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Option pricing theory
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Cui, Zhenyu
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24
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22
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20
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19
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16
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15
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14
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International journal of theoretical and applied finance
157
Quantitative finance
106
The journal of futures markets
78
Applied mathematical finance
74
Journal of banking & finance
74
The journal of computational finance
65
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
Review of derivatives research
49
International journal of financial engineering
48
Finance research letters
45
European journal of operational research : EJOR
42
Finance and stochastics
40
Journal of econometrics
39
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38
The North American journal of economics and finance : a journal of financial economics studies
38
Journal of economic dynamics & control
36
The journal of derivatives : the official publication of the International Association of Financial Engineers
36
Journal of mathematical finance
35
Risks : open access journal
30
Journal of financial economics
27
Research paper series / Swiss Finance Institute
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Insurance / Mathematics & economics
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Review of quantitative finance and accounting
26
Annals of finance
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International review of economics & finance : IREF
24
The European journal of finance
23
Applied economics
22
Energy economics
20
Management science : journal of the Institute for Operations Research and the Management Sciences
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Journal of empirical finance
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Journal of risk and financial management : JRFM
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Economic modelling
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Asia-Pacific financial markets
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International review of financial analysis
16
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Journal of financial and quantitative analysis : JFQA
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The journal of finance : the journal of the American Finance Association
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Asia-Pacific journal of financial studies
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ECONIS (ZBW)
3,828
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1
Analytically pricing variance and
volatility
swaps under a Markov-modulated model with liquidity risks
He, Xin-Jiang
;
Lin, Sha
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483995
Saved in:
2
Calibration of implied
volatility
for the exchange rate for the Chinese Yuan from its derivatives
Liang, Jin
;
Gao, Y.
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1278-1285
Persistent link: https://www.econbiz.de/10009667379
Saved in:
3
Predicting nominal exchange rate movements using skewness information from options prices
Ratcliff, Ryan
- In:
International journal of finance & economics : IJFE
15
(
2010
)
1
,
pp. 75-92
Persistent link: https://www.econbiz.de/10008702364
Saved in:
4
Predictability in implied
volatility
surfaces : evidence from the euro OTC FX market
Chalamandaris, Georgios
;
Tsekrekos, Andrianos E.
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 33-58
Persistent link: https://www.econbiz.de/10010462211
Saved in:
5
Event-related exchange-rate forecasts combining information from betting quotes and option prices
Hanke, Michael
;
Poulsen, Rolf
;
Weissensteiner, Alex
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2663-2683
Persistent link: https://www.econbiz.de/10012128877
Saved in:
6
Endogenous exchange rate
Vignola, Luigi
-
1998
Persistent link: https://www.econbiz.de/10000679548
Saved in:
7
Informationsgewinnung aus Optionspreisen : eine empirische Analyse des US-Dollar/Euro-Wechselkurses
Locht, Nicole van de
-
2009
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003823547
Saved in:
8
International tax arbitrage, currency options and put-call parity conditions
Strobel, Frank
- In:
Journal of international financial markets, …
22
(
2012
)
3
,
pp. 473-486
Persistent link: https://www.econbiz.de/10009623551
Saved in:
9
General equilibrium pricing of currency and currency options
Du, Du
- In:
Journal of financial economics
110
(
2013
)
3
,
pp. 730-751
Persistent link: https://www.econbiz.de/10010255704
Saved in:
10
The valuation of European call options on zero-coupon bonds in the run-up to a fixed exchange-rate regime
Reher, Gerrit
;
Wilfling, Bernd
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 483-496
Persistent link: https://www.econbiz.de/10010432309
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