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~isPartOf:"International journal of financial engineering"
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Search: subject:"Option"
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Option pricing theory
116
Optionspreistheorie
116
Stochastic process
56
Stochastischer Prozess
56
Volatility
47
Volatilität
47
Option trading
32
Optionsgeschäft
32
Derivat
24
Derivative
24
Black-Scholes model
22
Black-Scholes-Modell
22
Portfolio selection
14
Portfolio-Management
14
Yield curve
14
Zinsstruktur
14
Credit risk
13
Kreditrisiko
13
CAPM
10
option pricing
10
Experiment
9
Interest rate derivative
9
Option pricing
9
Zinsderivat
9
Credit derivative
8
Kreditderivat
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Hedging
7
Statistical distribution
7
Statistische Verteilung
7
Swap
7
Analysis
6
Estimation theory
6
Mathematical analysis
6
Schätztheorie
6
Finanzmathematik
5
Implied volatility
5
Incomplete market
5
Lévy processes
5
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Undetermined
106
Free
6
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Article
122
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Article in journal
122
Aufsatz in Zeitschrift
122
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English
122
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Giribone, Pier Giuseppe
6
Ligato, Simone
4
Cui, Zhenyu
3
Liu, Allen
3
Mi, Yanhui
3
Schoutens, Wim
3
Takahashi, Akihiko
3
Ahlip, Rehez
2
Arai, Takuji
2
Dastranj, Elham
2
De Spiegeleer, Jan
2
Engelmann, Bernd
2
Karlsson, Patrik
2
Khedher, Asma
2
Lalit, Prasad Narahar
2
Lo, C. F.
2
Lorig, Matthew
2
Mehrdoust, Farshid
2
Michielon, Matteo
2
Mulas, Martina
2
Park, Laurence A. F.
2
Prodan, Ante
2
Purohit, Seema Uday
2
Radoičić, Radoš
2
SenGupta, Indranil
2
Spreij, Peter
2
Stefanica, Dan
2
Tong, Zhigang
2
Wirjanto, Tony S.
2
Yen, Joseph
2
Zhang, Shengliang
2
Zhong, Yangfan
2
Adinya, Ini
1
Aghili, A.
1
Bangur, P.
1
Bangur, R.
1
Barger, Weston
1
Bottasso, Anna
1
Brigo, Damiano
1
Burro, Giacomo
1
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Published in...
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International journal of financial engineering
International journal of theoretical and applied finance
554
The journal of futures markets
553
Journal of banking & finance
386
Mathematical finance : an international journal of mathematics, statistics and financial theory
298
The journal of derivatives : the official publication of the International Association of Financial Engineers
290
Applied mathematical finance
272
The journal of computational finance
271
Finance and stochastics
251
Quantitative finance
218
Review of derivatives research
213
Finance research letters
200
Journal of financial economics
183
Journal of economic dynamics & control
172
European journal of operational research : EJOR
157
The review of financial studies
155
Insurance / Mathematics & economics
151
NBER working paper series
146
Working paper / National Bureau of Economic Research, Inc.
143
The journal of finance : the journal of the American Finance Association
135
Journal of financial and quantitative analysis : JFQA
127
Research paper series / Swiss Finance Institute
126
International review of financial analysis
125
Computational economics
123
The North American journal of economics and finance : a journal of financial economics studies
122
The European journal of finance
120
Journal of mathematical finance
117
Review of quantitative finance and accounting
112
Risks : open access journal
112
International review of economics & finance : IREF
111
The journal of fixed income
108
NBER Working Paper
105
MPRA Paper
104
Asia-Pacific financial markets
97
Journal of empirical finance
89
Management science : journal of the Institute for Operations Research and the Management Sciences
89
Energy economics
86
Applied economics
85
Journal of econometrics
84
Applied financial economics
82
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ECONIS (ZBW)
122
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122
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1
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Saved in:
2
A fundamental approach to corporate bond options
Simozar, Saied
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014574997
Saved in:
3
Managing the risk of embedded options in non-traded credit using portfolio modeling
Engelmann, Bernd
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014444472
Saved in:
4
The binomial
option
pricing model : the trouble with dividends
Tian, Yisong Sam
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014444726
Saved in:
5
Double barrier American put
option
pricing under uncertain volatility model
Zaineb, El Kharrazi
;
Sahar, Saoud
;
Zouhir, Mahani
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012662317
Saved in:
6
Binomial tree method for
option
pricing : discrete Carr and Madan formula approach
Muroi, Yoshifumi
;
Saeki, Ryota
;
Suda, Shintaro
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012662360
Saved in:
7
On bank's risk incentives under deposit insurance system
Seta, Hiroki
;
Inoue, Hiroshi
- In:
International journal of financial engineering
6
(
2019
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012314542
Saved in:
8
Liquidity-free implied volatilities : an approach using conic finance
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012815112
Saved in:
9
Properties of Indian stock market : evidence using strap
option
strategy
Bangur, P.
;
Singh, M. Kumar
;
Singh, P. Kumar
;
Bangur, R.
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012815121
Saved in:
10
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
Saved in:
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