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Option Prices with Stochastic...
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Option pricing theory
261
Optionspreistheorie
261
Option trading
88
Optionsgeschäft
88
Volatility
83
Volatilität
83
Theorie
76
Theory
76
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45
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36
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11
Devisenoption
11
Credit risk
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option pricing
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Chung, San-lin
8
Câmara, António
7
Kang, Jangkoo
7
Wang, Yaw-huei
7
Hung, Mao-Wei
6
Kwok, Yue-Kuen
6
Kim, Hwa-sung
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
Su, Tie
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
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Nunes, Joaõ Pedro Vidal
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Shiraya, Kenichiro
3
Wang, Xingchun
3
Wong, Hoi Ying
3
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2
Alexander, Carol
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Bellalah, Mondher
2
Byun, Suk Joon
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2
Chang, Jui-jane
2
Chen, Chao-chun
2
Chen, Son-nan
2
Cheng, Xin
2
Chung, San-Lin
2
Cui, Zhenyu
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
496
Mathematical finance : an international journal of mathematics, statistics and financial theory
281
The journal of computational finance
262
Applied mathematical finance
257
Finance and stochastics
228
The journal of derivatives : the official publication of the International Association of Financial Engineers
224
Journal of banking & finance
214
Quantitative finance
201
Review of derivatives research
178
Insurance / Mathematics & economics
140
Journal of economic dynamics & control
135
European journal of operational research : EJOR
133
International journal of financial engineering
118
Finance research letters
116
Journal of mathematical finance
109
Computational economics
108
Risks : open access journal
96
Research paper series / Swiss Finance Institute
89
Asia-Pacific financial markets
86
The European journal of finance
84
The North American journal of economics and finance : a journal of financial economics studies
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Journal of financial economics
81
Journal of econometrics
73
Journal of financial and quantitative analysis : JFQA
63
The journal of finance : the journal of the American Finance Association
61
Energy economics
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
The review of financial studies
59
NBER working paper series
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56
SFB 649 discussion paper
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Annals of finance
53
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53
International review of economics & finance : IREF
51
The journal of real estate finance and economics
51
Decisions in economics and finance : DEF ; a journal of applied mathematics
50
Journal of risk and financial management : JRFM
50
Economic modelling
49
International review of financial analysis
49
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ECONIS (ZBW)
275
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1
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
Saved in:
2
Alternative tilts for nonparametric option pricing
Haley, M. Ryan
;
Walker, Todd B.
- In:
The journal of futures markets
30
(
2010
)
10
,
pp. 983-1006
Persistent link: https://www.econbiz.de/10008900930
Saved in:
3
A new simple square root option pricing model
Câmara, António
;
Wang, Yaw-huei
- In:
The journal of futures markets
30
(
2010
)
11
,
pp. 1007-1025
Persistent link: https://www.econbiz.de/10008900941
Saved in:
4
Closed-form option pricing formulas with extreme events
Câmara, António
;
Heston, Steven L.
- In:
The journal of futures markets
28
(
2008
)
3
,
pp. 213-230
Persistent link: https://www.econbiz.de/10003699314
Saved in:
5
Valuing stock options when prices are subject to a lower boundary
Veestraeten, Dirk
- In:
The journal of futures markets
28
(
2008
)
3
,
pp. 231-247
Persistent link: https://www.econbiz.de/10003699316
Saved in:
6
Path-dependent currency options with mean reversion
Wong, Hoi Ying
;
Lau, Ka Yung
- In:
The journal of futures markets
28
(
2008
)
3
,
pp. 275-293
Persistent link: https://www.econbiz.de/10003699322
Saved in:
7
Reply to a comment on "A new simple square root option pricing model"
Wang, Yaw-huei
- In:
The journal of futures markets
32
(
2012
)
2
,
pp. 199-202
Persistent link: https://www.econbiz.de/10009487020
Saved in:
8
Comment on "A new simple square root option pricing model"
Kim, Hwa-sung
;
Kang, Jangkoo
;
Shin, Jeongwoo
- In:
The journal of futures markets
32
(
2012
)
2
,
pp. 191-198
Persistent link: https://www.econbiz.de/10009487021
Saved in:
9
Options on troubled stock
Câmara, António
;
Popova, Ivilina
;
Simkins, Betty J.
- In:
The journal of futures markets
34
(
2014
)
7
,
pp. 637-657
Persistent link: https://www.econbiz.de/10010507943
Saved in:
10
Nonparametric American option pricing
Alcock, Jamie
;
Carmichael, Trent
- In:
The journal of futures markets
28
(
2008
)
8
,
pp. 717-748
Persistent link: https://www.econbiz.de/10003746342
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