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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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47
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Chen, Son-nan
6
Wu, Ting-pin
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Hull, John
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3
Orosi, Greg
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The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
533
Journal of banking & finance
475
NBER working paper series
438
Journal of financial economics
388
Working paper / National Bureau of Economic Research, Inc.
373
Mathematical finance : an international journal of mathematics, statistics and financial theory
345
The journal of futures markets
334
Finance and stochastics
325
NBER Working Paper
310
Finance research letters
305
Journal of economic dynamics & control
296
The journal of finance : the journal of the American Finance Association
296
The review of financial studies
275
Applied mathematical finance
267
The journal of computational finance
258
Quantitative finance
240
Journal of empirical finance
201
Research paper series / Swiss Finance Institute
188
International review of financial analysis
182
Review of derivatives research
181
Journal of financial and quantitative analysis : JFQA
178
European journal of operational research : EJOR
176
Journal of econometrics
175
Insurance / Mathematics & economics
165
The North American journal of economics and finance : a journal of financial economics studies
163
Management science : journal of the Institute for Operations Research and the Management Sciences
160
The European journal of finance
158
International review of economics & finance : IREF
144
Economics letters
138
Economic modelling
137
Review of quantitative finance and accounting
136
Applied economics
134
Computational economics
134
International journal of financial engineering
133
Journal of mathematical finance
133
Discussion paper / Centre for Economic Policy Research
125
Risks : open access journal
123
Pacific-Basin finance journal
120
Applied financial economics
117
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ECONIS (ZBW)
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1
Cross-currency equity swaps in the BGM model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 60-76
Persistent link: https://www.econbiz.de/10003673317
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2
Calibrating and pricing with a stochastic-local volatility model
Tian, Yu
;
Zhu, Zili
;
Lee, Geoffrey
;
Klebaner, Fima C.
; …
- In:
The journal of derivatives : the official publication …
22
(
2015
)
3
,
pp. 21-39
Persistent link: https://www.econbiz.de/10011399673
Saved in:
3
A multi-parameter extension of Figlewski’s option-pricing formula
Orosi, Greg
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 72-82
Persistent link: https://www.econbiz.de/10009316794
Saved in:
4
A new model for pricing collateralized financial derivatives
Xiao, Tim
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
,
pp. 8-20
Persistent link: https://www.econbiz.de/10011687345
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5
Another look at the Ho-Lee bond option pricing model
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 48-53
Persistent link: https://www.econbiz.de/10011965408
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6
A flexible lattice model for pricing contingent claims under multiple risk factors
Russo, Emilio
;
Staino, Alessandro
- In:
The journal of derivatives : the official publication …
26
(
2018
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10011968670
Saved in:
7
Pricing the deflation protection option in TIPS using and HJM model with inflation- and interest-rate jumps
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Chiang, Mi-Hsiu
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 50-69
Persistent link: https://www.econbiz.de/10011968699
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8
A simple closed-form formula for pricing basket options
Kan, Kin Hung
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 104-110
Persistent link: https://www.econbiz.de/10011931875
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9
Pricing American interest rate options under the jump-extended Vasicek model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
;
Soto, Gloria M.
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10003771447
Saved in:
10
Valuing multiple employee stock options issued by the same company
Dennis, Patrick
;
Rendleman, Richard J.
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 44-69
Persistent link: https://www.econbiz.de/10003771453
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