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isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"International journal of financial engineering"
~subject:"Option pricing"
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Option pricing
Option pricing theory
173
Optionspreistheorie
173
Volatility
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Stochastic process
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Option trading
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option pricing
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Arai, Takuji
1
Burro, Giacomo
1
Carr, Peter
1
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Tanksale, Atharva
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Tri Minh Nguyen
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Journal of financial and quantitative analysis : JFQA
International journal of financial engineering
Quantitative finance
29
Computational economics
20
European journal of operational research : EJOR
17
Review of derivatives research
16
Finance research letters
10
The North American journal of economics and finance : a journal of financial economics studies
10
International journal of theoretical and applied finance
9
Journal of banking & finance
9
Finance and stochastics
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Journal of econometrics
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Review of quantitative finance and accounting
6
Asia-Pacific financial markets
5
Economic modelling
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Journal of economic dynamics & control
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Insurance / Mathematics & economics
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International review of financial analysis
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Journal of financial markets
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Annals of finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Economics letters
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International review of economics & finance : IREF
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Journal of empirical finance
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Mathematics and financial economics
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2
Decisions in economics and finance : a journal of applied mathematics
2
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international financial markets, institutions & money
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Journal of property investment & finance
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Mathematical finance
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Mathematical methods of operations research : ZOR
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Operations research letters
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Revista Brasileira de Finanças : RBFin
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1
Deep learning-based option pricing for Barndorff-Nielsen and Shephard model
Arai, Takuji
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014444476
Saved in:
2
Data-driven option pricing using single and multi-asset supervised learning
Goswami, Anindya
;
Rajani, Sharan
;
Tanksale, Atharva
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012662235
Saved in:
3
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:
4
Empirical performance of stochastic volatility option pricing models
Stilger, Przemyslaw S.
;
Ngoc Quynh Anh Nguyen
;
Tri Minh …
- In:
International journal of financial engineering
8
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012654781
Saved in:
5
Developing an optimized artificial intelligence model for S&P 500 option pricing : a hybrid GARCH model
Hajizadeh, Ehsan
- In:
International journal of financial engineering
7
(
2020
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012603039
Saved in:
6
Numerical pricing of European options with arbitrary payoffs
Pachón, Ricardo
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011923004
Saved in:
7
Negative interest rates effects on option pricing : back to basics?
Burro, Giacomo
;
Giribone, Pier Giuseppe
;
Ligato, Simone
; …
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011778279
Saved in:
8
Leverage effect, volatility feedback, and self-exciting market disruptions
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 2119-2156
Persistent link: https://www.econbiz.de/10011928991
Saved in:
9
Short maturity options for Azéma-Yor martingales
Zhu, Lingjiong
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011493322
Saved in:
10
Does model misspecification matter for hedging? : a computational finance experiment based approach
Sun, Youfa
;
Yuan, George
;
Guo, Shimin
;
Liu, Jianguo
; …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011403136
Saved in:
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