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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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115
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86
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Chen, Son-nan
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The journal of derivatives : the official publication of the International Association of Financial Engineers
European journal of operational research : EJOR
748
Energy economics
729
Finance research letters
726
International journal of theoretical and applied finance
669
The journal of futures markets
629
NBER working paper series
600
Working paper / National Bureau of Economic Research, Inc.
565
Journal of banking & finance
560
NBER Working Paper
501
International review of financial analysis
467
Journal of econometrics
458
Applied economics
431
Economic modelling
425
International review of economics & finance : IREF
416
The North American journal of economics and finance : a journal of financial economics studies
383
MPRA Paper
377
Finance and stochastics
361
Insurance / Mathematics & economics
361
Mathematical finance : an international journal of mathematics, statistics and financial theory
342
Journal of economic dynamics & control
339
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335
Quantitative finance
334
Economics letters
331
Applied economics letters
314
Applied mathematical finance
308
Applied financial economics
305
Discussion paper / Tinbergen Institute
304
Journal of empirical finance
304
Research in international business and finance
299
Discussion paper / Centre for Economic Policy Research
291
The journal of computational finance
284
Journal of financial economics
262
CESifo working papers
257
Journal of risk and financial management : JRFM
257
Journal of international financial markets, institutions & money
256
Journal of international money and finance
251
Risks : open access journal
247
The European journal of finance
239
Computational economics
234
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ECONIS (ZBW)
278
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1
A simple approach to pricing American options under the Heston stochastic
volatility
model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 25-43
Persistent link: https://www.econbiz.de/10003985507
Saved in:
2
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
Saved in:
3
Improved implementation of local
volatility
and its application to S&P 500 Index options
Orosi, Greg
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 53-64
Persistent link: https://www.econbiz.de/10003961021
Saved in:
4
Implied
volatility
functions : a reprise
Rosenberg, Joshua V.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 51-64
Persistent link: https://www.econbiz.de/10001497758
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Static hedging of barrier options under general asset dynamics : unification and application
Nalholm, Morten
;
Poulsen, Rolf
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 46-60
Persistent link: https://www.econbiz.de/10003346503
Saved in:
8
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:
9
Pricing American options in the Heston model : a close look at incorporating correlation
Ruckdeschel, Peter
;
Sayer, Tilman
;
Szimayer, Alexander
- In:
The journal of derivatives : the official publication …
20
(
2012
)
3
,
pp. 9-29
Persistent link: https://www.econbiz.de/10009725351
Saved in:
10
A forward shooting grid method for option pricing with stochastic
volatility
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
The journal of derivatives : the official publication …
20
(
2012
)
2
,
pp. 67-78
Persistent link: https://www.econbiz.de/10009718105
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