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~subject:"Derivat"
~subject:"Real options analysis"
~subject:"Volatility"
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Option Prices with Stochastic...
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Derivat
Real options analysis
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Cui, Zhenyu
48
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37
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35
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31
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30
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29
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28
Takahashi, Akihiko
27
Wang, Xingchun
27
Fabozzi, Frank J.
26
Jacquier, Antoine (Jack)
25
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24
Benth, Fred Espen
23
Fengler, Matthias R.
22
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22
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22
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22
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21
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21
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21
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20
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19
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18
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18
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18
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18
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17
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17
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16
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
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1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
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International journal of theoretical and applied finance
249
Quantitative finance
135
Applied mathematical finance
126
The journal of futures markets
105
Journal of banking & finance
99
The journal of computational finance
94
Mathematical finance : an international journal of mathematics, statistics and financial theory
83
Review of derivatives research
82
European journal of operational research : EJOR
74
Journal of mathematical finance
65
Finance research letters
63
International journal of financial engineering
62
Finance and stochastics
57
The journal of derivatives : the official publication of the International Association of Financial Engineers
57
Computational economics
55
Journal of economic dynamics & control
55
Risks : open access journal
50
The North American journal of economics and finance : a journal of financial economics studies
50
The European journal of finance
49
Energy economics
48
Journal of econometrics
46
Research paper series / Swiss Finance Institute
40
Insurance / Mathematics & economics
39
Annals of finance
37
Journal of financial economics
33
International review of economics & finance : IREF
31
Review of quantitative finance and accounting
30
Applied economics
28
International review of financial analysis
28
Journal of risk and financial management : JRFM
28
Economic modelling
27
Asia-Pacific financial markets
26
The journal of derivatives : JOD
25
Management science : journal of the Institute for Operations Research and the Management Sciences
24
SpringerLink / Bücher
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The journal of finance : the journal of the American Finance Association
24
Decisions in economics and finance : DEF ; a journal of applied mathematics
23
Journal of empirical finance
23
Journal of financial and quantitative analysis : JFQA
23
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
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ECONIS (ZBW)
6,414
EconStor
2
OLC EcoSci
2
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1
Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger
;
Stremme, Alexander
-
1993
Persistent link: https://www.econbiz.de/10000412479
Saved in:
2
Path-dependent option valuation when the underlying path is discontinuous
Zhou, Chunsheng
-
1997
Persistent link: https://www.econbiz.de/10000633272
Saved in:
3
Option pricing
Jarrow, Robert A.
;
Rudd, Andrew
-
1983
Persistent link: https://www.econbiz.de/10000065976
Saved in:
4
An analysis of the predictive ability of the Black-Scholes option pricing model in the Netherlands
Hand, Megan
-
1994
Persistent link: https://www.econbiz.de/10000959539
Saved in:
5
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
6
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
Saved in:
7
On black-scholes implied volatility at extreme strikes
Benaim, Shalom
;
Friz, Peter
;
Lee, Roger
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 19-45)
.
2009
Persistent link: https://www.econbiz.de/10003787593
Saved in:
8
Dynamic, nonparametric hedging of European style contigent claims using canonical valuation
Alcock, Jamie
;
Gray, Philip K.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 41-50
Persistent link: https://www.econbiz.de/10002685784
Saved in:
9
Is economics performative? : Option theory and the construction of derivatives markets
MacKenzie, Donald A.
- In:
Journal of the history of economic thought
28
(
2006
)
1
,
pp. 29-55
Persistent link: https://www.econbiz.de/10003327231
Saved in:
10
The impact of portfolio re-financing on Black-Scholes call option valuation
Versluis, Cokki
;
Hillegers, Tom
- In:
Applied financial economics letters
2
(
2006
)
4
,
pp. 261-263
Persistent link: https://www.econbiz.de/10003351951
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