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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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Real option valuation methods...
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The journal of derivatives : the official publication of the International Association of Financial Engineers
European journal of operational research : EJOR
835
International journal of theoretical and applied finance
623
Journal of econometrics
383
Insurance / Mathematics & economics
374
Finance and stochastics
349
Mathematical finance : an international journal of mathematics, statistics and financial theory
332
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325
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294
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294
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287
Journal of banking & finance
287
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274
Journal of sports economics
266
Discussion paper / Tinbergen Institute
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Physica A: Statistical Mechanics and its Applications
228
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Economics letters
212
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International journal of production research
204
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Review of derivatives research
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NBER working paper series
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Energy economics
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Working paper / National Bureau of Economic Research, Inc.
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of mathematical finance
156
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150
SpringerLink / Bücher
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
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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2
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
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3
An energy market modeling approach for valuing real options
Uhrig-Homburg, Marliese
;
Unger, Nils
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 71-86
Persistent link: https://www.econbiz.de/10011931533
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4
The valuation of compound options : a correction and an extension
Chen, Ren-Raw
;
He, Wei
- In:
The journal of derivatives : the official publication …
22
(
2015
)
4
,
pp. 92-104
Persistent link: https://www.econbiz.de/10011399781
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5
European compound options written on perpetual American options
Barone, Gaia
- In:
The journal of derivatives : the official publication …
20
(
2012
)
3
,
pp. 61-74
Persistent link: https://www.econbiz.de/10009725348
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6
Evolution of interest rate models : a comparison
Ho, Thomas S. Y.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 9-20
Persistent link: https://www.econbiz.de/10001223174
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7
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
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8
Curve-fitting method for implied volatility
Wu, Desheng Dash
;
Liu, Tianxiang
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 19-37
Persistent link: https://www.econbiz.de/10011968684
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9
Conic option pricing
Madan, Dilip B.
;
Schoutens, Wim
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 10-36
Persistent link: https://www.econbiz.de/10011931506
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10
Gas storage valuation using a Monte Carlo method
Boogert, Alexander
;
Jong, Cyriel de
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 81-98
Persistent link: https://www.econbiz.de/10003673367
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