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Asian options in a market driv...
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Optionspreistheorie
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4,343
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Madan, Dilip B.
94
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76
Cui, Zhenyu
73
Härdle, Wolfgang
72
Carr, Peter
67
Joshi, Mark S.
67
Takahashi, Akihiko
60
Schoutens, Wim
59
Chiarella, Carl
57
Hull, John
53
Stentoft, Lars
53
Elliott, Robert J.
50
Jacobs, Kris
48
Wystup, Uwe
47
Jarrow, Robert A.
44
Benth, Fred Espen
43
Kwok, Yue-Kuen
40
Perrakis, Stylianos
40
Zhang, Jin E.
39
Belomestny, Denis
36
Chesney, Marc
36
Oosterlee, Cornelis W.
36
Ryu, Doojin
36
Schlögl, Erik
35
Fusai, Gianluca
34
Korn, Ralf
34
Lee, Cheng F.
34
Wang, Xingchun
34
Kim, Young Shin
33
Siu, Tak Kuen
33
Barone-Adesi, Giovanni
32
Ewald, Christian-Oliver
32
Schwartz, Eduardo S.
32
Vorst, Ton
32
Wu, Liuren
32
Christoffersen, Peter F.
31
Platen, Eckhard
31
Račev, Svetlozar T.
31
Schoenmakers, John
31
Scaillet, Olivier
30
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National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
29
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
19
Institut für Schweizerisches Bankwesen <Zürich>
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Chambre de commerce et d'industrie de Paris
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Center for Economic Research <Tilburg>
11
Svenska Handelshögskolan <Helsinki>
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Ekonomiska forskningsinstitutet <Stockholm>
10
Institut for Finansiering <Frederiksberg>
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
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Deutsche Forschungsgemeinschaft
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Verlag Dr. Kovač
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Christian-Albrechts-Universität zu Kiel
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International Center for Financial Asset Management and Engineering
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Federal Reserve Bank of St. Louis
3
Judge Institute of Management Studies
3
Rodney L. White Center for Financial Research
3
Walter de Gruyter Inc.
3
World Bank
3
Arbeitsgruppe Optionsgeschäft
2
Associazione Operatori Bancari in Titoli
2
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Cambridge University Press
2
Centre for Quantitative Economics & Computing
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Chicago, Ill. / Board of Trade
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
495
The journal of futures markets
372
Mathematical finance : an international journal of mathematics, statistics and financial theory
266
Journal of banking & finance
259
The journal of computational finance
256
Applied mathematical finance
247
The journal of derivatives : the official publication of the International Association of Financial Engineers
242
Finance and stochastics
233
Quantitative finance
204
Review of derivatives research
186
Journal of economic dynamics & control
141
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
136
Finance research letters
134
International journal of financial engineering
116
Computational economics
113
Journal of mathematical finance
108
Journal of financial economics
102
Risks : open access journal
100
Research paper series / Swiss Finance Institute
92
The European journal of finance
88
The North American journal of economics and finance : a journal of financial economics studies
88
Journal of financial and quantitative analysis : JFQA
83
Asia-Pacific financial markets
81
NBER working paper series
78
The review of financial studies
77
Working paper / National Bureau of Economic Research, Inc.
76
The journal of finance : the journal of the American Finance Association
75
Journal of econometrics
74
Review of quantitative finance and accounting
65
Energy economics
64
International review of economics & finance : IREF
61
International review of financial analysis
59
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
Annals of finance
57
Journal of risk and financial management : JRFM
55
Management science : journal of the Institute for Operations Research and the Management Sciences
54
SFB 649 discussion paper
54
SpringerLink / Bücher
52
Applied financial economics
51
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ECONIS (ZBW)
16,562
USB Cologne (EcoSocSci)
280
EconStor
183
USB Cologne (business full texts)
67
RePEc
15
OLC EcoSci
6
BASE
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71
Pricing lookback options with knock-out boundaries
Muroi, Yoshifumi
- In:
Applied mathematical finance
13
(
2006
)
2
,
pp. 155-190
Persistent link: https://www.econbiz.de/10003331423
Saved in:
72
Characterization of optimal stopping regions of American Asian and lookback options
Dai, Min
;
Kwok, Yue-Kuen
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 63-82
Persistent link: https://www.econbiz.de/10003336785
Saved in:
73
Pricing a class of exotic options via moments and SDP relaxations
Lasserre, J. B.
;
Prieto-Rumeau, T.
;
Zervos, M.
- In:
Mathematical finance : an international journal of …
16
(
2006
)
3
,
pp. 469-494
Persistent link: https://www.econbiz.de/10003338686
Saved in:
74
Option pricing
Kallsen, Jan
- In:
Handbook of financial time series
,
(pp. 599-613)
.
2009
Persistent link: https://www.econbiz.de/10003834189
Saved in:
75
The cross-section of average delta-hedge option returns under stochastic volatility
Ibáñez, Alfredo
- In:
Review of derivatives research
11
(
2008
)
3
,
pp. 205-244
Persistent link: https://www.econbiz.de/10003835031
Saved in:
76
An efficient binomial method for pricing American options
Gaudenzi, Marcellino
;
Pressacco, Flavio
- In:
Decisions in economics and finance : DEF ; a journal of …
26
(
2003
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10003837087
Saved in:
77
Commodity options
Alexander, Carol
;
Venkatramanan, Aanand
- In:
The handbook of commodity investing
,
(pp. 570-595)
.
2008
Persistent link: https://www.econbiz.de/10003795214
Saved in:
78
Barrier option pricing using adjusted transition probabilities
Barone-Adesi, Giovanni
;
Fusari, Nicola
;
Theal, John
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
2
,
pp. 36-53
Persistent link: https://www.econbiz.de/10003795257
Saved in:
79
The convergence of binomial trees for pricing the American put
Joshi, Mark S.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003797784
Saved in:
80
Trinomial or binomial : accelerating American put option price on trees
Chan, Juin Hong
;
Joshi, Mark S.
;
Tang, Robert
;
Chao Yang
-
2008
Persistent link: https://www.econbiz.de/10003797820
Saved in:
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