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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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The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
534
The journal of futures markets
387
European journal of operational research : EJOR
335
Journal of banking & finance
286
Mathematical finance : an international journal of mathematics, statistics and financial theory
278
The journal of computational finance
260
Finance and stochastics
257
Applied mathematical finance
255
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228
MPRA Paper
227
Journal of economic dynamics & control
205
Review of derivatives research
192
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152
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Research paper series / Swiss Finance Institute
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Discussion paper / Tinbergen Institute
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Risks : open access journal
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127
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124
International journal of financial engineering
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Operations research letters
117
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The North American journal of economics and finance : a journal of financial economics studies
111
Working paper / National Bureau of Economic Research, Inc.
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NBER working paper series
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108
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105
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101
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101
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ECONIS (ZBW)
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1
Complex barrier options
Cheuk, Terry Hon Fu
- In:
The journal of derivatives : the official publication …
4
(
1996
)
1
,
pp. 8-22
Persistent link: https://www.econbiz.de/10001207633
Saved in:
2
On bounding option prices in Paretian stable markets
Popova, Ivilina
- In:
The journal of derivatives : the official publication …
5
(
1998
)
4
,
pp. 32-43
Persistent link: https://www.econbiz.de/10001246678
Saved in:
3
Credit risk derivatives
Das, Sanjiv R.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
3
,
pp. 7-23
Persistent link: https://www.econbiz.de/10001219525
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4
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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5
In-out parity relations for American-style barrier options
Ruas, João Pedro
;
Nunes, Joaõ Pedro Vidal
;
Simão, …
- In:
The journal of derivatives : the official publication …
23
(
2016
)
4
,
pp. 20-32
Persistent link: https://www.econbiz.de/10011687243
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6
Dynamic jump intensities and risk premiums in crude oil futures and options markets
Christoffersen, Peter F.
;
Jacobs, Kris
;
Li, Bingxin
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 8-30
Persistent link: https://www.econbiz.de/10011687332
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7
Vulnerable exotic derivatives
Escobar, Marcos
;
Mahlstedt, Mirco
;
Panz, Sven
;
Zagst, Rudi
- In:
The journal of derivatives : the official publication …
24
(
2017
)
3
,
pp. 84-102
Persistent link: https://www.econbiz.de/10011687344
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8
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
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9
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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10
An alternative option to portfolio rebalancing
Israelov, Roni
;
Tummala, Harsha
- In:
The journal of derivatives : the official publication …
25
(
2018
)
3
,
pp. 7-32
Persistent link: https://www.econbiz.de/10011941325
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