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~isPartOf:"Finance research letters"
~isPartOf:"Journal of economic dynamics & control"
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Option trading
100
Optionsgeschäft
100
Option pricing theory
76
Optionspreistheorie
76
Volatility
30
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30
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20
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20
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Wang, Xingchun
5
Lee, Hangsuck
4
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3
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3
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2
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2
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Finance research letters
Journal of economic dynamics & control
The journal of futures markets
189
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
The journal of computational finance
59
Applied mathematical finance
54
Quantitative finance
54
Mathematical finance : an international journal of mathematics, statistics and financial theory
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The North American journal of economics and finance : a journal of financial economics studies
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International review of economics & finance : IREF
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Journal of financial markets
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International review of financial analysis
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The European journal of finance
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The journal of finance : the journal of the American Finance Association
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Wiley trading series
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Asia-Pacific financial markets
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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91
Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990 - 1999
Blomvall, Jörgen
;
Lindberg, Per O.
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 1099-1112
Persistent link: https://www.econbiz.de/10001734566
Saved in:
92
Small dimension PDE for discrete Asian options
Benhamou, Eric
;
Duguet, Alexandre
- In:
Journal of economic dynamics & control
27
(
2003
)
11/12
,
pp. 2095-2114
Persistent link: https://www.econbiz.de/10001768895
Saved in:
93
Utility based option evaluation with proportional transaction costs
Damgaard, Anders
- In:
Journal of economic dynamics & control
27
(
2003
)
4
,
pp. 667-700
Persistent link: https://www.econbiz.de/10001712762
Saved in:
94
PDE methods for pricing barrier options
Zvan, R.
;
Vetzal, Kenneth R.
;
Forsyth, Peter A.
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1563-1590
Persistent link: https://www.econbiz.de/10001508750
Saved in:
95
The valuation of American barrier options using the decomposition technique
Gao, Bin
;
Huang, Jing-Zhi
;
Subrahmanyam, Marti G.
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1783-1827
Persistent link: https://www.econbiz.de/10001508774
Saved in:
96
Nonparametric estimation of American options' exercise boundaries and call prices
Broadie, Mark
(
contributor
)
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1829-1857
Persistent link: https://www.econbiz.de/10001508777
Saved in:
97
On the investment-uncertainty relationship in a real options model
Sarkar, Sudipto
- In:
Journal of economic dynamics & control
24
(
2000
)
2
,
pp. 219-225
Persistent link: https://www.econbiz.de/10001433007
Saved in:
98
Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions
Chiarella, Carl
;
Hassan, Nadima el
;
Kuczera, Adam
- In:
Journal of economic dynamics & control
23
(
1999
)
9/10
,
pp. 1387-1424
Persistent link: https://www.econbiz.de/10001415373
Saved in:
99
The pricing of credit risk derivatives
Pierides, Yiannos A.
- In:
Journal of economic dynamics & control
21
(
1997
)
10
,
pp. 1579-1611
Persistent link: https://www.econbiz.de/10001224143
Saved in:
100
A model for designing callable bonds and its solution using tabu search
Consiglio, Andrea
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1445-1470
Persistent link: https://www.econbiz.de/10001222037
Saved in:
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