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Siegel's paradox and the prici...
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Optionspreistheorie
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14,289
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4,089
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4,025
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Madan, Dilip B.
90
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73
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72
Härdle, Wolfgang
71
Fabozzi, Frank J.
70
Broll, Udo
68
Carr, Peter
60
Chiarella, Carl
60
Takahashi, Akihiko
60
Schoutens, Wim
57
Stentoft, Lars
52
Elliott, Robert J.
49
Jacobs, Kris
46
Hull, John
44
Wystup, Uwe
42
Chesney, Marc
41
Benth, Fred Espen
40
Jarrow, Robert A.
37
Kwok, Yue-Kuen
37
Schlögl, Erik
37
Oosterlee, Cornelis W.
36
Belomestny, Denis
34
Kim, Young Shin
33
Fusai, Gianluca
32
Wang, Xingchun
32
Zhang, Jin E.
32
Barone-Adesi, Giovanni
31
Christoffersen, Peter F.
31
Korn, Ralf
31
Platen, Eckhard
31
Siu, Tak Kuen
31
Ewald, Christian-Oliver
30
Račev, Svetlozar T.
30
Schwartz, Eduardo S.
30
Glasserman, Paul
28
Jacquier, Antoine (Jack)
28
Korn, Olaf
28
Nguyen, Duy
28
Perrakis, Stylianos
28
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28
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National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
19
Institut für Schweizerisches Bankwesen <Zürich>
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Ekonomiska forskningsinstitutet <Stockholm>
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Chambre de commerce et d'industrie de Paris
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Svenska Handelshögskolan <Helsinki>
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Center for Economic Research <Tilburg>
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International Monetary Fund (IMF)
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Springer Fachmedien Wiesbaden
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Verlag Dr. Kovač
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Bonn Graduate School of Economics
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European University Institute / Department of Economics
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Johannes Gutenberg-Universität Mainz
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Cambridge University Press
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2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Eberhard Karls Universität Tübingen
2
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International journal of theoretical and applied finance
474
The journal of futures markets
373
Mathematical finance : an international journal of mathematics, statistics and financial theory
261
The journal of computational finance
254
Applied mathematical finance
241
Journal of banking & finance
234
Finance and stochastics
219
The journal of derivatives : the official publication of the International Association of Financial Engineers
206
Quantitative finance
199
Review of derivatives research
171
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
134
Journal of economic dynamics & control
130
Finance research letters
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International journal of financial engineering
118
Computational economics
109
Journal of mathematical finance
107
NBER working paper series
106
Journal of international money and finance
98
Risks : open access journal
97
Journal of financial economics
92
The North American journal of economics and finance : a journal of financial economics studies
92
The European journal of finance
91
Research paper series / Swiss Finance Institute
89
Working paper / National Bureau of Economic Research, Inc.
85
NBER Working Paper
79
Asia-Pacific financial markets
78
Journal of financial and quantitative analysis : JFQA
77
International review of economics & finance : IREF
67
Journal of econometrics
67
The journal of finance : the journal of the American Finance Association
66
Applied financial economics
61
International review of financial analysis
61
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
61
Energy economics
60
Economic modelling
59
Review of quantitative finance and accounting
59
Applied economics
55
Journal of empirical finance
55
The review of financial studies
55
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ECONIS (ZBW)
16,876
USB Cologne (EcoSocSci)
182
EconStor
169
USB Cologne (business full texts)
67
RePEc
21
OLC EcoSci
7
BASE
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21
A forward convex-simplex method
Stanley, Jonathan D.
- In:
European journal of operational research : EJOR
29
(
1987
)
3
,
pp. 328-335
Persistent link: https://www.econbiz.de/10003685567
Saved in:
22
Stochastic skew in currency options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
86
(
2007
)
1
,
pp. 213-247
Persistent link: https://www.econbiz.de/10003546310
Saved in:
23
Hedging effectiveness of currency options and currency futures
Chang, Jack S. K.
;
Shanker, Latha
- In:
The journal of futures markets
6
(
1986
)
2
,
pp. 289-305
Persistent link: https://www.econbiz.de/10003512501
Saved in:
24
Markov-modulated jump : diffusions for currency option pricing
Bo, Lijun
;
Wang, Yongjin
;
Yang, Xuewei
- In:
Insurance / Mathematics & economics
46
(
2010
)
3
,
pp. 461-469
Persistent link: https://www.econbiz.de/10003981142
Saved in:
25
Exchange options hedging
Sebehela, Tumellano
- In:
The IUP journal of financial risk management : IJFRM
9
(
2012
)
1
,
pp. 55-63
Persistent link: https://www.econbiz.de/10009569540
Saved in:
26
Derivative pricing based on the exchange rate in a target zone with realignment
Bo, Lijun
;
Wang, Yongjin
;
Yang, Xuewei
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 945-956
Persistent link: https://www.econbiz.de/10009380992
Saved in:
27
Pricing currency options with intra-daily implied volatility
Hoque, Ariful
;
Kalev, Petko S.
- In:
Australasian accounting business and finance journal : AABF
9
(
2014
)
1
,
pp. 43-56
Persistent link: https://www.econbiz.de/10010520230
Saved in:
28
Deriving option-implied probability densities for foreign exchange markets
Blake, Andrew P.
;
Rule, Garreth
-
2015
Persistent link: https://www.econbiz.de/10011289967
Saved in:
29
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
30
Multicurrency extension of the quasi-Gaussian stochastic volatility interest rate model
Ng, Leslie
- In:
The journal of computational finance
18
(
2014/15
)
3
,
pp. 59-98
Persistent link: https://www.econbiz.de/10011298899
Saved in:
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