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Option pricing
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104
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99
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97
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96
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88
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81
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80
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80
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78
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77
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77
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73
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73
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73
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73
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72
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71
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70
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70
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70
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68
Audretsch, David B.
67
Mishra, Ashok K.
67
Mixon, Franklin G.
67
Payne, James E.
66
Slemrod, Joel
65
Berger, Allen N.
64
Goodwin, Barry K.
64
Wolff, Edward N.
64
Haltiwanger, John C.
61
Carr, Peter
60
Jarrow, Robert A.
60
Madan, Dilip B.
60
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59
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59
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58
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2,023
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1,414
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The journal of finance : the journal of the American Finance Association
1,378
American journal of agricultural economics
1,289
The journal of futures markets
1,266
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1,250
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1,223
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957
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936
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904
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887
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849
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848
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841
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799
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764
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712
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703
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670
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670
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601
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595
ILR review : the journal of work and policy
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564
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543
Applied economics letters
531
Journal of monetary economics
526
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515
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512
Review / Federal Reserve Bank of St. Louis
509
Journal of economic issues : jei
501
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495
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ECONIS (ZBW)
146,004
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1
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10
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146,004
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1
First-order calculus and option pricing
Carr, Peter
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
Saved in:
2
Conjoint analysis of option and volatility models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
Saved in:
3
Closed-form interpolation-based formulas for European call options written on defaultable assets
Orosi, Greg
- In:
The journal of asset management
16
(
2015
)
4
,
pp. 236-242
Persistent link: https://www.econbiz.de/10011413347
Saved in:
4
On pricing options with stressed-beta in a reduced form model
Kim, Geonwoo
;
Lim, Hyuncheul
;
Lee, Sungchul
- In:
Review of derivatives research
18
(
2015
)
1
,
pp. 29-50
Persistent link: https://www.econbiz.de/10011414105
Saved in:
5
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
6
Further evidence on pricing Indian stock call options using Black-Scholes option pricing model
Nagendran, R.
;
Venkateswar, Sankaran
- In:
Research bulletin / The Institute of Cost Accountants …
39
(
2014
),
pp. 185-195
Persistent link: https://www.econbiz.de/10011420273
Saved in:
7
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
8
Testing the performance of Black and Scholes pricing model in the Indian options market
Sharma, Sonal
- In:
Mudra : journal of finance and accounting
5
(
2018
)
1
,
pp. 18-34
Persistent link: https://www.econbiz.de/10011981105
Saved in:
9
Private valuation of compensation stock options
Cueto, Diego C.
- In:
Economía coyuntural : revista de temas de conyunctura …
2
(
2017
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012023014
Saved in:
10
Closed-form solution for the critical stock price and the price of perpetual American call options via the improved Mellin transforms
Fadugba, Sunday Emmanuel
;
Nwozo, Chuma Raphael
- In:
International journal of financial markets and derivatives
6
(
2018
)
4
,
pp. 269-286
Persistent link: https://www.econbiz.de/10011996903
Saved in:
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