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~isPartOf:"European journal of operational research : EJOR"
~subject:"Behavioural finance"
~subject:"Optionsgeschäft"
~subject:"Risk"
~subject:"USA"
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Behavioural finance
Optionsgeschäft
Risk
USA
Option trading
29
Option pricing theory
27
Optionspreistheorie
27
Derivat
11
Derivative
11
Finance
9
Stochastic process
9
Stochastischer Prozess
9
Volatility
9
Volatilität
9
Option pricing
5
Asian option
4
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Option contract
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Unvollkommener Markt
2
Variance risk premium
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Vertragstheorie
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3
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3
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Peña, Javier
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2
Alibeiki, Hedayat
1
Bandi, Chaithanya
1
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1
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1
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Hwee Huat Tan
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1
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1
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European journal of operational research : EJOR
The journal of futures markets
194
International journal of theoretical and applied finance
111
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
Finance research letters
64
The journal of computational finance
60
Quantitative finance
58
Applied mathematical finance
55
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
Finance and stochastics
43
Journal of financial economics
41
The North American journal of economics and finance : a journal of financial economics studies
41
International review of economics & finance : IREF
34
Journal of financial markets
34
International journal of financial engineering
32
Journal of financial and quantitative analysis : JFQA
32
Computational economics
30
The review of financial studies
30
Working paper / National Bureau of Economic Research, Inc.
30
International review of financial analysis
27
Journal of mathematical finance
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
Research paper series / Swiss Finance Institute
27
Review of quantitative finance and accounting
27
NBER working paper series
26
The European journal of finance
24
The journal of finance : the journal of the American Finance Association
24
Asia-Pacific financial markets
22
Wiley trading series
22
Applied economics
20
Applied financial economics
20
Risks : open access journal
20
NBER Working Paper
19
Swiss Finance Institute Research Paper
19
Journal of risk and financial management : JRFM
18
Annals of finance
17
The journal of derivatives : JOD
17
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ECONIS (ZBW)
29
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1
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
2
To expand and to abandon : real options under asset variance risk premium
Alibeiki, Hedayat
;
Lotfaliei, Babak
- In:
European journal of operational research : EJOR
300
(
2022
)
2
,
pp. 771-787
Persistent link: https://www.econbiz.de/10013207304
Saved in:
3
Moving average options : machine learning and Gauss-Hermite quadrature for a double non-Markovian problem
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 958-974
Persistent link: https://www.econbiz.de/10013364051
Saved in:
4
The complete Gaussian kernel in the multi-factor Heston model : option pricing and implied volatility applications
Recchioni, Maria Cristina
;
Iori, Giulia
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 336-360
Persistent link: https://www.econbiz.de/10012502484
Saved in:
5
Option valuation under no-arbitrage constraints with neural networks
Cao, Yi
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 361-374
Persistent link: https://www.econbiz.de/10012502485
Saved in:
6
Pricing discretely-monitored double barrier options with small probabilities of execution
Kontosakos, Vasileios E.
;
Mendonca, Keegan
;
Pantelous, …
- In:
European journal of operational research : EJOR
290
(
2021
)
1
,
pp. 313-330
Persistent link: https://www.econbiz.de/10012436366
Saved in:
7
General multilevel Monte Carlo methods for pricing discretely monitored Asian options
Kahalé, Nabil
- In:
European journal of operational research : EJOR
287
(
2020
)
2
,
pp. 739-748
Persistent link: https://www.econbiz.de/10012293946
Saved in:
8
VIX derivatives, hedging and vol-of-vol risk
Kaeck, Andreas
;
Seeger, Norman
- In:
European journal of operational research : EJOR
283
(
2020
)
2
,
pp. 767-782
Persistent link: https://www.econbiz.de/10012294919
Saved in:
9
General lattice methods for arithmetic Asian options
Gambaro, Anna Maria
;
Kyriakou, Ioannis
;
Fusai, Gianluca
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 1185-1199
Persistent link: https://www.econbiz.de/10012161893
Saved in:
10
Recursive lower and dual upper bounds for Bermudan-style options
Ibáñez, Alfredo
;
Velasco, Carlos
- In:
European journal of operational research : EJOR
280
(
2020
)
2
,
pp. 730-740
Persistent link: https://www.econbiz.de/10012132467
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