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Option pricing theory
261
Optionspreistheorie
261
Option trading
84
Optionsgeschäft
84
Volatility
78
Volatilität
78
Theorie
69
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69
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Devisenoption
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option pricing
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261
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Chung, San-lin
7
Câmara, António
7
Kang, Jangkoo
7
Wang, Yaw-huei
7
Hung, Mao-Wei
6
Kim, Hwa-sung
5
Kwok, Yue-Kuen
5
Liao, Szu-Lang
5
Corrado, Charles Joseph
4
Gauthier, Geneviève
4
Guo, Jia-hau
4
Liu, Qiang
4
Lyuu, Yuh-dauh
4
Ryu, Doojin
4
Zhang, Jin E.
4
Elliott, Robert J.
3
Gray, Philip K.
3
Huang, Zhuo
3
Kuo, I.-doun
3
Lee, Hangsuck
3
Lim, Kian-Guan
3
Lin, Yueh-neng
3
Nunes, Joaõ Pedro Vidal
3
Shiraya, Kenichiro
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Su, Tie
3
Wang, Xingchun
3
Wong, Hoi Ying
3
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2
Alexander, Carol
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Bellalah, Mondher
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Byun, Suk Joon
2
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2
Chen, Chao-chun
2
Chen, Son-nan
2
Cheng, Xin
2
Chung, San-Lin
2
Cui, Zhenyu
2
Dai, Tian-Shyr
2
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2
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
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The journal of futures markets
International journal of theoretical and applied finance
467
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
240
Journal of banking & finance
220
Finance and stochastics
218
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
196
Review of derivatives research
170
Insurance / Mathematics & economics
139
Journal of economic dynamics & control
139
European journal of operational research : EJOR
133
International journal of financial engineering
116
Finance research letters
111
Computational economics
109
Journal of mathematical finance
107
Risks : open access journal
96
NBER working paper series
88
Research paper series / Swiss Finance Institute
88
Working paper / National Bureau of Economic Research, Inc.
88
Journal of financial economics
86
The North American journal of economics and finance : a journal of financial economics studies
85
The European journal of finance
83
Asia-Pacific financial markets
77
Journal of econometrics
66
IMF working paper
64
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64
Discussion paper / Centre for Economic Policy Research
62
The journal of finance : the journal of the American Finance Association
60
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58
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58
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57
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56
SpringerLink / Bücher
56
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54
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53
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51
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ECONIS (ZBW)
261
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1
Pricing European Asian options with skewness and kurtosis in the underlying distribution
Lo, Keng-hsin
;
Wang, Kehluh
;
Hsu, Ming-feng
- In:
The journal of futures markets
28
(
2008
)
6
,
pp. 598-616
Persistent link: https://www.econbiz.de/10003715035
Saved in:
2
The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi
;
Suo, Wulin
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
Saved in:
3
Pricing credit spread options under a Markov chain model with stochastic default rate
Kang, Jangkoo
;
Kim, Hwa-sung
- In:
The journal of futures markets
24
(
2004
)
7
,
pp. 631-648
Persistent link: https://www.econbiz.de/10002108793
Saved in:
4
Improving lattice schemes through bias reduction
Denault, Michel
;
Gauthier, Geneviève
;
Simonato, Jean-Guy
- In:
The journal of futures markets
26
(
2006
)
8
,
pp. 733-757
Persistent link: https://www.econbiz.de/10003353575
Saved in:
5
Option pricing for the transformed-binomial class
Câmara, António
;
Chung, San-Lin
- In:
The journal of futures markets
26
(
2006
)
8
,
pp. 759-787
Persistent link: https://www.econbiz.de/10003353584
Saved in:
6
Multifactor implied volatility functions for HJM models
Kuo, I.-doun
;
Paxson, Dean A.
- In:
The journal of futures markets
26
(
2006
)
8
,
pp. 809-833
Persistent link: https://www.econbiz.de/10003353665
Saved in:
7
A non-lattice pricing model of American options under stochastic volatility
Zhang, Zhe
;
Lim, Kian-Guan
- In:
The journal of futures markets
26
(
2006
)
5
,
pp. 417-448
Persistent link: https://www.econbiz.de/10003309332
Saved in:
8
Static hedging and model risk for barrier options
Nalholm, Morten
;
Poulsen, Rolf
- In:
The journal of futures markets
26
(
2006
)
5
,
pp. 449-463
Persistent link: https://www.econbiz.de/10003309338
Saved in:
9
An expanded model for the valuation of employee stock options
Liao, Feng-yu
;
Lyuu, Yuh-dauh
- In:
The journal of futures markets
29
(
2009
)
8
,
pp. 713-735
Persistent link: https://www.econbiz.de/10003899232
Saved in:
10
Options on normal underlyings with an application to the pricing or survivor swaptions
Dawson, Paul
;
Dowd, Kevin
;
Cairns, Andrew
;
Blake, David
- In:
The journal of futures markets
29
(
2009
)
8
,
pp. 757-774
Persistent link: https://www.econbiz.de/10003900592
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