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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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Chen, Son-nan
6
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The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
634
Journal of econometrics
573
International journal of theoretical and applied finance
540
Journal of banking & finance
395
NBER working paper series
364
European journal of operational research : EJOR
356
Finance research letters
316
Economics letters
310
Discussion paper series / IZA
291
Energy economics
286
Mathematical finance : an international journal of mathematics, statistics and financial theory
279
The journal of computational finance
268
Applied mathematical finance
265
Quantitative finance
249
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244
Applied economics
242
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IMF Working Papers
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Risks : open access journal
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Applied economics letters
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Insurance / Mathematics & economics
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194
International journal of production research
192
Journal of risk and financial management : JRFM
191
Technological forecasting & social change : an international journal
188
International journal of forecasting
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Economic modelling
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Journal of business research : JBR
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Journal of economic dynamics & control
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CEMMAP working papers / Centre for Microdata Methods and Practice
175
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial economics
175
International review of financial analysis
168
Springer eBook Collection
168
Econometric theory
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International review of economics & finance : IREF
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ECONIS (ZBW)
253
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1
Enhancing the accuracy of pricing American and Bermudan options
Duck, Peter W.
;
Newton, David P.
;
Widdicks, Martin
; …
- In:
The journal of derivatives : the official publication …
12
(
2004
)
4
,
pp. 34-44
Persistent link: https://www.econbiz.de/10003010747
Saved in:
2
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:
3
Credit spread options valuation under GARCH
Tahani, Nabil
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 27-39
Persistent link: https://www.econbiz.de/10003379106
Saved in:
4
Do lead-lag effects affect
derivative
pricing?
Korn, Olaf
;
Uhrig-Homburg, Marliese
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 34-51
Persistent link: https://www.econbiz.de/10003611417
Saved in:
5
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
Saved in:
6
The bino-trinomial tree : a simple model for efficient and accurate option pricing
Dai, Tian-shyr
;
Lyuu, Yuh-dauh
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003985505
Saved in:
7
Meteorological forecasts and the pricing of temperature futures
Ritter, Matthias
;
Mußhoff, Oliver
;
Odening, Martin
- In:
The journal of derivatives : the official publication …
19
(
2011
)
2
,
pp. 45-60
Persistent link: https://www.econbiz.de/10009413613
Saved in:
8
Pricing contingent convertibles : a derivatives approach
De Spiegeleer, Jan
;
Schoutens, Wim
- In:
The journal of derivatives : the official publication …
20
(
2012
)
2
,
pp. 27-36
Persistent link: https://www.econbiz.de/10009718109
Saved in:
9
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:
10
Efficient control variates and strategies for Bermudan swaptions in a LIBOR market model
Jensen, Malene Shin
;
Svenstrup, Mikkel
- In:
The journal of derivatives : the official publication …
12
(
2004
)
4
,
pp. 20-33
Persistent link: https://www.econbiz.de/10003010725
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