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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Option pricing theory"
~subject:"Yield curve"
~type_genre:"Aufsatz in Zeitschrift"
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Option pricing theory
Yield curve
Derivat
66
Derivative
66
Theorie
22
Theory
22
USA
19
United States
19
Optionspreistheorie
17
Credit risk
9
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Aufsatz in Zeitschrift
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Bessembinder, Hendrik
1
Broadie, Mark
1
Cadle, John
1
Chateauneuf, Alain
1
Chiang, Mi-Hsiu
1
Chu, Chi Chiu
1
Chuang, Ming-Che
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1
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1
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1
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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
112
Applied mathematical finance
66
Review of derivatives research
44
Quantitative finance
43
The journal of futures markets
40
Journal of banking & finance
39
The journal of computational finance
34
Journal of mathematical finance
32
European journal of operational research : EJOR
30
Mathematical finance : an international journal of mathematics, statistics and financial theory
25
Energy economics
24
International journal of financial engineering
23
The European journal of finance
23
Risks : open access journal
22
Journal of economic dynamics & control
21
The journal of derivatives : JOD
21
Finance and stochastics
20
The North American journal of economics and finance : a journal of financial economics studies
20
International review of financial analysis
17
Finance research letters
16
Journal of econometrics
16
Applied economics letters
15
Computational economics
15
Insurance / Mathematics & economics
14
Annals of finance
13
International review of economics & finance : IREF
13
Journal of financial economics
13
Journal of risk and financial management : JRFM
12
Applied economics
11
Journal of financial and quantitative analysis : JFQA
10
Mathematical finance : an international journal of mathematics, statistics and financial economics
10
Asia-Pacific financial markets
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
The journal of fixed income
9
Economic modelling
8
Journal of empirical finance
8
Mathematics and financial economics
8
Theoretical economics letters
8
Applied financial economics
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ECONIS (ZBW)
20
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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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