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subject:"Derivative"
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Derivative
Option pricing theory
15
Option trading
15
Optionsgeschäft
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Optionspreistheorie
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Derivat
5
Stochastic process
4
Stochastischer Prozess
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Option pricing
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Black-Scholes model
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Fast Fourier transform
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50 ETF
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Chen, Rongda
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Gao, Y.
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Kabir, M. Humayun
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Kim, Bara
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Kim, Hwa-sung
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Kim, Jerim
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Liang, Jin
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Siu, Tak Kuen
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Economic modelling
The journal of futures markets
24
International journal of theoretical and applied finance
22
Review of derivatives research
17
Applied mathematical finance
16
International journal of financial engineering
13
International review of economics & finance : IREF
13
Journal of banking & finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Finance research letters
12
Journal of financial economics
12
Quantitative finance
12
The journal of derivatives : JOD
12
European journal of operational research : EJOR
11
Journal of economic dynamics & control
8
Journal of financial markets
8
Journal of mathematical finance
8
The European journal of finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Risks : open access journal
7
International review of financial analysis
6
Applied economics letters
5
Computational economics
5
Energy economics
5
Global finance journal
5
Journal of econometrics
5
Review of quantitative finance and accounting
5
The journal of computational finance
5
The journal of finance : the journal of the American Finance Association
5
wi - Wirtschaft
5
Always learning
4
Annals of finance
4
Applied financial economics
4
Cogent economics & finance
4
Finance and stochastics
4
Journal of derivatives & hedge funds
4
Journal of risk and financial management : JRFM
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Mathematics and financial economics
4
Research bulletin / The Institute of Cost Accountants of India
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ECONIS (ZBW)
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An improved framework for approximating option prices with application to option portfolio hedging
Mozumder, Sharif
;
Dempsey, Michael
;
Kabir, M. Humayun
; …
- In:
Economic modelling
59
(
2016
),
pp. 285-296
Persistent link: https://www.econbiz.de/10011647843
Saved in:
2
Valuing commodity options and futures options with changing economic conditions
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
Economic modelling
51
(
2015
),
pp. 524-533
Persistent link: https://www.econbiz.de/10011476145
Saved in:
3
Pricing perpetual American CatEPut options when stock prices are correlated with catastrophe losses
Kim, Hwa-sung
;
Kim, Bara
;
Kim, Jerim
- In:
Economic modelling
41
(
2014
),
pp. 15-22
Persistent link: https://www.econbiz.de/10010438507
Saved in:
4
A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions
Chen, Rongda
;
Yu, Lean
- In:
Economic modelling
35
(
2013
),
pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
Saved in:
5
Calibration of implied volatility for the exchange rate for the Chinese Yuan from its derivatives
Liang, Jin
;
Gao, Y.
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1278-1285
Persistent link: https://www.econbiz.de/10009667379
Saved in:
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