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Simulating theta and gamma of...
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USA
Simulation
20,439
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5,177
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1,744
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1,729
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1,717
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13
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12
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11
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11
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11
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10
Dolls, Mathias
10
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10
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10
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9
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9
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9
Rosenberg, Joshua V.
9
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8
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8
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7
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7
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7
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7
Fernando, Chitru S.
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7
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7
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7
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7
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7
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6
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6
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6
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6
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6
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6
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5
Altig, David
5
Benzoni, Luca
5
Betzer, André
5
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5
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CASE-Center for Social and Economic Research
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1
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Edward Elgar Publishing
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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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The journal of futures markets
48
Working paper / National Bureau of Economic Research, Inc.
47
NBER working paper series
33
The journal of derivatives : the official publication of the International Association of Financial Engineers
32
The review of financial studies
31
The journal of finance : the journal of the American Finance Association
23
Journal of financial and quantitative analysis : JFQA
21
Staff Report
20
Journal of banking & finance
17
Research paper series / Swiss Finance Institute
17
Staff reports / Federal Reserve Bank of New York
17
American journal of agricultural economics
16
Journal of financial economics
16
SFB 649 discussion paper
16
International journal of production research
14
Finance and economics discussion series
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CESifo working papers
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ECB Working Paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The journal of fixed income
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The journal of real estate finance and economics
12
Discussion paper / Centre for Economic Policy Research
11
Discussion paper / Tinbergen Institute
11
Real estate economics : journal of the American Real Estate and Urban Economics Association
11
Review of derivatives research
11
Working paper series / European Central Bank
11
CESifo Working Paper
10
Fisher College of Business working paper series
10
Swiss Finance Institute Research Paper
10
Discussion paper series / IZA
9
European journal of operational research : EJOR
9
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
9
SFB 649 Discussion Paper
9
The journal of computational finance
9
Working paper
9
Journal of policy modeling : JPMOD ; a social science forum of world issues
8
Tinbergen Institute Discussion Paper
8
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7
Energy economics
7
Fisher College of Business Working Paper
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ECONIS (ZBW)
2,008
EconStor
124
RePEc
8
USB Cologne (EcoSocSci)
7
BASE
4
Other ZBW resources
3
OLC EcoSci
2
ArchiDok
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1
Pricing basket option : a comparative study
Heurich, Matthias
;
Topper, Jürgen
-
2000
-
Version 10. September 2000, draft not available yet
Persistent link: https://www.econbiz.de/10011526234
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 hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
4
A moments and strike matching binominal algorithm for pricing American put options
Jourdain, Benjamin
;
Zanette, Antonino
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10003771585
Saved in:
5
Spanning tests for options using principal components methods
Hansen, Charlotte S.
;
Tuypens, Bjorn E.
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 739-746
Persistent link: https://www.econbiz.de/10003491227
Saved in:
6
The Black-Scholes currency option pricing model : evidence for unbiasedness from three currencies against the US dollar
Azar, Samih Antoine
;
Tortian, Annie
- In:
International journal of economics and finance
5
(
2013
)
8
,
pp. 54-64
Persistent link: https://www.econbiz.de/10009787194
Saved in:
7
Options on troubled stock
Câmara, António
;
Popova, Ivilina
;
Simkins, Betty J.
- In:
The journal of futures markets
34
(
2014
)
7
,
pp. 637-657
Persistent link: https://www.econbiz.de/10010507943
Saved in:
8
Comparison of two methods for superreplication
Ekström, Erik
;
Tysk, Johan
- In:
Applied mathematical finance
19
(
2012
)
1/2
,
pp. 181-193
Persistent link: https://www.econbiz.de/10009561234
Saved in:
9
Optimal options pricing and trading : a new theory
Alghalith, Moawia
- In:
Journal of derivatives & hedge funds
17
(
2011
)
3
,
pp. 181-185
Persistent link: https://www.econbiz.de/10009385337
Saved in:
10
Nonparametric American option pricing
Alcock, Jamie
;
Carmichael, Trent
- In:
The journal of futures markets
28
(
2008
)
8
,
pp. 717-748
Persistent link: https://www.econbiz.de/10003746342
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