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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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114
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114
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80
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80
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66
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66
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Chen, Son-nan
6
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6
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5
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Energy economics
1,759
The journal of futures markets
870
Finance research letters
726
NBER working paper series
697
Journal of banking & finance
646
Working paper / National Bureau of Economic Research, Inc.
638
International journal of theoretical and applied finance
621
NBER Working Paper
571
International Journal of Energy Economics and Policy : IJEEP
510
International review of financial analysis
489
Applied economics
486
The electricity journal
464
The energy journal
440
International review of economics & finance : IREF
434
Working paper
425
Economic modelling
409
The North American journal of economics and finance : a journal of financial economics studies
390
Journal of econometrics
377
Energy policy
358
Applied financial economics
337
Economics letters
333
European journal of operational research : EJOR
330
Applied economics letters
326
Research in international business and finance
321
Mathematical finance : an international journal of mathematics, statistics and financial theory
316
Cambridge working papers in economics
313
Journal of financial economics
310
Applied mathematical finance
306
Quantitative finance
305
Journal of empirical finance
301
Discussion paper / Centre for Economic Policy Research
299
The journal of computational finance
279
Finance and stochastics
276
Journal of economic dynamics & control
269
Journal of international financial markets, institutions & money
268
Journal of international money and finance
261
Journal of risk and financial management : JRFM
255
The European journal of finance
254
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ECONIS (ZBW)
292
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1
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:
2
Pricing of electricity swing options
Keppo, Jussi
- In:
The journal of derivatives : the official publication …
11
(
2003
)
3
,
pp. 26-43
Persistent link: https://www.econbiz.de/10002007118
Saved in:
3
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:
4
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:
5
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:
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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