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A jump-diffusion model for opt...
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Optionspreistheorie
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4,073
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3,931
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Madan, Dilip B.
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68
Joshi, Mark S.
66
Takahashi, Akihiko
65
Carr, Peter
60
Schoutens, Wim
57
Chiarella, Carl
53
Stentoft, Lars
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49
Jacobs, Kris
46
Xu, Zeshui
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Hull, John
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Wystup, Uwe
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Oosterlee, Cornelis W.
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Tavana, Madjid
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Jarrow, Robert A.
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Schlögl, Erik
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Belomestny, Denis
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Mahapatra, Siba Sankar
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Chesney, Marc
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Kim, Young Shin
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Fusai, Gianluca
32
Wang, Xingchun
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Christoffersen, Peter F.
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Korn, Ralf
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Siu, Tak Kuen
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Zhang, Jin E.
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Barone-Adesi, Giovanni
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Ewald, Christian-Oliver
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Platen, Eckhard
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Račev, Svetlozar T.
30
Schwartz, Eduardo S.
30
Lee, Cheng F.
29
Datta, Saurav
28
Jacquier, Antoine (Jack)
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Nguyen, Duy
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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Center for Economic Research <Tilburg>
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Institut für Schweizerisches Bankwesen <Zürich>
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International Association for Fuzzy Set Management and Economy
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Zentrum für Interdisziplinäre Forschung / Research Group on Procedural Approaches to Conflict Resolution
3
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
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International journal of theoretical and applied finance
468
The journal of futures markets
261
European journal of operational research : EJOR
257
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
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Computational economics
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Finance research letters
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International journal of financial engineering
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International journal of production economics
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Fuzzy economic review : the review of the International Association for Fuzzy-Set Management and Economy
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Risks : open access journal
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Journal of business research : JBR
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Opsearch : journal of the Operational Research Society of India
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Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
85
The European journal of finance
81
Technological forecasting & social change : an international journal
80
Journal of financial economics
79
Asia-Pacific financial markets
77
SpringerLink / Bücher
72
Journal of econometrics
67
Economic modelling
61
International journal of productivity and quality management : IJPQM
61
NBER working paper series
61
Energy economics
60
Group decision and negotiation
60
Journal of the Operational Research Society
60
International journal of logistics systems and management
59
International journal of services and operations management
58
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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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Other ZBW resources
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OLC EcoSci
14
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1
Pricing options, forwards and futures using fuzzy set theory
Buckley, James J.
;
Eslami, Esfandiar
- In:
Fuzzy engineering economics with applications
,
(pp. 339-357)
.
2008
Persistent link: https://www.econbiz.de/10003755117
Saved in:
2
Real options value by Monte Carlo Simulation and Fuzzy Numbers
Lazo, Juan G. Lazo
;
Vellasco, Marley Maria B. R.
; …
- In:
International journal of business
12
(
2007
)
2
,
pp. 181-189
Persistent link: https://www.econbiz.de/10003463397
Saved in:
3
Computing option price for Levy process with fuzzy parameters
Nowak, Piotr
;
Romaniuk, Maciej
- In:
European journal of operational research : EJOR
201
(
2010
)
1
,
pp. 206-210
Persistent link: https://www.econbiz.de/10003975446
Saved in:
4
Option pricing in the presence of uncertainty
Muzzioli, Silvia
;
Reynaerts, H.
- In:
Perception-based data mining and decision making in …
,
(pp. 275-301)
.
2007
Persistent link: https://www.econbiz.de/10003577446
Saved in:
5
Nonstochastic model-based finance engineering
Kaino, Toshihiro
;
Hirota, Kaoru
- In:
Perception-based data mining and decision making in …
,
(pp. 303-330)
.
2007
Persistent link: https://www.econbiz.de/10003577458
Saved in:
6
The double exponential jump diffusion model for pricing European options under fuzzy environments
Zhang, Li-Hua
;
Zhang, Wei-guo
;
Xiao, Wei-Lin
- In:
Economic modelling
29
(
2012
)
3
,
pp. 780-786
Persistent link: https://www.econbiz.de/10009545516
Saved in:
7
Pricing Brazilian exchange rate options using an adaptive network-based fuzzy inference system
Maciel, Leandro S.
- In:
Fuzzy economic review : the review of the International …
16
(
2011
)
2
,
pp. 59-73
Persistent link: https://www.econbiz.de/10009549476
Saved in:
8
Fuzzy uncertainty in the Heston stochastic volatility model
Figà-Talamanca, Gianna
;
Guerra, Maria Letizia
; …
- In:
Fuzzy economic review : the review of the International …
16
(
2011
)
2
,
pp. 3-19
Persistent link: https://www.econbiz.de/10009549507
Saved in:
9
Strategic analysis of forest investments using real option : the fuzzy pay-off model (FPOM)
Milanesi, Gastón S.
;
Broz, Diego
;
Tohmé, Fernando
; …
- In:
Fuzzy economic review : the review of the International …
19
(
2014
)
1
,
pp. 33-44
Persistent link: https://www.econbiz.de/10010514102
Saved in:
10
Options pricing with time changed Lévy processes under imprecise information
Feng, Zhi-Yuan
;
Cheng, Johnson T.-S.
;
Liu, Yu-Hong
; …
- In:
Fuzzy optimization and decision making : a journal of …
14
(
2015
)
1
,
pp. 97-119
Persistent link: https://www.econbiz.de/10011313098
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