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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Option trading
86
Optionsgeschäft
86
Option pricing theory
47
Theorie
31
Theory
31
Volatility
19
Volatilität
19
USA
14
United States
14
Hedging
11
Black-Scholes model
10
Black-Scholes-Modell
10
Börsenkurs
6
Share price
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Estimation
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Schätzung
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Stochastic process
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Stochastischer Prozess
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Bid-ask spread
4
Derivat
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Derivative
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Geld-Brief-Spanne
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Index
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Index number
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Portfolio selection
4
Portfolio-Management
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Statistical distribution
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Statistische Verteilung
4
Aktienmarkt
3
Monte Carlo simulation
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Monte-Carlo-Simulation
3
Securities trading
3
Stock market
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Swap
3
Wertpapierhandel
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Aktienindex
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Chen, Son-nan
3
Wu, Ting-pin
3
Chang, Jui-jane
2
Nunes, Joaõ Pedro Vidal
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Orosi, Greg
2
Weide, Hans van der
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Ahn, Dong-Hyun
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Albrecher, Hansjörg
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Chin, Faith
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Christoffersen, Peter F.
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Das, Sanjiv R.
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Deng, Shi-jie
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Dhaene, Jan
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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
83
The journal of futures markets
79
Review of derivatives research
58
The journal of computational finance
57
Applied mathematical finance
51
Quantitative finance
49
Journal of banking & finance
43
Finance research letters
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
38
Journal of economic dynamics & control
37
The North American journal of economics and finance : a journal of financial economics studies
36
International journal of financial engineering
31
Finance and stochastics
28
Computational economics
27
European journal of operational research : EJOR
27
Journal of mathematical finance
26
Research paper series / Swiss Finance Institute
22
International review of economics & finance : IREF
21
Journal of financial economics
21
Asia-Pacific financial markets
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Risks : open access journal
18
Review of quantitative finance and accounting
17
The European journal of finance
17
The journal of derivatives : JOD
16
Economic modelling
15
Insurance / Mathematics & economics
15
Applied economics
14
Swiss Finance Institute Research Paper
14
Journal of risk and financial management : JRFM
13
Annals of finance
12
Decisions in economics and finance : DEF ; a journal of applied mathematics
12
Journal of financial markets
11
Energy economics
10
International review of financial analysis
10
Journal of derivatives & hedge funds
10
Journal of risk
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Operations research letters
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Theoretical economics letters
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ECONIS (ZBW)
47
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A general accurate approximation for pricing and hedging basket options with exact moment matching
Wu, Feifan
;
Diao, Xundi
;
Wu, Chongfeng
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 68-86
Persistent link: https://www.econbiz.de/10012306166
Saved in:
2
Volatility surface calibration to illiquid options
Nagy, László
;
Ormos, Mihály
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 87-96
Persistent link: https://www.econbiz.de/10012306175
Saved in:
3
A simple accurate binomial tree for pricing options on stocks with know dollar dividends
Guo, Shuxin
;
Liu, Qiang
- In:
The journal of derivatives : the official publication …
26
(
2019
)
4
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012306189
Saved in:
4
An alternative option to portfolio rebalancing
Israelov, Roni
;
Tummala, Harsha
- In:
The journal of derivatives : the official publication …
25
(
2018
)
3
,
pp. 7-32
Persistent link: https://www.econbiz.de/10011941325
Saved in:
5
Forgive, or award your debtor? : a barrier option approach
Sun, David
;
Chen, Chun-Da
- In:
The journal of derivatives : the official publication …
26
(
2018
)
1
,
pp. 67-95
Persistent link: https://www.econbiz.de/10011968674
Saved in:
6
Curve-fitting method for implied volatility
Wu, Desheng Dash
;
Liu, Tianxiang
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 19-37
Persistent link: https://www.econbiz.de/10011968684
Saved in:
7
Options decimalization
Chin, Faith
;
Garriott, Corey
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 88-103
Persistent link: https://www.econbiz.de/10011931871
Saved in:
8
A simple closed-form formula for pricing basket options
Kan, Kin Hung
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 104-110
Persistent link: https://www.econbiz.de/10011931875
Saved in:
9
On pricing Asian options under stochastic volatility
Russo, Emilio
;
Staino, Alessandro
- In:
The journal of derivatives : the official publication …
23
(
2016
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10011687238
Saved in:
10
In-out parity relations for American-style barrier options
Ruas, João Pedro
;
Nunes, Joaõ Pedro Vidal
;
Simão, …
- In:
The journal of derivatives : the official publication …
23
(
2016
)
4
,
pp. 20-32
Persistent link: https://www.econbiz.de/10011687243
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