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~isPartOf:"Asia-Pacific financial markets"
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Option trading
34
Optionsgeschäft
34
Option pricing theory
23
Optionspreistheorie
23
Theorie
11
Theory
11
Derivat
6
Derivative
6
Black-Scholes model
5
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Berridge, S. J.
4
Schumacher, Johannes M.
4
Hishida, Yuji
2
Kabir, Rezaul
2
Veld, Chris H.
2
Ahn, Hyungsok
1
Alfay, Elia
1
Becchere, Giovanni
1
Berglund, Tom
1
Dai, Min
1
Donders, Monique
1
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1
Fujii, Masaaki
1
Fujita, Takahiko
1
Grossinho, Maria do Rosário
1
Horst, Jenke R. ter
1
Ishigaki, Yuta
1
Ishizaka, Motokazu
1
Jong, Frank de
1
Kamizono, Kenji
1
Kariya, Takeaki
1
Kawanishi, Yasuhiro
1
Kim, Yong-jin
1
Kord, Yaser
1
Kwok, Yue-Kuen
1
Li, Steven
1
Lindensjö, Kristoffer
1
Liu, Regina Y.
1
Lutgens, Frank Johannes Willem
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Mitsui, Hidetoshi
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Miura, Ryozo
1
Morimoto, Mayumi
1
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Nakajima, Katsushi
1
Nakatsuma, Teruo
1
Nishiba, Masahiro
1
Okumura, Toshiki
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
Asia-Pacific financial markets
The journal of futures markets
194
International journal of theoretical and applied finance
111
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
Finance research letters
63
The journal of computational finance
60
Quantitative finance
58
Applied mathematical finance
55
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
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47
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41
The North American journal of economics and finance : a journal of financial economics studies
41
International review of economics & finance : IREF
34
Journal of financial markets
34
International journal of financial engineering
32
Journal of financial and quantitative analysis : JFQA
32
Computational economics
30
The review of financial studies
30
Working paper / National Bureau of Economic Research, Inc.
30
European journal of operational research : EJOR
29
Research paper series / Swiss Finance Institute
28
International review of financial analysis
27
Journal of mathematical finance
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
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The European journal of finance
24
The journal of finance : the journal of the American Finance Association
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Wiley trading series
22
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Risks : open access journal
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Swiss Finance Institute Research Paper
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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1
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:
2
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:
3
Optimal hedging of basket barrier options with additive models and its application to equity value separation problem
Yamada, Yuji
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011742282
Saved in:
4
Pricing CIR yield options by conditional moment matching
Prayoga, Adrian
;
Privault, Nicolas
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 19-38
Persistent link: https://www.econbiz.de/10011742283
Saved in:
5
Commodity spread option with cointegration
Nakajima, Katsushi
;
Ōhashi, Kazuhiko
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011619864
Saved in:
6
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:
7
A new type of barrier options : lizard option
Kawanishi, Yasuhiro
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10010511547
Saved in:
8
Understanding delta-hedged option returns in stochastic volatility environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
Saved in:
9
An FBSDE approach to American option pricing with an interacting particle method
Fujii, Masaaki
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 239-260
Persistent link: https://www.econbiz.de/10011524808
Saved in:
10
Pricing exotic options and American options : a multidimensional asymptotic expansion approach
Nishiba, Masahiro
- In:
Asia-Pacific financial markets
20
(
2013
)
2
,
pp. 147-182
Persistent link: https://www.econbiz.de/10009750726
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