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~isPartOf:"The journal of business : B"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Option pricing theory"
~subject:"Portfolio-Management"
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Option pricing theory
Portfolio-Management
Derivat
94
Derivative
94
Theorie
34
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34
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30
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28
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18
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Branger, Nicole
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1
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The journal of business : B
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
111
Applied mathematical finance
63
Review of derivatives research
47
The journal of futures markets
46
Quantitative finance
44
Journal of banking & finance
42
European journal of operational research : EJOR
39
The journal of computational finance
34
Journal of mathematical finance
32
Energy economics
30
Finance and stochastics
29
Mathematical finance : an international journal of mathematics, statistics and financial theory
28
SpringerLink / Bücher
27
International journal of financial engineering
25
Journal of economic dynamics & control
25
The European journal of finance
25
Risks : open access journal
22
The journal of derivatives : JOD
22
Finance research letters
21
The North American journal of economics and finance : a journal of financial economics studies
21
Computational economics
19
Insurance / Mathematics & economics
16
International review of economics & finance : IREF
16
International review of financial analysis
16
Annals of finance
15
Journal of econometrics
15
Applied economics
14
Wiley finance series
14
Applied economics letters
13
Research paper series / Swiss Finance Institute
13
SFB 649 discussion paper
13
Journal of financial and quantitative analysis : JFQA
12
Journal of financial economics
12
Journal of risk and financial management : JRFM
12
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
The journal of fixed income
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Economic modelling
11
Gabler Edition Wissenschaft
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NBER working paper series
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ECONIS (ZBW)
24
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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
The second partial derivative of option price with respect to the strike : a historical reminiscence
Zimmermann, Heinz
- In:
The journal of derivatives : the official publication …
25
(
2018
)
3
,
pp. 81-87
Persistent link: https://www.econbiz.de/10011941351
Saved in:
3
Pricing the deflation protection option in TIPS using and HJM model with inflation- and interest-rate jumps
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Chiang, Mi-Hsiu
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 50-69
Persistent link: https://www.econbiz.de/10011968699
Saved in:
4
Comonotonic Monte Carlo simulation and its applications in option pricing and quantification of risk
Chateauneuf, Alain
;
Mostoufi, Mina
;
Vyncke, David
- In:
The journal of derivatives : the official publication …
24
(
2016
)
1
,
pp. 18-28
Persistent link: https://www.econbiz.de/10011687326
Saved in:
5
A new model for pricing collateralized financial derivatives
Xiao, Tim
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
,
pp. 8-20
Persistent link: https://www.econbiz.de/10011687345
Saved in:
6
Counterparty credit risk and American options
Klein, Peter
;
Yang, Jun
- In:
The journal of derivatives : the official publication …
20
(
2013
)
4
,
pp. 7-21
Persistent link: https://www.econbiz.de/10009760552
Saved in:
7
Pricing contingent convertibles : a derivatives approach
De Spiegeleer, Jan
;
Schoutens, Wim
- In:
The journal of derivatives : the official publication …
20
(
2012
)
2
,
pp. 27-36
Persistent link: https://www.econbiz.de/10009718109
Saved in:
8
A multi-parameter extension of Figlewski’s option-pricing formula
Orosi, Greg
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 72-82
Persistent link: https://www.econbiz.de/10009316794
Saved in:
9
Meteorological forecasts and the pricing of temperature futures
Ritter, Matthias
;
Mußhoff, Oliver
;
Odening, Martin
- In:
The journal of derivatives : the official publication …
19
(
2011
)
2
,
pp. 45-60
Persistent link: https://www.econbiz.de/10009413613
Saved in:
10
The bino-trinomial tree : a simple model for efficient and accurate option pricing
Dai, Tian-shyr
;
Lyuu, Yuh-dauh
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003985505
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