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The impact of overnight period...
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Optionspreistheorie
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Madan, Dilip B.
90
Cui, Zhenyu
73
Fabozzi, Frank J.
70
Joshi, Mark S.
66
Härdle, Wolfgang
64
Carr, Peter
60
Takahashi, Akihiko
59
Schoutens, Wim
57
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54
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50
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Hull, John
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Kwok, Yue-Kuen
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36
Lee, Cheng F.
35
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34
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Račev, Svetlozar T.
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Christoffersen, Peter F.
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Ewald, Christian-Oliver
30
Platen, Eckhard
30
Barone-Adesi, Giovanni
29
Engle, Robert F.
29
Hamermesh, Daniel S.
29
Schwartz, Eduardo S.
29
Glasserman, Paul
28
Jacquier, Antoine (Jack)
28
Korn, Ralf
28
Nguyen, Duy
28
Schoenmakers, John
28
Wong, Hoi Ying
28
Wystup, Uwe
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Center for Economic Research <Tilburg>
11
Chambre de commerce et d'industrie de Paris
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Ekonomiska forskningsinstitutet <Stockholm>
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Svenska Handelshögskolan <Helsinki>
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Springer Fachmedien Wiesbaden
7
Deutsche Forschungsgemeinschaft
6
Verlag Dr. Kovač
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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International Center for Financial Asset Management and Engineering
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3
Associazione Operatori Bancari in Titoli
2
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Cambridge University Press
2
Centre for Quantitative Economics & Computing
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Deutschland / Bundesministerium des Innern
2
Deutschland / Bundesregierung
2
Deutschland / Umweltbundesamt
2
Eberhard Karls Universität Tübingen
2
Edward Elgar Publishing
2
Erasmus Research Institute of Management
2
Eric Cuvillier <Firma>
2
Fachtagung "Transformation zur Nachhaltigkeit. Hindernisse, Wege, Strategien" <2018, Münster (Westf)>
2
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International journal of theoretical and applied finance
469
The journal of futures markets
265
Mathematical finance : an international journal of mathematics, statistics and financial theory
260
The journal of computational finance
254
Applied mathematical finance
244
Journal of banking & finance
225
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220
The journal of derivatives : the official publication of the International Association of Financial Engineers
206
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201
Review of derivatives research
170
European journal of operational research : EJOR
153
NBER working paper series
150
Working paper / National Bureau of Economic Research, Inc.
150
Insurance / Mathematics & economics
143
Journal of economic dynamics & control
140
Finance research letters
128
NBER Working Paper
119
International journal of financial engineering
117
Computational economics
113
Journal of mathematical finance
107
Risks : open access journal
101
Journal of financial economics
99
The review of financial studies
97
The North American journal of economics and finance : a journal of financial economics studies
90
The European journal of finance
88
Research paper series / Swiss Finance Institute
87
Journal of econometrics
82
Asia-Pacific financial markets
78
Journal of financial and quantitative analysis : JFQA
75
Discussion paper / Centre for Economic Policy Research
74
Management science : journal of the Institute for Operations Research and the Management Sciences
72
Energy economics
70
The journal of finance : the journal of the American Finance Association
69
The journal of real estate finance and economics
64
Working paper
63
Review of quantitative finance and accounting
62
Applied financial economics
61
International review of economics & finance : IREF
61
Economic modelling
60
Applied economics
59
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USB Cologne (business full texts)
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BASE
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OLC EcoSci
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1
An empirical examination of the timing of land conversions in the presence of farmland preservation programs
Towe, Charles A.
;
Nickerson, Cynthia J.
;
Bockstael, Nancy E.
- In:
American journal of agricultural economics
90
(
2008
)
3
,
pp. 613-626
Persistent link: https://www.econbiz.de/10003727752
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2
Spark spread options when commodity prices are represented as
time
changed processes
Luciano, Elisa
- In:
Risk management in commodity markets : from shipping to …
,
(pp. 129-151)
.
2008
Persistent link: https://www.econbiz.de/10003787696
Saved in:
3
The impact of overnight periods on option pricing
Boes, Mark-Jan
;
Drost, Feike C.
;
Werker, Bas J. M.
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
2
,
pp. 517-533
Persistent link: https://www.econbiz.de/10003484188
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4
Uncertainty, zoning and land development
Cunningham, Christopher R.
-
2005
Persistent link: https://www.econbiz.de/10003384474
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5
Margin trading through hyper timeline
Ng, Siu-Ah
- In:
International journal of theoretical and applied finance
10
(
2007
)
5
,
pp. 801-815
Persistent link: https://www.econbiz.de/10003564644
Saved in:
6
A new prepayment model (with default): an occupation-
time
derivative approach
Sharp, Nicholas J.
;
Johnson, Paul V.
;
Newton, David P.
; …
- In:
The journal of real estate finance and economics
39
(
2009
)
2
,
pp. 118-145
Persistent link: https://www.econbiz.de/10003873975
Saved in:
7
Option theory does not refute
time
diversification
Redhead, Keith
;
Shutes, Karl
- In:
The journal of investing
19
(
2010
)
3
,
pp. 65-71
Persistent link: https://www.econbiz.de/10009308466
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8
On the
time
value of Parisian ruin in (dual) renewal risk processes with exponential jumps
Wong, Jeff T. Y.
;
Cheung, Eric C. K.
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 280-290
Persistent link: https://www.econbiz.de/10011428675
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9
Risk contribution is exposure times volatility times correlation : decomposing risk using the x-sigma-rho formula
Menchero, Jose
;
Davis, Benjamin
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
2
,
pp. 97-106
Persistent link: https://www.econbiz.de/10009273909
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10
A closed-form exact solution for pricing variance swaps with stochastic volatility
Zhu, Song-ping
;
Lian, Guang-hua
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 233-256
Persistent link: https://www.econbiz.de/10008935680
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