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~subject:"Behavioural finance"
~subject:"Derivative"
~subject:"Option pricing"
~source:"econis"
~isPartOf:"Quantitative finance"
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Behavioural finance
Derivative
Option pricing
Option trading
54
Optionsgeschäft
54
Option pricing theory
49
Optionspreistheorie
49
Stochastic process
21
Stochastischer Prozess
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Alexander, Carol
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Quantitative finance
The journal of futures markets
36
International journal of theoretical and applied finance
26
Journal of banking & finance
24
Review of derivatives research
22
Applied mathematical finance
18
Wiley trading series
17
Journal of financial economics
16
The North American journal of economics and finance : a journal of financial economics studies
15
Finance research letters
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International review of economics & finance : IREF
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European journal of operational research : EJOR
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International journal of financial engineering
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The journal of derivatives : JOD
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Journal of economic dynamics & control
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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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Always learning
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Pacific-Basin finance journal
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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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1
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
2
Pricing Asian options with stochastic convenience yield and jumps
Ewald, Christian
;
Wu, Yuexiang
;
Zhang, Aihua
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 677-692
Persistent link: https://www.econbiz.de/10014304306
Saved in:
3
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
4
The volatility risk premium in the oil market
Bouchouev, Ilia
;
Johnson, Brett
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1561-1578
Persistent link: https://www.econbiz.de/10013367929
Saved in:
5
CMS spread options
Hagan, Patrick S.
;
Lesniewski, Andrew
;
Skoufis, G. E.
; …
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1809-1824
Persistent link: https://www.econbiz.de/10012696777
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6
The limitations of estimating implied densities from option prices
Shelton, Austin
;
Kane, Hayden
;
Favreau, Charles
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
Saved in:
7
Dynamic programming for optimal stopping via pseudo-regression
Bayer, Christian
;
Redmann, Martin
;
Schoenmakers, John
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 29-44
Persistent link: https://www.econbiz.de/10012424631
Saved in:
8
Informative option portfolios in filter design for option pricing models
Orłowski, Piotr
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
Saved in:
9
Speed-up credit exposure calculations for pricing and risk management
Glau, Kathrin
;
Pachón, Ricardo
;
Pötz, Christian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012483835
Saved in:
10
Fractional stochastic volatility correction to CEV implied volatility
Kim, Hyun-Gyoon
;
Kwon, Se-Jin
;
Kim, Jeong-Hoon
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 565-574
Persistent link: https://www.econbiz.de/10012483839
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