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~isPartOf:"The journal of futures markets"
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Option pricing theory
261
Optionspreistheorie
261
Volatility
103
Volatilität
103
Theorie
90
Theory
90
Option trading
88
Optionsgeschäft
88
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81
United States
79
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59
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59
Stochastic process
55
Stochastischer Prozess
55
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49
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49
Derivat
41
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41
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38
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Prognoseverfahren
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Article
346
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344
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347
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Chung, San-lin
7
Câmara, António
7
Kang, Jangkoo
7
Wang, Yaw-huei
7
Zhang, Jin E.
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
Luo, Xingguo
4
Lyuu, Yuh-dauh
4
Ryu, Doojin
4
Wong, Hoi Ying
4
Bali, Turan G.
3
Chen, Son-nan
3
Daigler, Robert T.
3
Elliott, Robert J.
3
Gray, Philip K.
3
Huang, Zhuo
3
Krehbiel, Timothy L.
3
Kuo, I.-doun
3
Lee, Hangsuck
3
Lim, Kian-Guan
3
Lin, Yueh-neng
3
Nunes, Joaõ Pedro Vidal
3
Shiraya, Kenichiro
3
Su, Tie
3
Wang, Xingchun
3
Wang, Zhiguang
3
Wu, Ting-pin
3
Adkins, Lee Chester
2
Alcock, Jamie
2
Alexander, Carol
2
Bellalah, Mondher
2
Bohl, Martin T.
2
Byun, Suk Joon
2
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
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The journal of futures markets
European journal of operational research : EJOR
907
NBER working paper series
696
International journal of theoretical and applied finance
678
Working paper / National Bureau of Economic Research, Inc.
638
Journal of banking & finance
584
NBER Working Paper
578
Journal of econometrics
407
Insurance / Mathematics & economics
405
Journal of economic dynamics & control
403
Finance and stochastics
371
Discussion paper / Centre for Economic Policy Research
355
Mathematical finance : an international journal of mathematics, statistics and financial theory
355
Economics letters
354
Applied economics
326
Economic modelling
326
Working paper
323
Finance research letters
311
Applied mathematical finance
309
Quantitative finance
295
The journal of computational finance
282
Discussion paper / Tinbergen Institute
273
Operations research letters
258
IMF working papers
257
Journal of money, credit and banking : JMCB
249
Journal of international money and finance
243
The journal of derivatives : the official publication of the International Association of Financial Engineers
241
Operations research
235
Working paper series / European Central Bank
234
International journal of production research
232
Mathematics of operations research
230
Finance and economics discussion series
229
Journal of financial economics
228
Risks : open access journal
227
Computers & operations research : and their applications to problems of world concern ; an international journal
225
Applied economics letters
223
International review of economics & finance : IREF
219
ECB Working Paper
218
Computational economics
216
Energy economics
202
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ECONIS (ZBW)
347
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1
SOFR term structure dynamics : discontinuous short rates and stochastic volatility forward rates
Brace, Alan
;
Gellert, Karol
;
Schlögl, Erik
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 936-985
Persistent link: https://www.econbiz.de/10014536708
Saved in:
2
Analytically pricing exchange options with stochastic liquidity and regime switching
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 662-676
Persistent link: https://www.econbiz.de/10014293179
Saved in:
3
Hedging options in a hidden Markov-switching local-volatility model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
Saved in:
4
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
5
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:
6
Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 951-967
Persistent link: https://www.econbiz.de/10014293271
Saved in:
7
A stochastic-volatility equity-price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first-passage default model
Dai, Tian-Shyr
;
Fan, Chen-Chiang
;
Liu, Liang-Chih
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2103-2134
Persistent link: https://www.econbiz.de/10013465872
Saved in:
8
Pricing and hedging the smile with SABR : evidence from the interest rate caps market
Wu, Tao L.
- In:
The journal of futures markets
32
(
2012
)
8
,
pp. 773-791
Persistent link: https://www.econbiz.de/10009554750
Saved in:
9
Multiscale stochastic volatility with the Hull-White rate of interest
Kim, Jeong-Hoon
;
Yoon, Ji-Hun
;
Yu, Seok-Hyon
- In:
The journal of futures markets
34
(
2014
)
9
,
pp. 819-837
Persistent link: https://www.econbiz.de/10010507934
Saved in:
10
An empirical comparison of continuous time models of the short term interest rate
Bali, Turan G.
- In:
The journal of futures markets
19
(
1999
)
7
,
pp. 777-797
Persistent link: https://www.econbiz.de/10001443351
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