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The Valuation of Caps, Floors...
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Optionspreistheorie
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67
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59
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57
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32
Wilmott, Paul
32
Wu, Liuren
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International journal of theoretical and applied finance
495
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371
Mathematical finance : an international journal of mathematics, statistics and financial theory
266
Journal of banking & finance
259
The journal of computational finance
256
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247
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204
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141
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139
European journal of operational research : EJOR
135
Finance research letters
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International journal of financial engineering
116
Computational economics
109
Journal of mathematical finance
108
Risks : open access journal
100
Journal of financial economics
99
Research paper series / Swiss Finance Institute
92
The European journal of finance
88
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88
Journal of financial and quantitative analysis : JFQA
83
Asia-Pacific financial markets
81
The review of financial studies
77
NBER working paper series
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The journal of finance : the journal of the American Finance Association
75
Journal of econometrics
71
Review of quantitative finance and accounting
65
Energy economics
62
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
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Management science : journal of the Institute for Operations Research and the Management Sciences
54
SFB 649 discussion paper
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SpringerLink / Bücher
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ECONIS (ZBW)
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EconStor
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USB Cologne (business full texts)
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BASE
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OLC EcoSci
6
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101
Reverse convertible bonds analyzed
Szymanowska, Marta
;
Horst, Jenke R. ter
;
Veld, Chris H.
- In:
The journal of futures markets
29
(
2009
)
10
,
pp. 895-919
Persistent link: https://www.econbiz.de/10003900938
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102
Model risk adjusted hedge ratios
Alexander, Carol
;
Kaeck, Andreas
;
Nogueira, Leonardo M.
- In:
The journal of futures markets
29
(
2009
)
11
,
pp. 1021-1049
Persistent link: https://www.econbiz.de/10003900965
Saved in:
103
Are credit spreads too low or too high? : a hybrid barrier option approach for financial distress
Lin, William
;
Sun, David
- In:
The journal of futures markets
29
(
2009
)
12
,
pp. 1161-1189
Persistent link: https://www.econbiz.de/10003900991
Saved in:
104
Option markets and implied volatility : past versus present
Mixon, Scott
- In:
Journal of financial economics
94
(
2009
)
2
,
pp. 171-191
Persistent link: https://www.econbiz.de/10003906341
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105
Intermediate volatility forecasts using implied forward volatility : the performance of selected agricultural commodity options
Egelkraut, Thorsten Michael
;
García, Philip
- In:
Journal of agricultural and resource economics : JARE ; …
31
(
2006
)
3
,
pp. 508-528
Persistent link: https://www.econbiz.de/10003416262
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106
The volatility edge in options trading : new technical strategies for investing in unstable markets
Augen, Jeff
-
2008
Persistent link: https://www.econbiz.de/10003479607
Saved in:
107
Generalized analytical upper bounds for American option prices
Chung, San-lin
;
Chang, Hsieh-chung
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
1
,
pp. 209-227
Persistent link: https://www.econbiz.de/10003434630
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108
Price discovery in the US stock and stock options markets : a portfolio approach
Holowczak, Richard
;
Simaan, Yusif E.
;
Wu, Liuren
- In:
Review of derivatives research
9
(
2006
)
1
,
pp. 37-65
Persistent link: https://www.econbiz.de/10003441188
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109
Closed-form valuation of American call options on stocks paying multiple dividends
Cassimon, Danny
;
Engelen, Peter-Jan
;
Thomassen, L.
;
Van …
- In:
Finance research letters
4
(
2007
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10003442062
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110
Pricing geometric Asian options under the CEV process
Peng, Bin
- In:
International economic journal
20
(
2006
)
4
,
pp. 515-522
Persistent link: https://www.econbiz.de/10003407493
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