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isPartOf:"Asia-Pacific financial markets"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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Search: subject_exact:"Optionspreismodell"
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Option pricing theory
280
Optionspreistheorie
280
Theorie
105
Theory
105
Option trading
65
Optionsgeschäft
65
Volatility
52
Volatilität
52
Stochastic process
40
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40
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29
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29
Derivat
25
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Aktienoption
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9
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Takahashi, Akihiko
9
Chen, Son-nan
6
Wu, Ting-pin
6
Ritchken, Peter H.
4
Fabozzi, Frank J.
3
Fujii, Masaaki
3
Muroi, Yoshifumi
3
Newton, David P.
3
Orosi, Greg
3
Rosenberg, Joshua V.
3
Russo, Emilio
3
Schoutens, Wim
3
Shirakawa, Hiroshi
3
Tian, Yisong Sam
3
Wei, Jason
3
Yamada, Yuji
3
Beliaeva, Natalia A.
2
Bennett, Michael N.
2
Broadie, Mark
2
Chang, Jui-jane
2
Chen, Ren-Raw
2
Choi, Seung-mook S.
2
Chourdakis, Kyriakos
2
Christoffersen, Peter F.
2
Dravid, Ajay R.
2
Duan, Jin-Chuan
2
Duck, Peter W.
2
Engle, Robert F.
2
Fujita, Takahiko
2
Glasserman, Paul
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Hamza, Kais
2
Hishida, Yuji
2
Hull, John
2
Jacobs, Kris
2
Kariya, Takeaki
2
Kennedy, Joanne E.
2
Kim, Yong-jin
2
Klebaner, Fima C.
2
Klein, Peter
2
Lehnert, Thorsten
2
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Asia-Pacific financial markets
The journal of derivatives : the official publication of the International Association of Financial Engineers
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
208
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
104
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
Journal of econometrics
66
Journal of financial and quantitative analysis : JFQA
58
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.
50
Economic modelling
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
International review of economics & finance : IREF
47
Management science : journal of the Institute for Operations Research and the Management Sciences
45
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ECONIS (ZBW)
280
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1
Evolution of real estate derivatives and their pricing
Fabozzi, Frank J.
;
Shiller, Robert J.
;
Tunaru, Radu
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 7-21
Persistent link: https://www.econbiz.de/10012306146
Saved in:
2
Pricing Bermudan variance swaptions using multinomial trees
Zhao, Honglei
;
Chatterjee, Rupak
;
Lonon, Thomas
; …
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 22-34
Persistent link: https://www.econbiz.de/10012306151
Saved in:
3
A general accurate approximation for pricing and hedging basket options with exact moment matching
Wu, Feifan
;
Diao, Xundi
;
Wu, Chongfeng
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 68-86
Persistent link: https://www.econbiz.de/10012306166
Saved in:
4
Volatility surface calibration to illiquid options
Nagy, László
;
Ormos, Mihály
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 87-96
Persistent link: https://www.econbiz.de/10012306175
Saved in:
5
A closed-form solution for the global quadratic hedging of options under geometric Gaussian random walks
Godin, Frédéric
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 97-107
Persistent link: https://www.econbiz.de/10012306177
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6
Range-curtailing for options with discrete dividend payments under general diffusions
Thakoor, Deeveya
;
Bhuruth, Muddun
- In:
The journal of derivatives : the official publication …
26
(
2019
)
4
,
pp. 9-34
Persistent link: https://www.econbiz.de/10012306182
Saved in:
7
A simple accurate binomial tree for pricing options on stocks with know dollar dividends
Guo, Shuxin
;
Liu, Qiang
- In:
The journal of derivatives : the official publication …
26
(
2019
)
4
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012306189
Saved in:
8
A stochastic-volatility model for pricing power variants of exchange options
Xia, Weixuan
- In:
The journal of derivatives : the official publication …
26
(
2019
)
4
,
pp. 113-127
Persistent link: https://www.econbiz.de/10012306204
Saved in:
9
Testing the predictive ability of corridor implied volatility under GARCH models
Lu, Shan
- In:
Asia-Pacific financial markets
26
(
2019
)
2
,
pp. 129-168
Persistent link: https://www.econbiz.de/10012308051
Saved in:
10
Term structure models during the global financial crisis: a parsimonious text mining approach
Nishimura, Kiyohiko G.
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
26
(
2019
)
3
,
pp. 297-337
Persistent link: https://www.econbiz.de/10012309663
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