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isPartOf:"The European journal of finance"
~subject:"Derivat"
~subject:"Stochastic process"
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Derivat
Stochastic process
Option trading
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Option pricing theory
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17
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8
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Romagnoli, Silvia
2
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The European journal of finance
International journal of theoretical and applied finance
45
The journal of futures markets
35
Quantitative finance
29
Applied mathematical finance
25
Review of derivatives research
24
The North American journal of economics and finance : a journal of financial economics studies
20
Journal of banking & finance
18
Journal of economic dynamics & control
18
The journal of computational finance
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Finance research letters
17
International journal of financial engineering
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European journal of operational research : EJOR
16
International review of economics & finance : IREF
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Finance and stochastics
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Journal of mathematical finance
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The journal of derivatives : JOD
13
Annals of finance
10
Risks : open access journal
10
Journal of financial markets
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
Economic modelling
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Journal of econometrics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Asia-Pacific financial markets
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Insurance / Mathematics & economics
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Review of quantitative finance and accounting
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Applied economics letters
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International review of financial analysis
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Research paper series / Swiss Finance Institute
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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1
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes
Li, Zelei
;
Tang, Dan
;
Wang, Xingchun
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1406-1431
Persistent link: https://www.econbiz.de/10014323018
Saved in:
2
How Spanish options market smiles in summer : an empirical analysis for options on IBEX-35
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 153-169
Persistent link: https://www.econbiz.de/10011736237
Saved in:
3
Hedging of Asian options under exponential Lévy models : computation and performance
Ballotta, Laura
;
Gerrard, Russell
;
Kyriakou, Ioannis
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 297-323
Persistent link: https://www.econbiz.de/10011736257
Saved in:
4
Pricing volatility options under stochastic skew with application to the VIX index
Marabel Romo, Jacinto
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 353-374
Persistent link: https://www.econbiz.de/10011736265
Saved in:
5
The intraday determination of liquidity in the NYSE LIFFE equity option markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Chen, XiaoHua
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1164-1188
Persistent link: https://www.econbiz.de/10011715335
Saved in:
6
A generalized approach to optimal hedging with option contracts
Bajo, Emanuele
;
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
The European journal of finance
21
(
2015
)
7/9
,
pp. 714-733
Persistent link: https://www.econbiz.de/10011302047
Saved in:
7
Multivariate digital options with memory
Cherubini, Umberto
;
Romagnoli, Silvia
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 649-660
Persistent link: https://www.econbiz.de/10009509839
Saved in:
8
Analysing bank-issued option pricing
Abad Díaz, David
;
Nieto Domenech, Belen
- In:
The European journal of finance
17
(
2011
)
1/2
,
pp. 49-65
Persistent link: https://www.econbiz.de/10009155464
Saved in:
9
A study on the efficiency of the market for Dutch long-term call options
Roon, Frans de
;
Veld, Chris H.
;
Wei, Jun
- In:
The European journal of finance
4
(
1998
)
2
,
pp. 93-111
Persistent link: https://www.econbiz.de/10001439497
Saved in:
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