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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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Option pricing theory
280
Optionspreistheorie
280
Theorie
149
Theory
149
Option trading
108
Optionsgeschäft
108
Volatility
73
Volatilität
73
USA
49
United States
49
Black-Scholes model
46
Black-Scholes-Modell
46
Stochastic process
45
Stochastischer Prozess
45
Yield curve
41
Zinsstruktur
41
Derivat
33
Derivative
33
Hedging
31
Interest rate derivative
28
Zinsderivat
28
Credit risk
23
Estimation
23
Kreditrisiko
23
Schätzung
23
Credit derivative
21
Kreditderivat
21
Swap
21
Aktienoption
19
Stock option
19
CAPM
17
Statistical distribution
16
Statistische Verteilung
16
Monte Carlo simulation
13
Monte-Carlo-Simulation
13
Currency option
12
Devisenoption
12
Markov chain
12
Markov-Kette
12
Risikoprämie
12
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English
387
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Takahashi, Akihiko
10
Chen, Son-nan
7
Wu, Ting-pin
7
Hull, John
6
White, Alan
6
Ederington, Louis H.
4
Fabozzi, Frank J.
4
Fujita, Takahiko
4
Ritchken, Peter H.
4
Tian, Yisong Sam
4
Wu, Liuren
4
Carr, Peter
3
Chaput, J. Scott
3
Fujii, Masaaki
3
Hui, Cho H.
3
Kariya, Takeaki
3
Kim, Yong-jin
3
Klebaner, Fima C.
3
Klein, Peter
3
Kwok, Yue-Kuen
3
Madan, Dilip B.
3
Muroi, Yoshifumi
3
Newton, David P.
3
Orosi, Greg
3
Rich, Don R.
3
Rosenberg, Joshua V.
3
Russo, Emilio
3
Schoutens, Wim
3
Shirakawa, Hiroshi
3
Sundaram, Rangarajan K.
3
Takaoka, Koichiro
3
Wei, Jason
3
Yamada, Yuji
3
Beliaeva, Natalia A.
2
Bennett, Michael N.
2
Bernard, Carole
2
Boyle, Phelim P.
2
Broadie, Mark
2
Chance, Don M.
2
Chang, Jui-jane
2
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Asia-Pacific financial markets
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
173
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
124
The North American journal of economics and finance : a journal of financial economics studies
122
International review of financial analysis
120
International journal of financial engineering
119
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
Management science : journal of the Institute for Operations Research and the Management Sciences
86
Journal of empirical finance
85
Journal of econometrics
84
Applied economics
83
Applied financial economics
82
Energy economics
80
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ECONIS (ZBW)
387
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1
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:
2
A numerical scheme for expectations with first hitting time to smooth boundary
Hishida, Yuji
;
Ishigaki, Yuta
;
Okumura, Toshiki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 553-565
Persistent link: https://www.econbiz.de/10012309819
Saved in:
3
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:
4
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:
5
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:
6
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
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
The end of the month
option
and other embedded options in futures contracts
Lindensjö, Kristoffer
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 69-83
Persistent link: https://www.econbiz.de/10011619869
Saved in:
9
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:
10
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
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