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74
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72
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54
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54
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50
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50
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48
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47
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47
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45
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44
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44
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44
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42
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42
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40
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39
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39
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Economics letters
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Economic inquiry : journal of the Western Economic Association International
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Theory and decision : an international journal for multidisciplinary advances in decision science
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The American economic review
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Journal of economic theory
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Journal of public economics
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55
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Journal of behavioral decision making
50
Research in experimental economics : a research annual
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
46
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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1
Are real options "real"? : isolating uncertainty from risk in real options analysis
So, Leh-Chyan
- In:
Annals of financial economics
9
(
2014
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010489151
Saved in:
2
Developing an optimized artificial intelligence model for S&P 500 option pricing : a hybrid GARCH model
Hajizadeh, Ehsan
- In:
International journal of financial engineering
7
(
2020
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012603039
Saved in:
3
Models of option pricing
Shao, Jia
;
Joseph, Nathan Lael
;
El-Masry, Ahmed A.
-
2024
Persistent link: https://www.econbiz.de/10015045544
Saved in:
4
Option hedging and implicit volatilities in a stochastic
volatility
model
Renault, Eric
;
Touzi, Nizar
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000874371
Saved in:
5
The options edge : winning the
volatility
game with options on futures
Gallacher, William R.
-
1998
Persistent link: https://www.econbiz.de/10000670962
Saved in:
6
Robust static hedging of barrier options in stochastic
volatility
models
Maruhn, Jan H.
;
Sachs, Ekkehard
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 405-433
Persistent link: https://www.econbiz.de/10003909254
Saved in:
7
Calibrating
volatility
function bounds for an uncertain
volatility
model
Coleman, Thomas F.
;
He, Changhong
;
Li, Yuying
- In:
The journal of computational finance
13
(
2009/10
)
4
,
pp. 63-93
Persistent link: https://www.econbiz.de/10003996075
Saved in:
8
Robust approximations for pricing Asian options and
volatility
swaps under stochastic
volatility
Forde, Martin
;
Jacquier, Antoine
- In:
Applied mathematical finance
17
(
2010
)
3/4
,
pp. 241-259
Persistent link: https://www.econbiz.de/10008653259
Saved in:
9
FX risk-neutral valuation relationships for the S u jump-diffusion family
Câmara, Ana
;
Câmara, António
;
Popova, Ivilina
; …
- In:
International journal of finance & economics : IJFE
16
(
2011
)
4
,
pp. 339-356
Persistent link: https://www.econbiz.de/10009508891
Saved in:
10
Option valuation with
volatility
components, fat tails, and nonlinear pricing kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
-
2015
Persistent link: https://www.econbiz.de/10011398641
Saved in:
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