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~subject:"Option pricing theory"
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Option pricing theory
Theorie
627,713
Theory
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USA
40,632
United States
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Börsenkurs
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Share price
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Madan, Dilip B.
90
Cui, Zhenyu
73
Fabozzi, Frank J.
68
Joshi, Mark S.
66
Härdle, Wolfgang
64
Carr, Peter
60
Takahashi, Akihiko
59
Schoutens, Wim
57
Chiarella, Carl
53
Stentoft, Lars
53
Elliott, Robert J.
48
Jacobs, Kris
47
Hull, John
39
Benth, Fred Espen
38
Kwok, Yue-Kuen
37
Oosterlee, Cornelis W.
36
Jarrow, Robert A.
34
Lee, Cheng F.
34
Schlögl, Erik
34
Kim, Young Shin
33
Chesney, Marc
32
Fusai, Gianluca
32
Wang, Xingchun
32
Christoffersen, Peter F.
31
Račev, Svetlozar T.
31
Siu, Tak Kuen
31
Zhang, Jin E.
31
Ewald, Christian-Oliver
30
Platen, Eckhard
30
Barone-Adesi, Giovanni
29
Schwartz, Eduardo S.
29
Jacquier, Antoine (Jack)
28
Nguyen, Duy
28
Schoenmakers, John
28
Wong, Hoi Ying
28
Yang, Zhaojun
28
Alghalith, Moawia
27
Korn, Ralf
27
Perrakis, Stylianos
27
Wystup, Uwe
27
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National Bureau of Economic Research
62
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Chambre de commerce et d'industrie de Paris
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Svenska Handelshögskolan <Helsinki>
10
Center for Economic Research <Tilburg>
9
Weierstraß-Institut für Angewandte Analysis und Stochastik
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Deutsche Forschungsgemeinschaft
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Verlag Dr. Kovač
5
Bonn Graduate School of Economics
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Centre of Financial Studies
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Institut for Finansiering <Frederiksberg>
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Johannes Gutenberg-Universität Mainz
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Springer Fachmedien Wiesbaden
4
Institute of Finance and Accounting <London>
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International Center for Financial Asset Management and Engineering
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Karlsruher Institut für Technologie
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Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
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World Bank
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Associazione Operatori Bancari in Titoli
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Birkbeck College / Department of Economics
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Cambridge University Press
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Centre for Quantitative Economics & Computing
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Econometrisch Instituut <Rotterdam>
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Federal Reserve Bank of St. Louis
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Indien / Central Board of Irrigation and Power
2
Institutt for Foretaksøkonomi <Bergen, Norwegen>
2
International Centre for Trade and Sustainable Development
2
International Energy Agency
2
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International journal of theoretical and applied finance
467
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
244
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
199
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
131
Finance research letters
117
International journal of financial engineering
116
Computational economics
111
Journal of mathematical finance
107
Risks : open access journal
99
Research paper series / Swiss Finance Institute
86
The North American journal of economics and finance : a journal of financial economics studies
83
Journal of financial economics
81
The European journal of finance
81
Asia-Pacific financial markets
77
Journal of econometrics
69
Energy economics
60
NBER working paper series
60
Journal of financial and quantitative analysis : JFQA
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Review of quantitative finance and accounting
55
The journal of finance : the journal of the American Finance Association
55
SFB 649 discussion paper
54
Annals of finance
52
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
49
International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
46
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ECONIS (ZBW)
14,371
RePEc
6
EconStor
1
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1
Currency derivatives : pricing
theory
, exotic options, and hedging applications
DeRosa, David F.
(
ed.
)
-
1998
Persistent link: https://www.econbiz.de/10000653853
Saved in:
2
Pricing European Asian options with skewness and kurtosis in the underlying distribution
Lo, Keng-hsin
;
Wang, Kehluh
;
Hsu, Ming-feng
- In:
The journal of futures markets
28
(
2008
)
6
,
pp. 598-616
Persistent link: https://www.econbiz.de/10003715035
Saved in:
3
Vanna-volga pricing
Wystup, Uwe
-
2008
Persistent link: https://www.econbiz.de/10003737656
Saved in:
4
Pricing currency options in the presence of time-varying volatility and non-normalities
Lim, Guay C.
;
Martin, Gael M.
;
Martin, Vance
- In:
Journal of multinational financial management
16
(
2006
)
3
,
pp. 291-314
Persistent link: https://www.econbiz.de/10003328760
Saved in:
5
FX volatility smile construction
Reiswich, Dimitri
;
Wystup, Uwe
-
2009
Persistent link: https://www.econbiz.de/10003901919
Saved in:
6
American Parisian options
Chesney, Marc
;
Gauthier, Laurent
- In:
Finance and stochastics
10
(
2006
)
4
,
pp. 475-506
Persistent link: https://www.econbiz.de/10003405643
Saved in:
7
Pricing path-dependent options with jump risk via Laplace transforms
Kou, Steven
;
Petrella, Giovanni
;
Wang, Hui
- In:
The Kyoto economic review
74
(
2005
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003379381
Saved in:
8
Exchange option pricing under stochastic volatility : a correlation expansion
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 45-73
Persistent link: https://www.econbiz.de/10008695501
Saved in:
9
Asymptotic expansion approaches in finance : applications to currency options
Takahashi, Akihiko
;
Takehara, Kohta
- In:
Finance and banking developments
,
(pp. 185-232)
.
2010
Persistent link: https://www.econbiz.de/10008860427
Saved in:
10
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:
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