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~subject:"Behavioural finance"
~subject:"Derivative"
~source:"econis"
~isPartOf:"Computational economics"
~isPartOf:"European journal of operational research : EJOR"
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Behavioural finance
Derivative
Option trading
58
Optionsgeschäft
58
Option pricing theory
54
Optionspreistheorie
54
Stochastic process
18
Stochastischer Prozess
18
Volatility
18
Volatilität
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Alibeiki, Hedayat
1
Bandi, Chaithanya
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Computational economics
European journal of operational research : EJOR
The journal of futures markets
36
International journal of theoretical and applied finance
24
Journal of banking & finance
22
Review of derivatives research
20
Wiley trading series
17
Applied mathematical finance
16
International review of economics & finance : IREF
14
Journal of financial economics
14
International journal of financial engineering
13
The North American journal of economics and finance : a journal of financial economics studies
13
Finance research letters
12
Quantitative finance
12
The journal of derivatives : JOD
12
Journal of financial markets
10
Journal of economic dynamics & control
9
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9
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9
Bloomberg financial series
7
International review of financial analysis
7
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7
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7
Always learning
6
Global finance journal
6
Pacific-Basin finance journal
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Cogent economics & finance
5
Economic modelling
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Energy economics
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Journal of econometrics
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NBER working paper series
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Research paper series / Swiss Finance Institute
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Swiss Finance Institute Research Paper
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The journal of computational finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of finance : the journal of the American Finance Association
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wi - Wirtschaft
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1
Valuation of standard call options using the Euler-Maruyama method with strong approximation
Suescún-Díaz, Daniel
;
Girón, Luis Eduardo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014327069
Saved in:
2
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
3
To expand and to abandon : real options under asset variance risk premium
Alibeiki, Hedayat
;
Lotfaliei, Babak
- In:
European journal of operational research : EJOR
300
(
2022
)
2
,
pp. 771-787
Persistent link: https://www.econbiz.de/10013207304
Saved in:
4
Kelly-based options trading strategies on settlement date via supervised learning algorithms
Wu, Mu-En
;
Syu, Jia-Hao
;
Chen, Chien-Ming
- In:
Computational economics
59
(
2022
)
4
,
pp. 1627-1644
Persistent link: https://www.econbiz.de/10013262110
Saved in:
5
Pricing discretely-monitored double barrier options with small probabilities of execution
Kontosakos, Vasileios E.
;
Mendonca, Keegan
;
Pantelous, …
- In:
European journal of operational research : EJOR
290
(
2021
)
1
,
pp. 313-330
Persistent link: https://www.econbiz.de/10012436366
Saved in:
6
Exploring option pricing and hedging via volatility asymmetry
Casas, Isabel
;
Veiga, Helena
- In:
Computational economics
57
(
2021
)
4
,
pp. 1015-1039
Persistent link: https://www.econbiz.de/10012543248
Saved in:
7
The complete Gaussian kernel in the multi-factor Heston model : option pricing and implied volatility applications
Recchioni, Maria Cristina
;
Iori, Giulia
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 336-360
Persistent link: https://www.econbiz.de/10012502484
Saved in:
8
Option valuation under no-arbitrage constraints with neural networks
Cao, Yi
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 361-374
Persistent link: https://www.econbiz.de/10012502485
Saved in:
9
About long-term cross-currency Bermuda swaption pricing
Erkan, Bünyamin
;
Prigent, Jean-Luc
- In:
Computational economics
56
(
2020
)
1
,
pp. 239-262
Persistent link: https://www.econbiz.de/10012272028
Saved in:
10
VIX derivatives, hedging and vol-of-vol risk
Kaeck, Andreas
;
Seeger, Norman
- In:
European journal of operational research : EJOR
283
(
2020
)
2
,
pp. 767-782
Persistent link: https://www.econbiz.de/10012294919
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