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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~source:"econis"
~subject:"Theorie"
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Theorie
Option trading
47
Optionsgeschäft
47
Option pricing theory
36
Optionspreistheorie
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16
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16
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10
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options
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Ahn, Hyungsok
1
Becchere, Giovanni
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Curran, Michael
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Dai, Min
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Fujii, Masaaki
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Fujita, Takahiko
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Kwok, Yue-Kuen
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Powers, Eric
1
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Asia-Pacific financial markets
Management science : journal of the Institute for Operations Research and the Management Sciences
Mathematical finance : an international journal of mathematics, statistics and financial theory
34
The journal of derivatives : the official publication of the International Association of Financial Engineers
31
The journal of futures markets
29
Finance and stochastics
26
Journal of banking & finance
24
International journal of theoretical and applied finance
23
Review of derivatives research
16
The journal of computational finance
15
The review of financial studies
15
Journal of economic dynamics & control
11
Journal of financial economics
11
Working paper / National Bureau of Economic Research, Inc.
11
Applied mathematical finance
10
Finance : revue de l'Association Française de Finance
10
Finanzmarkt und Portfolio-Management
8
Journal of financial markets
8
NBER working paper series
8
The journal of finance : the journal of the American Finance Association
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
NBER Working Paper
7
Discussion paper / Centre for Economic Policy Research
6
International review of economics & finance : IREF
6
Journal of financial and quantitative analysis : JFQA
6
Report / Erasmus Center for Financial Research, Erasmus University
6
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
Journal of econometrics
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
wi - Wirtschaft
5
CREATES research paper
4
Discussion paper / Center for Economic Research, Tilburg University
4
Discussion paper / Tinbergen Institute
4
Finance research letters
4
Journal of international financial markets, institutions & money
4
Journal of risk and financial management : JRFM
4
The European journal of finance
4
The journal of risk and insurance : the journal of the American Risk and Insurance Association
4
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
Advances in finance and stochastics : essays in honour of Dieter Sondermann
3
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ECONIS (ZBW)
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1
The optimality of call provision terms
Powers, Eric
- In:
Management science : journal of the Institute for …
67
(
2021
)
10
,
pp. 6581-6601
Persistent link: https://www.econbiz.de/10012666730
Saved in:
2
An FBSDE approach to American option pricing with an interacting particle method
Fujii, Masaaki
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 239-260
Persistent link: https://www.econbiz.de/10011524808
Saved in:
3
Optimal policies of call with notice period requirement
Dai, Min
;
Kwok, Yue-Kuen
- In:
Asia-Pacific financial markets
12
(
2005
)
4
,
pp. 353-373
Persistent link: https://www.econbiz.de/10003496713
Saved in:
4
Edokko options : a new framework of barrier options
Fujita, Takahiko
;
Miura, Ryozo
- In:
Asia-Pacific financial markets
9
(
2002
)
2
,
pp. 141-151
Persistent link: https://www.econbiz.de/10001758329
Saved in:
5
On pricing exponential square root barrier knockout European options
Morimoto, Mayumi
;
Takahashi, Hajime
- In:
Asia-Pacific financial markets
9
(
2002
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10001722344
Saved in:
6
Hedging American options in Merton's model : a locally risk minimizing approach
Becchere, Giovanni
;
Mulinacci, Sabrina
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 153-170
Persistent link: https://www.econbiz.de/10001449313
Saved in:
7
Exotic passport options
Penaud, Antony
;
Wilmott, Paul
;
Ahn, Hyungsok
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 171-182
Persistent link: https://www.econbiz.de/10001449321
Saved in:
8
Evaluation of the Asian option by the dual martingale measure
Shirakawa, Hiroshi
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 183-194
Persistent link: https://www.econbiz.de/10001449324
Saved in:
9
Valuing Asian and portfolio options by conditioning on the geometric mean price
Curran, Michael
- In:
Management science : journal of the Institute for …
40
(
1994
)
12
,
pp. 1705-1711
Persistent link: https://www.econbiz.de/10001176662
Saved in:
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