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~type:"article"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~subject:"United States"
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Search: subject_exact:"Option pricing theory"
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Option pricing theory
46
Optionspreistheorie
46
Volatility
18
Volatilität
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Theorie
15
Theory
15
Stochastic process
14
Stochastischer Prozess
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Option trading
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Optionsgeschäft
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Black-Scholes model
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Black-Scholes-Modell
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Derivat
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Derivative
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Estimation theory
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Schätztheorie
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Stochastic volatility
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CAPM
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Calibration
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Estimation
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Hedging
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Option pricing
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Pricing
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Schätzung
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USA
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ARCH model
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ARCH-Modell
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Analysis
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Arbitrage Pricing
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Arbitrage pricing
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Credit derivative
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Credit risk
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Finanzmathematik
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Heston model
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Costabile, Massimo
1
Cvitanić, Jakša
1
Jourdain, Benjamin
1
Leccadito, Arturo
1
Massabó, Ivar
1
Plott, Charles
1
Tseng, Chien-Yao
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Zanette, Antonino
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Decisions in economics and finance : DEF ; a journal of applied mathematics
The journal of futures markets
40
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
The review of financial studies
26
The journal of finance : the journal of the American Finance Association
19
Journal of financial and quantitative analysis : JFQA
16
Journal of financial economics
14
Journal of banking & finance
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Review of derivatives research
11
The journal of fixed income
11
Real estate economics : journal of the American Real Estate and Urban Economics Association
10
The journal of real estate finance and economics
10
American journal of agricultural economics
6
International review of economics & finance : IREF
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The journal of business : B
6
The journal of computational finance
6
Review of quantitative finance and accounting
5
Insurance / Mathematics & economics
4
International journal of theoretical and applied finance
4
Journal of empirical finance
4
Journal of international money and finance
4
Review of financial economics : RFE
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The financial review : the official publication of the Eastern Finance Association
4
Advances in quantitative analysis of finance and accounting : a research annual
3
Canadian journal of agricultural economics : CJAE
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International journal of business
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International review of financial analysis
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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The Korean economic review
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The journal of financial research
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The review of economics and statistics
3
Advances in futures and options research : a research annual
2
Agricultural finance review
2
Applied economics
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Applied financial economics
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Markets with random lifetimes and private values : mean reversion and option to trade
Cvitanić, Jakša
;
Plott, Charles
;
Tseng, Chien-Yao
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010513472
Saved in:
2
Computationally simple lattice methods for option and bond pricing
Costabile, Massimo
;
Leccadito, Arturo
;
Massabó, Ivar
- In:
Decisions in economics and finance : DEF ; a journal of …
32
(
2009
)
2
,
pp. 161-181
Persistent link: https://www.econbiz.de/10003893191
Saved in:
3
A moments and strike matching binominal algorithm for pricing American put options
Jourdain, Benjamin
;
Zanette, Antonino
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10003771585
Saved in:
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