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Pricing swing options with reg...
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Optionspreistheorie
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Madan, Dilip B.
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81
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80
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76
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69
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69
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69
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64
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62
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59
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52
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49
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47
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42
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41
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41
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Benth, Fred Espen
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38
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36
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36
Lee, Cheng F.
36
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36
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35
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34
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Li, Lingfei
33
Barone-Adesi, Giovanni
32
Christoffersen, Peter F.
32
Perrakis, Stylianos
32
Račev, Svetlozar T.
32
Wang, Xingchun
32
Schwartz, Eduardo S.
31
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31
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Ekonomiska forskningsinstitutet <Stockholm>
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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HAL
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Johannes Gutenberg-Universität Mainz
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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3
Erasmus Research Institute of Management
3
European University Institute / Department of Economics
3
Federal Reserve Bank of New York
3
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
3
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International journal of theoretical and applied finance
536
European journal of operational research : EJOR
336
Mathematical finance : an international journal of mathematics, statistics and financial theory
294
The journal of futures markets
288
Applied mathematical finance
269
The journal of computational finance
267
Finance and stochastics
251
Journal of banking & finance
241
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227
The journal of derivatives : the official publication of the International Association of Financial Engineers
224
Journal of economic dynamics & control
200
Insurance / Mathematics & economics
187
Journal of econometrics
184
Review of derivatives research
183
Finance research letters
149
Computational economics
146
Risks : open access journal
134
Economic modelling
127
Journal of mathematical finance
125
International journal of financial engineering
123
Operations research letters
117
Discussion paper / Tinbergen Institute
110
Energy economics
109
The North American journal of economics and finance : a journal of financial economics studies
107
Mathematical methods of operations research
106
Mathematics of operations research
101
The European journal of finance
101
Applied economics
95
Asia-Pacific financial markets
94
Economics letters
94
Research paper series / Swiss Finance Institute
94
Working paper
91
Working paper / National Bureau of Economic Research, Inc.
87
Journal of financial economics
83
NBER working paper series
83
International review of financial analysis
80
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Management science : journal of the Institute for Operations Research and the Management Sciences
78
Operations research
78
International journal of production research
76
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ECONIS (ZBW)
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RePEc
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EconStor
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USB Cologne (EcoSocSci)
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USB Cologne (business full texts)
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BASE
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OLC EcoSci
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31
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
Zhang, Xibin
;
Brooks, Robert
;
King, Maxwell L.
- In:
Journal of econometrics
153
(
2009
)
1
,
pp. 21-32
Persistent link: https://www.econbiz.de/10003892641
Saved in:
32
A PDE approach for risk measures for derivatives with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Annals of finance
4
(
2008
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10003589415
Saved in:
33
On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility
Alòs, Elisa
(
contributor
);
León, Jorge A.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003379784
Saved in:
34
Three essays on financial econometrics
Yu, Jialin
-
2005
Persistent link: https://www.econbiz.de/10003555366
Saved in:
35
On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy
Elliott, Robert J.
;
Siu, Tak Kuen
-
2010
Persistent link: https://www.econbiz.de/10003964890
Saved in:
36
New aspects of optimal investment in continuous time
Tran, Nhat Thu
-
2014
Persistent link: https://www.econbiz.de/10010503091
Saved in:
37
(S,s)-adjustment strategies and hedging under Markovian dynamics
Agliardi, Elettra
;
Andergassen, Rainer
- In:
The Geneva risk and insurance review
36
(
2011
)
2
,
pp. 112-131
Persistent link: https://www.econbiz.de/10009389200
Saved in:
38
American option pricing under GARCH by a Markov chain approximation
Duan, Jin-Chuan
;
Simonato, Jean-Guy
- In:
Journal of economic dynamics & control
25
(
2001
)
11
,
pp. 1689-1718
Persistent link: https://www.econbiz.de/10001599252
Saved in:
39
American options with regime switching
Buffington, John
;
Elliott, Robert J.
- In:
International journal of theoretical and applied finance
5
(
2002
)
5
,
pp. 497-514
Persistent link: https://www.econbiz.de/10001687141
Saved in:
40
Dichtotomous rate in stock-price process
Koňák, Michael
- In:
Current topics in quantitative finance : with 23 tables
,
(pp. 93-108)
.
1999
Persistent link: https://www.econbiz.de/10001442933
Saved in:
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