10
(
2003
)
4
,
pp. 70-88
Persistent link: https://www.econbiz.de/10001781773
Saved in:
2
Directional trading across stock limit order book and options markets
Wang, Qin
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 88-97
Persistent link: https://www.econbiz.de/10011687337
Saved in:
3
Options decimalization
Chin, Faith
;
Garriott, Corey
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 88-103
Persistent link: https://www.econbiz.de/10011931871
Saved in:
4
An empirical analysis of directional and
volatility
trading in options markets
Cherian, Joseph A.
;
Weng, William Y.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
2
,
pp. 53-65
Persistent link: https://www.econbiz.de/10001497767
Saved in:
5
Counterparty credit risk and American options
Klein, Peter
;
Yang, Jun
- In:
The journal of derivatives : the official publication …
20
(
2013
)
4
,
pp. 7-21
Persistent link: https://www.econbiz.de/10009760552
Saved in:
6
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:
7
Improved implementation of local
volatility
and its application to S&P 500 Index options
Orosi, Greg
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 53-64
Persistent link: https://www.econbiz.de/10003961021
Saved in:
8
Implied
volatility
functions : a reprise
Rosenberg, Joshua V.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 51-64
Persistent link: https://www.econbiz.de/10001497758
Saved in:
9
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
Saved in:
10
On pricing Asian options under stochastic
volatility
Russo, Emilio
;
Staino, Alessandro
- In:
The journal of derivatives : the official publication …
23
(
2016
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10011687238
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