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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~type_genre:"Article in journal"
~type_genre:"Sammelwerk"
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Option pricing theory
203
Optionspreistheorie
203
Theorie
118
Theory
118
Option trading
54
Optionsgeschäft
54
Volatility
42
Volatilität
42
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Chen, Son-nan
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The journal of derivatives : the official publication of the International Association of Financial Engineers
European journal of operational research : EJOR
645
International journal of theoretical and applied finance
576
Management science : journal of the Institute for Operations Research and the Management Sciences
564
Journal of banking & finance
553
Economics letters
515
Journal of financial economics
459
Energy economics
447
Finance research letters
407
International journal of industrial organization
396
Journal of economic dynamics & control
396
Journal of revenue and pricing management
395
International journal of production economics
368
Mathematical finance : an international journal of mathematics, statistics and financial theory
361
The journal of futures markets
359
The review of financial studies
350
The journal of finance : the journal of the American Finance Association
349
Applied economics
340
Finance and stochastics
316
Applied mathematical finance
289
The journal of computational finance
267
Economic modelling
251
Quantitative finance
250
International review of financial analysis
236
The journal of real estate finance and economics
234
Transportation research / E : an international journal
230
Journal of empirical finance
228
International journal of production research
224
International review of economics & finance : IREF
219
Journal of business research : JBR
218
Journal of air transport management
215
Journal of financial and quantitative analysis : JFQA
214
Journal of economic theory
212
Applied economics letters
205
The journal of industrial economics
195
Insurance / Mathematics & economics
193
Review of derivatives research
189
The American economic review
187
Journal of regulatory economics
186
The Rand journal of economics
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ECONIS (ZBW)
243
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1
Another look at the Ho-Lee bond option
pricing
model
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 48-53
Persistent link: https://www.econbiz.de/10011965408
Saved in:
2
A flexible lattice model for
pricing
contingent claims under multiple risk factors
Russo, Emilio
;
Staino, Alessandro
- In:
The journal of derivatives : the official publication …
26
(
2018
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10011968670
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
The determinants of CoCo bond prices
Khah, Sara Abed Masror
;
Vermaelen, Theo
;
Wolff, …
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 35-52
Persistent link: https://www.econbiz.de/10012306156
Saved in:
5
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:
6
Ratings arbitrage and structured products
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
20
(
2012
)
1
,
pp. 80-86
Persistent link: https://www.econbiz.de/10009671705
Saved in:
7
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:
8
Calibrating and
pricing
with a stochastic-local volatility model
Tian, Yu
;
Zhu, Zili
;
Lee, Geoffrey
;
Klebaner, Fima C.
; …
- In:
The journal of derivatives : the official publication …
22
(
2015
)
3
,
pp. 21-39
Persistent link: https://www.econbiz.de/10011399673
Saved in:
9
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:
10
On the estimation of the SABR model's beta parameter : the role of hedging in determining the beta parameter
Zhang, Mengfei
;
Fabozzi, Frank J.
- In:
The journal of derivatives : the official publication …
24
(
2016
)
1
,
pp. 48-57
Persistent link: https://www.econbiz.de/10011687328
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