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Analytical pricing of American...
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Optionspreistheorie
14,839
Option pricing theory
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4,935
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4,340
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Madan, Dilip B.
94
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76
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74
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73
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72
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69
Joshi, Mark S.
67
Stentoft, Lars
60
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60
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59
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53
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50
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48
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48
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44
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43
Kwok, Yue-Kuen
40
Perrakis, Stylianos
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38
Chesney, Marc
38
Zhang, Jin E.
38
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36
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36
Schlögl, Erik
35
Fusai, Gianluca
34
Korn, Ralf
34
Lee, Cheng F.
34
Wang, Xingchun
34
Barone-Adesi, Giovanni
33
Kim, Young Shin
33
Schoenmakers, John
33
Siu, Tak Kuen
33
Ewald, Christian-Oliver
32
Schwartz, Eduardo S.
32
Vorst, Ton
32
Wu, Liuren
32
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31
Platen, Eckhard
31
Račev, Svetlozar T.
31
Ziogas, Andrew
31
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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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3
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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
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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
248
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
185
Journal of economic dynamics & control
141
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
135
Finance research letters
134
International journal of financial engineering
117
Computational economics
114
Journal of mathematical finance
108
Journal of financial economics
102
Risks : open access journal
100
Research paper series / Swiss Finance Institute
92
The North American journal of economics and finance : a journal of financial economics studies
89
The European journal of finance
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)
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USB Cologne (EcoSocSci)
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EconStor
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71
Deep learning and American options via free boundary framework
Nwankwo, Chinonso I.
;
Umeorah, Nneka
;
Ware, Tony
;
Dai, …
- In:
Computational economics
64
(
2024
)
2
,
pp. 979-1022
Persistent link: https://www.econbiz.de/10015078072
Saved in:
72
Analytical pricing of American options
Cheng, Jun
;
Zhang, Jin
- In:
Review of Derivatives Research
15
(
2012
)
2
,
pp. 157-192
Persistent link: https://www.econbiz.de/10010867554
Saved in:
73
Do Chinese retail option traders know anything about market volatility?
Liu, Ming-hua
;
Rangan, Nanda K.
- In:
Frontiers of business research in China : selected …
6
(
2012
)
4
,
pp. 508-526
Persistent link: https://www.econbiz.de/10009688736
Saved in:
74
First-order calculus and option pricing
Carr, Peter
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
Saved in:
75
Put-call-futures parity pricing in Australia
English, John W.
-
1993
-
2. draft
Persistent link: https://www.econbiz.de/10000889533
Saved in:
76
Contigent claim valuation in a market with a higher interest rate for borrowing than for lending
Korn, Ralf
-
1993
Persistent link: https://www.econbiz.de/10000890764
Saved in:
77
Zeitreihenanalyse von Optionsscheinpreisen zur Beurteilung von Kurschancen und -risiken
Hehn, Elisabeth
-
1994
Persistent link: https://www.econbiz.de/10000893910
Saved in:
78
Options on non-flexible currencies
Jennergren, Lars Peter
;
Näslund, Bertil
-
1990
Persistent link: https://www.econbiz.de/10000798656
Saved in:
79
Generalized put-call parity
Babbel, David F.
;
Eisenberg, Laurence K.
-
1991
Persistent link: https://www.econbiz.de/10000826231
Saved in:
80
Options & price uncertainty
Chichilnisky, Graciela
;
Dutta, Jayasri
;
Heal, Geoffrey
-
1991
Persistent link: https://www.econbiz.de/10000826369
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