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Option pricing theory
47
Optionspreistheorie
47
Volatility
19
Volatilität
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Theorie
16
Theory
16
Stochastic process
14
Stochastischer Prozess
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Decisions in economics and finance : DEF ; a journal of applied mathematics
International journal of theoretical and applied finance
467
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of futures markets
253
The journal of computational finance
251
Applied mathematical finance
240
Finance and stochastics
218
Journal of banking & finance
209
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
190
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
131
Journal of economic dynamics & control
130
International journal of financial engineering
115
Journal of mathematical finance
107
Finance research letters
103
Computational economics
102
Risks : open access journal
93
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
80
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Journal of financial and quantitative analysis : JFQA
57
NBER working paper series
57
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Energy economics
56
Review of quantitative finance and accounting
55
SFB 649 discussion paper
54
The journal of finance : the journal of the American Finance Association
53
Annals of finance
50
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
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Economic modelling
48
International review of economics & finance : IREF
47
SpringerLink / Bücher
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ECONIS (ZBW)
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21
An application of nonparametric volatility estimators to option pricing
Kenmoe, Romuald N.
;
Sanfelici, Simona
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 393-412
Persistent link: https://www.econbiz.de/10010412432
Saved in:
22
Symmetry and Bates' rule in Ornstein-Uhlenbeck stochastic volatility models
Barbachan, José Santiago Fajardo
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 319-327
Persistent link: https://www.econbiz.de/10010412452
Saved in:
23
Multidimensional quasi-Monte Carlo Malliavin Greeks
Cufaro Petroni, Nicola
;
Sabino, Piergiacomo
- In:
Decisions in economics and finance : DEF ; a journal of …
36
(
2013
)
2
,
pp. 199-224
Persistent link: https://www.econbiz.de/10010195612
Saved in:
24
Robustness for path-dependent volatility models
Rosestolato, Mauro
;
Vargiolu, Tiziano
;
Villani, Giovanna
- In:
Decisions in economics and finance : DEF ; a journal of …
36
(
2013
)
2
,
pp. 137-167
Persistent link: https://www.econbiz.de/10010195617
Saved in:
25
Pricing VIX options with stochastic volatility and random jumps
Lian, Guang-hua
;
Zhu, Song-ping
- In:
Decisions in economics and finance : DEF ; a journal of …
36
(
2013
)
1
,
pp. 71-88
Persistent link: https://www.econbiz.de/10009729063
Saved in:
26
Valuation of fixed and variable rate mortgages : binomial tree versus analytical approximations
Hürlimann, Werner
- In:
Decisions in economics and finance : DEF ; a journal of …
35
(
2012
)
2
,
pp. 171-202
Persistent link: https://www.econbiz.de/10009656919
Saved in:
27
Utility indifference valuation for jump risky assets
Ceci, Claudia
;
Gerardi, Anna
- In:
Decisions in economics and finance : DEF ; a journal of …
34
(
2011
)
2
,
pp. 85-120
Persistent link: https://www.econbiz.de/10009375096
Saved in:
28
Sensitivities for Bermudan options by regression methods
Belomestny, Denis
;
Milʹstejn, Grigorij N.
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
33
(
2010
)
2
,
pp. 117-138
Persistent link: https://www.econbiz.de/10008668146
Saved in:
29
An improved combinatorial approach for pricing Parisian options
Lyuu, Yuh-dauh
;
Wu, Cheng-wei
- In:
Decisions in economics and finance : DEF ; a journal of …
33
(
2010
)
1
,
pp. 49-61
Persistent link: https://www.econbiz.de/10003967620
Saved in:
30
Explicit formulas for the minimal variance hedging strategy in a martingale case
Angelini, Flavio
;
Herzel, Stefano
- In:
Decisions in economics and finance : DEF ; a journal of …
33
(
2010
)
1
,
pp. 63-79
Persistent link: https://www.econbiz.de/10003967624
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