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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Börsenkurs"
~subject:"Option pricing theory"
~subject:"Yield curve"
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Börsenkurs
Option pricing theory
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Derivat
66
Derivative
66
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22
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22
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19
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19
Optionspreistheorie
17
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The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
113
The journal of futures markets
82
Applied mathematical finance
67
Journal of banking & finance
56
Review of derivatives research
46
Quantitative finance
44
The journal of computational finance
34
Journal of mathematical finance
32
European journal of operational research : EJOR
31
The European journal of finance
27
Energy economics
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
26
The North American journal of economics and finance : a journal of financial economics studies
25
International journal of financial engineering
24
International review of financial analysis
24
Risks : open access journal
24
Applied economics letters
23
Finance and stochastics
21
Journal of economic dynamics & control
21
The journal of derivatives : JOD
21
The journal of finance : the journal of the American Finance Association
20
Finance research letters
19
NBER working paper series
19
International review of economics & finance : IREF
18
Journal of econometrics
18
Journal of financial economics
18
SpringerLink / Bücher
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Applied economics
16
Working paper / National Bureau of Economic Research, Inc.
16
Computational economics
15
Annals of finance
14
Insurance / Mathematics & economics
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Journal of financial and quantitative analysis : JFQA
14
Journal of risk and financial management : JRFM
13
NBER Working Paper
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The review of financial studies
13
Applied financial economics
12
Economic modelling
12
Journal of empirical finance
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ECONIS (ZBW)
25
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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
Directional trading across stock limit order book and options markets
Wang, Qin
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 88-97
Persistent link: https://www.econbiz.de/10011687337
Saved in:
6
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:
7
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:
8
Determinants of trading activity on the single-stock future market : evidence from the Eurex Exchange
Białkowski, Je̜drzej
;
Jakubowski, Jacek
- In:
The journal of derivatives : the official publication …
19
(
2012
)
3
,
pp. 29-47
Persistent link: https://www.econbiz.de/10009671108
Saved in:
9
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:
10
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
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