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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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Option pricing theory
203
Optionspreistheorie
203
Theorie
123
Theory
123
Option trading
86
Optionsgeschäft
86
Volatility
51
Volatilität
51
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48
United States
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Black-Scholes-Modell
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Derivat
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Stochastischer Prozess
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Aktienoption
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Chen, Son-nan
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Wu, Ting-pin
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Hull, John
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White, Alan
6
Ederington, Louis H.
4
Fabozzi, Frank J.
4
Ritchken, Peter H.
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Tian, Yisong Sam
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Wu, Liuren
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Chaput, J. Scott
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Klein, Peter
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Newton, David P.
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Rich, Don R.
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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
554
The journal of futures markets
542
Journal of banking & finance
386
Mathematical finance : an international journal of mathematics, statistics and financial theory
298
Applied mathematical finance
268
The journal of computational finance
267
Finance and stochastics
251
Review of derivatives research
213
Quantitative finance
208
Journal of financial economics
183
Finance research letters
176
Journal of economic dynamics & control
169
European journal of operational research : EJOR
155
The review of financial studies
155
Insurance / Mathematics & economics
151
NBER working paper series
145
Working paper / National Bureau of Economic Research, Inc.
143
The journal of finance : the journal of the American Finance Association
133
Research paper series / Swiss Finance Institute
126
Journal of financial and quantitative analysis : JFQA
125
The North American journal of economics and finance : a journal of financial economics studies
122
International journal of financial engineering
121
International review of financial analysis
120
The European journal of finance
119
Journal of mathematical finance
117
Computational economics
116
Review of quantitative finance and accounting
111
International review of economics & finance : IREF
108
Risks : open access journal
108
The journal of fixed income
108
NBER Working Paper
105
MPRA Paper
104
Asia-Pacific financial markets
97
Management science : journal of the Institute for Operations Research and the Management Sciences
86
Journal of empirical finance
85
Applied economics
84
Journal of econometrics
84
Applied financial economics
82
Energy economics
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ECONIS (ZBW)
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51
A stochastic-volatility model for pricing power variants of exchange options
Xia, Weixuan
- In:
The journal of derivatives : the official publication …
26
(
2019
)
4
,
pp. 113-127
Persistent link: https://www.econbiz.de/10012306204
Saved in:
52
Market pricing of exotic structured products : the case of multi-asset barrier reverse convertibles in Switzerland
Wallmeier, Martin
;
Diethelm, Martin
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
2
,
pp. 59-72
Persistent link: https://www.econbiz.de/10003925809
Saved in:
53
Empirical properties of straddle returns
Goltz, Felix
;
Lai, Wan Ni
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
1
,
pp. 38-48
Persistent link: https://www.econbiz.de/10003892317
Saved in:
54
A guide to FX options quoting conventions
Reiswich, Dimitri
;
Wystup, Uwe
- In:
The journal of derivatives : the official publication …
18
(
2010
)
2
,
pp. 58-68
Persistent link: https://www.econbiz.de/10008771850
Saved in:
55
Barrier options on spot LIBOR rates under multi-factor Gaussian HJM model
Nunes, Joaõ Pedro Vidal
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 61-81
Persistent link: https://www.econbiz.de/10003379130
Saved in:
56
On the pricing of power and other polynomial options
Macovschi, Stefan
;
Quittard-Pinon, François
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 61-71
Persistent link: https://www.econbiz.de/10003346507
Saved in:
57
Fast pricing of cliquet options with global floor
Kjaer, Mats
- In:
The journal of derivatives : the official publication …
14
(
2006
)
2
,
pp. 47-60
Persistent link: https://www.econbiz.de/10003400052
Saved in:
58
Calibration risk for exotic options
Detlefsen, K.
;
Härdle, Wolfgang
- In:
The journal of derivatives : the official publication …
14
(
2007
)
4
,
pp. 47-63
Persistent link: https://www.econbiz.de/10003498957
Saved in:
59
Ratio spreads
Chaput, J. Scott
;
Ederington, Louis H.
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 41-57
Persistent link: https://www.econbiz.de/10003673354
Saved in:
60
The fallacy of fully dividend-protected stock options and convertible bonds
Zimmermann, Paul
- In:
The journal of derivatives : the official publication …
23
(
2016
)
3
,
pp. 61-72
Persistent link: https://www.econbiz.de/10011687226
Saved in:
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