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Option trading
27
Optionsgeschäft
27
Option pricing theory
26
Optionspreistheorie
26
Derivat
8
Derivative
8
Stochastic process
8
Stochastischer Prozess
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Fadugba, Sunday Emmanuel
3
Nwozo, Chuma Raphael
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Gao, Min
2
Bølviken, Erik
1
Cassidy, Daniel T.
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Chateau, Jean-Pierre D.
1
Cui, Yujie
1
Fang, Yingyi
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Horvath, Akos
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1
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Mateus, Cesario
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Medvegyev, Peter
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Journal of mathematical finance
The journal of futures markets
189
International journal of theoretical and applied finance
111
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
The journal of computational finance
59
Applied mathematical finance
54
Finance research letters
54
Quantitative finance
54
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
Finance and stochastics
43
Journal of financial economics
41
The North American journal of economics and finance : a journal of financial economics studies
41
International review of economics & finance : IREF
34
Journal of financial markets
34
International journal of financial engineering
31
Journal of financial and quantitative analysis : JFQA
31
The review of financial studies
30
Working paper / National Bureau of Economic Research, Inc.
30
Computational economics
29
European journal of operational research : EJOR
29
Research paper series / Swiss Finance Institute
28
Review of quantitative finance and accounting
27
NBER working paper series
26
Management science : journal of the Institute for Operations Research and the Management Sciences
25
The European journal of finance
25
International review of financial analysis
24
The journal of finance : the journal of the American Finance Association
24
Wiley trading series
23
Asia-Pacific financial markets
22
Applied economics
20
Applied financial economics
20
Swiss Finance Institute Research Paper
20
NBER Working Paper
19
Risks : open access journal
19
Journal of risk and financial management : JRFM
18
Annals of finance
17
The journal of derivatives : JOD
17
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ECONIS (ZBW)
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21
Valuing European put options under skewness and increasing [excess] kurtosis
Chateau, Jean-Pierre D.
- In:
Journal of mathematical finance
4
(
2014
)
3
,
pp. 160-177
Persistent link: https://www.econbiz.de/10010400109
Saved in:
22
Pricing of margrabe options for large investors with application to asset-liability management in life insurance
Bølviken, Erik
;
Proske, Frank
;
Rubtsov, Mark
- In:
Journal of mathematical finance
4
(
2014
)
2
,
pp. 113-122
Persistent link: https://www.econbiz.de/10010380906
Saved in:
23
Optimal investment strategy for kinked utility maximization : covered call option strategy
Yamashita, Miwaka
- In:
Journal of mathematical finance
4
(
2014
)
2
,
pp. 55-74
Persistent link: https://www.econbiz.de/10010380912
Saved in:
24
The simulation of European call options' sensitivity based on black-scholes option formula
Cui, Yujie
;
Yu, Baoli
- In:
Journal of mathematical finance
2
(
2012
)
3
,
pp. 264-268
Persistent link: https://www.econbiz.de/10009711970
Saved in:
25
Closed-form approximate solutions of window barrier options with term-structure volatility and interest rates using the boundary integral method
Hsiao, Yi-long
- In:
Journal of mathematical finance
2
(
2012
)
4
,
pp. 291-302
Persistent link: https://www.econbiz.de/10009725339
Saved in:
26
The Malliavan derivate and application to pricing and hedging a European exchange options
Mataramvura, Sure
- In:
Journal of mathematical finance
2
(
2012
)
4
,
pp. 280-290
Persistent link: https://www.econbiz.de/10009725340
Saved in:
27
Adaptive wave models for sophisticated option pricing
Ivancevic, Vladimir G.
- In:
Journal of mathematical finance
1
(
2011
)
3
,
pp. 41-49
Persistent link: https://www.econbiz.de/10009668525
Saved in:
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