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Optionsgeschäft
Option trading
4,915
Optionspreistheorie
2,916
Option pricing theory
2,906
Volatilität
1,305
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1,301
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American options
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205
Risk premium
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Ryu, Doojin
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27
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22
Carr, Peter
21
Cui, Zhenyu
21
Madan, Dilip B.
21
Perrakis, Stylianos
21
Zhang, Jin E.
21
Joshi, Mark S.
18
Lee, Hangsuck
18
Poteshman, Allen M.
18
Fodor, Andy
17
Stentoft, Lars
17
Thomsett, Michael C.
17
Jackwerth, Jens Carsten
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Kelly, Bryan T.
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Fusai, Gianluca
15
Todorov, Viktor
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Fusari, Nicola
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Pedersen, Lasse Heje
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Wu, Liuren
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Bebchuk, Lucian A.
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Kōnstantinidēs, Giōrgos
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Orosi, Greg
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Schoutens, Wim
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Ewald, Christian-Oliver
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Benth, Fred Espen
11
Czerwonko, Michal
11
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Lee, Cheng F.
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Verousis, Thanos
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Center for Economic Research <Tilburg>
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Chambre de commerce et d'industrie de Paris
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Rodney L. White Center for Financial Research
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International Centre for Trade and Sustainable Development
2
Judge Institute of Management Studies
2
Karlsruher Institut für Technologie
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New York Institute of Finance
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Svenska Handelshögskolan <Helsinki>
2
Universität Konstanz
2
Walter de Gruyter Inc.
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Weltwirtschaftsforum
2
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1
Banco Central do Brasil
1
Bank für Internationalen Zahlungsausgleich
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Berliner Wissenschafts-Verlag
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Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
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1
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1
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The journal of futures markets
195
International journal of theoretical and applied finance
111
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
Finance research letters
64
The journal of computational finance
60
Quantitative finance
58
Applied mathematical finance
55
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
Finance and stochastics
43
Journal of financial economics
41
The North American journal of economics and finance : a journal of financial economics studies
41
International review of economics & finance : IREF
34
Journal of financial markets
34
International journal of financial engineering
32
Journal of financial and quantitative analysis : JFQA
32
Computational economics
30
The review of financial studies
30
Working paper / National Bureau of Economic Research, Inc.
30
European journal of operational research : EJOR
29
International review of financial analysis
27
Journal of mathematical finance
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
Research paper series / Swiss Finance Institute
27
Review of quantitative finance and accounting
27
NBER working paper series
26
The European journal of finance
24
The journal of finance : the journal of the American Finance Association
24
Asia-Pacific financial markets
22
Risks : open access journal
22
Wiley trading series
22
Applied economics
20
Applied financial economics
20
NBER Working Paper
19
Swiss Finance Institute Research Paper
19
Journal of risk and financial management : JRFM
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Annals of finance
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The journal of derivatives : JOD
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ECONIS (ZBW)
4,915
EconStor
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1
An efficient algorithm for options under Merton’s jump-diffusion model on nonuniform grids
Chen, Yingzi
;
Wang, Wansheng
;
Xiao, Aiguo
- In:
Computational economics
53
(
2019
)
4
,
pp. 1565-1591
Persistent link: https://www.econbiz.de/10012135577
Saved in:
2
American and exotic options in a market with frictions
Junike, Gero
;
Arratia, Argimiro
;
Cabaña, Alejandra
; …
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 179-199
Persistent link: https://www.econbiz.de/10012207193
Saved in:
3
Efficient conservative second-order central-upwind schemes for option-pricing problems
Bhatoo, Omishwary
;
Peer, Arshad Ahmud Iqbal
;
Tadmor, Eitan
- In:
The journal of computational finance
22
(
2018/2019
)
5
,
pp. 71-101
Persistent link: https://www.econbiz.de/10012042237
Saved in:
4
Path-dependent game options : a lookback case
Guo, Peidong
;
Chen, Qihong
;
Guo, Xicai
;
Fang, Yue
- In:
Review of derivatives research
17
(
2014
)
1
,
pp. 113-124
Persistent link: https://www.econbiz.de/10010519293
Saved in:
5
Real options and American derivatives : the double continuation region
Battauz, Anna
;
De Donno, Marzia
;
Sbuelz, Alessandro
- In:
Management science : journal of the Institute for …
61
(
2015
)
5
,
pp. 1094-1107
Persistent link: https://www.econbiz.de/10011284877
Saved in:
6
Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme
Chan, Tat Lung
;
Hubbert, Simon
- In:
Review of derivatives research
17
(
2014
)
2
,
pp. 161-189
Persistent link: https://www.econbiz.de/10010529637
Saved in:
7
Analytical pricing of American options
Cheng, Jun
;
Zhang, Jin E.
- In:
Review of derivatives research
15
(
2012
)
2
,
pp. 157-192
Persistent link: https://www.econbiz.de/10009629059
Saved in:
8
Perpetual options on multiple underlyings
Duck, Peter W.
;
Evatt, Geoffrey W.
;
Johnson, Paul V.
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 174-200
Persistent link: https://www.econbiz.de/10010352003
Saved in:
9
Pricing and static hedging of American-style options under the jump to default extended CEV model
Ruas, João Pedro
;
Dias, José Carlos
;
Nunes, Joaõ …
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4059-4072
Persistent link: https://www.econbiz.de/10010244898
Saved in:
10
A method for pricing American options using semi-infinite linear programming
Christensen, Sören
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 156-172
Persistent link: https://www.econbiz.de/10010256174
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