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Option pricing theory
261
Optionspreistheorie
261
Option trading
85
Optionsgeschäft
85
Volatility
84
Volatilität
84
Theorie
75
Theory
75
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Chung, San-lin
7
Câmara, António
7
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7
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7
Hung, Mao-Wei
6
Kim, Hwa-sung
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Guo, Jia-hau
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Liu, Qiang
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Lyuu, Yuh-dauh
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Ryu, Doojin
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Zhang, Jin E.
4
Bali, Turan G.
3
Daigler, Robert T.
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Elliott, Robert J.
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Gray, Philip K.
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Huang, Zhuo
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Shiraya, Kenichiro
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Su, Tie
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Alexander, Carol
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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
European journal of operational research : EJOR
712
International journal of theoretical and applied finance
583
Insurance / Mathematics & economics
355
Finance and stochastics
334
Mathematical finance : an international journal of mathematics, statistics and financial theory
308
Applied mathematical finance
274
The journal of computational finance
272
Quantitative finance
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Journal of econometrics
258
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248
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Operations research letters
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Risks : open access journal
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Review of derivatives research
179
International journal of production research
172
Computational economics
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Discussion paper / Tinbergen Institute
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Finance research letters
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International journal of financial engineering
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Research paper series / Swiss Finance Institute
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Energy economics
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Economics letters
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The North American journal of economics and finance : a journal of financial economics studies
99
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ECONIS (ZBW)
276
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1
An explicitly solvable multi-scale stochastic volatility model : option pricing and calibration problems
Fatone, Lorella
;
Mariani, Francesca
;
Recchioni, Maria …
- In:
The journal of futures markets
29
(
2009
)
9
,
pp. 862-893
Persistent link: https://www.econbiz.de/10003900928
Saved in:
2
Pricing and hedging of quanto range accrual notes under Gaussian HJM with cross-currency Levy processes
Liao, Szu-Lang
;
Hsu, Pao-Peng
- In:
The journal of futures markets
29
(
2009
)
10
,
pp. 973-998
Persistent link: https://www.econbiz.de/10003900954
Saved in:
3
Currency option pricing : mean reversion and multi-scale stochastic volatility
Wong, Hoi Ying
;
Zhao, Jing
- In:
The journal of futures markets
30
(
2010
)
10
,
pp. 938-956
Persistent link: https://www.econbiz.de/10008900932
Saved in:
4
Capped equity swaps under the double-jump stochastic volatility model with stochastic interest rates
Guo, Jia-hau
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 340-370
Persistent link: https://www.econbiz.de/10008908378
Saved in:
5
Pricing real options under the constant elasticity of variance diffusion
Dias, José Carlos
;
Nunes, Joaõ Pedro Vidal
- In:
The journal of futures markets
31
(
2011
)
3
,
pp. 230-250
Persistent link: https://www.econbiz.de/10008908403
Saved in:
6
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:
7
A generalization of Rubinstein's "pay now, choose later"
Guo, Jia-hau
;
Hung, Mao-Wei
- In:
The journal of futures markets
28
(
2008
)
5
,
pp. 488-515
Persistent link: https://www.econbiz.de/10003699777
Saved in:
8
Approximate basket option valuation for a simplified jump process
Flamouris, Dimitris
;
Giamouridis, Daniel
- In:
The journal of futures markets
27
(
2007
)
9
,
pp. 819-837
Persistent link: https://www.econbiz.de/10003518518
Saved in:
9
Pricing American options on foreign currency with stochastic volatility, jumps, and stochastic interest rates
Guo, Jia-hau
;
Hung, Mao-Wei
- In:
The journal of futures markets
27
(
2007
)
9
,
pp. 867-891
Persistent link: https://www.econbiz.de/10003518525
Saved in:
10
Pricing basket and Asian options under the jump-diffusion process
Bae, Kwangil
;
Kang, Jangkoo
;
Kim, Hwa-sung
- In:
The journal of futures markets
31
(
2011
)
9
,
pp. 830-854
Persistent link: https://www.econbiz.de/10009355795
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