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Pricing American options for j...
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Optionsgeschäft
6,436
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Chiarella, Carl
36
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36
Ryu, Doojin
34
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32
Madan, Dilip B.
32
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30
Stentoft, Lars
29
Wang, Xingchun
28
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22
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21
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20
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20
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19
Ewald, Christian-Oliver
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Fabozzi, Frank J.
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Zhu, Song-Ping
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Jacobs, Kris
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Jackwerth, Jens Carsten
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Kōnstantinidēs, Giōrgos
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Wu, Liuren
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Alexander, Carol
15
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15
Chang, Chuang-chang
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Ruan, Xinfeng
15
Takahashi, Akihiko
15
Bayraktar, Erhan
14
Czerwonko, Michal
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The journal of futures markets
211
International journal of theoretical and applied finance
149
Journal of banking & finance
118
The journal of derivatives : the official publication of the International Association of Financial Engineers
99
Quantitative finance
92
Applied mathematical finance
87
Finance research letters
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82
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82
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56
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International journal of financial engineering
46
International review of economics & finance : IREF
44
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43
European journal of operational research : EJOR
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Journal of mathematical finance
42
NBER working paper series
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Risks : open access journal
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34
Management science : journal of the Institute for Operations Research and the Management Sciences
34
Research paper series / Swiss Finance Institute
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The European journal of finance
32
NBER Working Paper
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International review of financial analysis
30
The review of financial studies
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The journal of derivatives : JOD
29
Insurance / Mathematics & economics
27
Applied economics
26
Applied economics letters
26
Economic modelling
26
The journal of finance : the journal of the American Finance Association
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Asia-Pacific financial markets
25
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24
Wiley trading series
23
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ECONIS (ZBW)
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RePEc
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EconStor
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USB Cologne (business full texts)
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BASE
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21
Upper and lower bounds for convex value functions of derivative contracts
Ben-Ameur, Hatem
;
Frutos, Javier de
;
Fakhfakh, Tarek
; …
- In:
Economic modelling
34
(
2013
),
pp. 69-75
Persistent link: https://www.econbiz.de/10010360612
Saved in:
22
Option pricing : very simple formulas
Alghalith, Moawia
- In:
Journal of derivatives & hedge funds
20
(
2014
)
2
,
pp. 71-73
Persistent link: https://www.econbiz.de/10010463001
Saved in:
23
Limit theorems for partial hedging under transaction costs
Dolinsky, Yan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
Saved in:
24
Portfolios of American options under general preferences : results and counterexamples
Henderson, Vicky
;
Sun, Jia
;
Whalley, A. Elizabeth
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 533-566
Persistent link: https://www.econbiz.de/10010486003
Saved in:
25
Boundary evolution equations for American options
Mitchell, Daniel
;
Goodman, Jonathan
;
Muthuraman, Kumar
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 505-532
Persistent link: https://www.econbiz.de/10010486015
Saved in:
26
Valuing American options by least-squares randomized quasi-Monte Carlo methods
Wu, Xin-Yu
;
Zhou, Hai-Lin
;
Wang, Shouyang
- In:
Journal of financial engineering
1
(
2014
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10010508081
Saved in:
27
The implication of missing the optimal-exercise time of an American option
Chockalingam, Arun
;
Feng, Haolin
- In:
European journal of operational research : EJOR
243
(
2015
)
3
,
pp. 883-896
Persistent link: https://www.econbiz.de/10010513833
Saved in:
28
American options with gradual exercise under proportional transaction costs
Roux, Alet
;
Zastawniak, Tomasz
- In:
International journal of theoretical and applied finance
17
(
2014
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10010498817
Saved in:
29
The binomial interpolated lattice method for step double barrier options
Appolloni, Elisa
;
Gaudenzi, Marcellino
;
Zanette, Antonino
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010438537
Saved in:
30
Real options and American derivatives : the double continuation region
Battauz, Anna
;
De Donno, Marzia
;
Sbuelz, Alessandro
- In:
Management science : journal of the Institute for …
61
(
2015
)
5
,
pp. 1094-1107
Persistent link: https://www.econbiz.de/10011284877
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