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~isPartOf:"The journal of futures markets"
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Option pricing theory
261
Optionspreistheorie
261
Theorie
125
Theory
125
USA
110
United States
109
Volatility
95
Volatilität
95
Option trading
86
Optionsgeschäft
86
CAPM
77
Derivat
62
Derivative
62
Stochastic process
55
Stochastischer Prozess
55
Estimation
52
Schätzung
52
Index futures
46
Index-Futures
46
Hedging
41
Time series analysis
41
Zeitreihenanalyse
41
Commodity exchange
32
Warenbörse
32
Börsenkurs
25
Share price
25
Interest rate derivative
23
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22
Black-Scholes model
20
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20
Yield curve
18
Zinsstruktur
18
ARCH model
17
ARCH-Modell
17
Currency derivative
17
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Article
386
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Article in journal
388
Aufsatz in Zeitschrift
388
Konferenzschrift
5
Collection of articles of several authors
3
Sammelwerk
3
Bibliografie enthalten
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English
391
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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
Wong, Hoi Ying
5
Cakici, Nusret
4
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
Bali, Turan G.
3
Brorsen, B. Wade
3
Chatterjee, Sris
3
Daigler, Robert T.
3
Elliott, Robert J.
3
Gray, Philip K.
3
Huang, Zhuo
3
Kim, In-joon
3
Kuo, I.-doun
3
Lee, Hangsuck
3
Lim, Kian-Guan
3
Lin, Yueh-neng
3
Najand, Mohammad
3
Nunes, Joaõ Pedro Vidal
3
Shiraya, Kenichiro
3
Su, Tie
3
Wang, Xingchun
3
Alcock, Jamie
2
Alexander, Carol
2
Bellalah, Mondher
2
Byun, Suk Joon
2
Chance, Don M.
2
Chang, Jack S. K.
2
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
International Conference on Futures and Other Derivative Markets <1, 2012, Peking>
1
International Conference on Futures and Other Derivatives <10., 2021, Online>
1
International Conference on Futures and Other Derivatives <11., 2022, Online>
1
International Conference on Futures and Other Derivatives Markets <5., 2016, Shenzhen>
1
Published in...
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The journal of futures markets
Journal of econometrics
950
European journal of operational research : EJOR
824
Economics letters
661
International journal of theoretical and applied finance
657
NBER working paper series
636
International journal of forecasting
609
Journal of banking & finance
568
Working paper / National Bureau of Economic Research, Inc.
544
NBER Working Paper
517
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
506
Applied economics
499
Journal of economic dynamics & control
486
Discussion paper / Tinbergen Institute
481
Economic modelling
449
Insurance / Mathematics & economics
449
Journal of financial economics
419
Finance research letters
417
Finance and stochastics
392
Mathematical finance : an international journal of mathematics, statistics and financial theory
379
Econometric theory
370
Journal of forecasting
364
Working paper
359
Energy economics
352
The journal of finance : the journal of the American Finance Association
334
Journal of empirical finance
330
Applied economics letters
328
Quantitative finance
326
Computational economics
315
The review of financial studies
311
Applied mathematical finance
295
Econometric reviews
291
Management science : journal of the Institute for Operations Research and the Management Sciences
289
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
282
The journal of computational finance
279
Discussion paper / Centre for Economic Policy Research
269
CREATES research paper
261
International review of financial analysis
259
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
256
Risks : open access journal
255
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ECONIS (ZBW)
391
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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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