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Option trading
32
Optionsgeschäft
32
Option pricing theory
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Optionspreistheorie
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Volatility
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10
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7
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Berridge, S. J.
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1
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1
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Center for Economic Research <Tilburg>
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Discussion paper / Center for Economic Research, Tilburg University
Applied financial economics
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189
International journal of theoretical and applied finance
111
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94
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
The journal of computational finance
59
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Finance research letters
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ECONIS (ZBW)
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1
Pricing gold options under Markov-modulated jump-diffusion processes
Lin, Shih-kuei
;
Lian, Yu-Min
;
Liao, Szu-Lang
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 825-836
Persistent link: https://www.econbiz.de/10010402550
Saved in:
2
Calibrated GARCH models and exotic options
Kanniainen, Juho
;
Halme, Tero
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 403-414
Persistent link: https://www.econbiz.de/10009718911
Saved in:
3
Are liquidity costs higher in options markets or in futures markets?
Shah, Samarth
;
Brorsen, B. Wade
- In:
Applied financial economics
23
(
2013
)
7/9
,
pp. 701-708
Persistent link: https://www.econbiz.de/10009750634
Saved in:
4
Implied volatility smiles in the Nikkei 225 options
Fukuta, Yuichi
;
Wenjie Ma
- In:
Applied financial economics
23
(
2013
)
7/9
,
pp. 789-804
Persistent link: https://www.econbiz.de/10009750979
Saved in:
5
An irregular grid approach for pricing high-dimensional American options
Berridge, S. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989009
Saved in:
6
Pricing high-dimensional American options using local consistency conditions
Berridge, S. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989034
Saved in:
7
Using localosed quadratic functions on an irregular grid for pricing high-dimensional American options
Berridge, S. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989047
Saved in:
8
Conditional strike prices of covered call and uncovered put strategies
Stotz, Olaf
- In:
Applied financial economics
21
(
2011
)
16/18
,
pp. 1163-1174
Persistent link: https://www.econbiz.de/10009348318
Saved in:
9
Analytic American option pricing and applications
Sbuelz, A.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773851
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10
Behavioral preferences for individual securities : the case for call warrants and call options
Horst, Jenke R. ter
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718078
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