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Option trading
43
Optionsgeschäft
43
Option pricing theory
28
Optionspreistheorie
28
Theorie
26
Theory
26
Hedging
11
Stochastic process
10
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ATM digital call option prices
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Hobson, David G.
6
Benth, Fred Espen
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Figueroa-López, José E.
2
Leblanc, Boris
2
Mordecki, Ernesto
2
Ólafsson, Sveinn
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Abrahams, I. David
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Bentata, Amel
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Biagini, Francesca
1
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Carr, Peter
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Cherny, Alexander S.
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Dassios, Angelos
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Denis, Emmanuel
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Detering, Nils
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Dolinsky, Yan
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El Karoui, Nicole
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Fisher, Travis
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Frey, Rüdiger
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Fusai, Gianluca
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Finance and stochastics
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
Finance research letters
53
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
Journal of financial economics
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
31
Journal of financial and quantitative analysis : JFQA
31
The review of financial studies
30
Working paper / National Bureau of Economic Research, Inc.
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29
European journal of operational research : EJOR
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Journal of mathematical finance
27
Research paper series / Swiss Finance Institute
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Review of quantitative finance and accounting
27
NBER working paper series
26
Management science : journal of the Institute for Operations Research and the Management Sciences
25
International review of financial analysis
24
The European journal of finance
24
The journal of finance : the journal of the American Finance Association
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Wiley trading series
23
Asia-Pacific financial markets
22
Applied economics
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Applied financial economics
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NBER Working Paper
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Risks : open access journal
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ECONIS (ZBW)
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1
Optional projection under equivalent local martingale measures
Biagini, Francesca
;
Mazzon, Andrea
;
Perkkiö, Ari-Pekka
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 435-465
Persistent link: https://www.econbiz.de/10014253651
Saved in:
2
A quasi-sure optional decomposition and super-hedging result on the Skorokhod space
Bouchard, Bruno
;
Tan, Xiaolu
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 505-528
Persistent link: https://www.econbiz.de/10012585984
Saved in:
3
Robust bounds for the American put
Hobson, David G.
;
Norgilas, Dominykas
- In:
Finance and stochastics
23
(
2019
)
2
,
pp. 359-395
Persistent link: https://www.econbiz.de/10012023741
Saved in:
4
Model uncertainty and the pricing of American options
Hobson, David G.
;
Neuberger, Anthony
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 285-329
Persistent link: https://www.econbiz.de/10011944370
Saved in:
5
Multilevel Monte Carlo for exponential Lévy models
Giles, Michael B.
;
Xia, Yuan
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 995-1026
Persistent link: https://www.econbiz.de/10011944462
Saved in:
6
Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility
Figueroa-López, José E.
;
Ólafsson, Sveinn
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10011460382
Saved in:
7
Short-term asymptotics for the implied volatility skew under a stochastic volatility model with Lévy jumps
Figueroa-López, José E.
;
Ólafsson, Sveinn
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 973-1020
Persistent link: https://www.econbiz.de/10011570202
Saved in:
8
Another look at the integral of exponential Brownian motion and the pricing of Asian options
Lyasoff, Andrew
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 1061-1096
Persistent link: https://www.econbiz.de/10011570364
Saved in:
9
Robust price bounds for the forward starting straddle
Hobson, David G.
;
Klimmek, Martin
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 189-214
Persistent link: https://www.econbiz.de/10011417160
Saved in:
10
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
11
Pricing and hedging Asian-style options on energy
Benth, Fred Espen
;
Detering, Nils
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 849-889
Persistent link: https://www.econbiz.de/10011421055
Saved in:
12
Discretely monitored first passage problems and barrier options : an eigenfunction expansion approach
Li, Lingfei
;
Linetsky, Vadim
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 941-977
Persistent link: https://www.econbiz.de/10011421097
Saved in:
13
Asymptotics of implied volatility to arbitrary order
Gao, Kun
;
Lee, Roger
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 349-392
Persistent link: https://www.econbiz.de/10010340727
Saved in:
14
Robust hedging with proportional transaction costs
Dolinsky, Yan
;
Soner, Halil Mete
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 327-347
Persistent link: https://www.econbiz.de/10010340734
Saved in:
15
Asian options and meromorphic Lévy processes
Hackmann, Daniel
;
Kuznetsov, Alexey
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 825-844
Persistent link: https://www.econbiz.de/10010416224
Saved in:
16
On the hedging of options on exploding exchange rates
Carr, Peter
;
Fisher, Travis
;
Ruf, Johannes
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 115-144
Persistent link: https://www.econbiz.de/10010235456
Saved in:
17
The efficient hedging problem for American options
Mulinacci, Sabrina
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 365-397
Persistent link: https://www.econbiz.de/10009159078
Saved in:
18
Mean square error for the Leland-Lott hedging strategy : convex pay-offs
Denis, Emmanuel
;
Kabanov, Jurij M.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 625-667
Persistent link: https://www.econbiz.de/10008823687
Saved in:
19
Perturbed Brownian motion and its application to Parisian option pricing
Dassios, Angelos
;
Wu, Shanle
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 473-494
Persistent link: https://www.econbiz.de/10009533860
Saved in:
20
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
Saved in:
21
Free boundary and optimal stopping problems for American Asian options
Pascucci, Andrea
- In:
Finance and stochastics
12
(
2008
)
1
,
pp. 21-41
Persistent link: https://www.econbiz.de/10003592543
Saved in:
22
Pricing and hedging European options with discrete-time coherent risk
Cherny, Alexander S.
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 537-569
Persistent link: https://www.econbiz.de/10003645530
Saved in:
23
An exact analytical solution for discrete barrier options
Fusai, Gianluca
;
Abrahams, I. David
;
Sgarra, Carlo
- In:
Finance and stochastics
10
(
2006
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10003234939
Saved in:
24
Valuation of American options in the presence of event risk
Szimayer, Alex
- In:
Finance and stochastics
9
(
2005
)
1
,
pp. 89-107
Persistent link: https://www.econbiz.de/10002497075
Saved in:
25
Local martingales, bubbles and option prices
Cox, Alexander M. G.
;
Hobson, David G.
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 477-492
Persistent link: https://www.econbiz.de/10003123202
Saved in:
26
Some calculations for Israeli options
Kyprianou, Andreas E.
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 73-86
Persistent link: https://www.econbiz.de/10001910713
Saved in:
27
Pricing derivatives of American and game type in incomplete markets
Kallsen, Jan
;
Kühn, Christoph
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10002012597
Saved in:
28
A semilinear Black and Scholes partial differential equation for valuing American options
Benth, Fred Espen
;
Karlsen, Kenneth H.
;
Reikvam, Kristin
- In:
Finance and stochastics
7
(
2003
)
3
,
pp. 277-298
Persistent link: https://www.econbiz.de/10001771698
Saved in:
29
Extension of the corrected barrier approximation by Broadie, Glassermann and Kou
Hörfelt, Per
- In:
Finance and stochastics
7
(
2003
)
2
,
pp. 231-243
Persistent link: https://www.econbiz.de/10001762752
Saved in:
30
Optimal stopping and perpetual options for Lévy processes
Mordecki, Ernesto
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 473-493
Persistent link: https://www.econbiz.de/10001702783
Saved in:
31
Local time, coupling and the passport option
Henderson, Vicky
;
Hobson, David G.
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 69-80
Persistent link: https://www.econbiz.de/10001486624
Saved in:
32
Pricing double barrier options using Laplace transforms
Pelsser, Antoon André Jean
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 95-104
Persistent link: https://www.econbiz.de/10001487053
Saved in:
33
Options on a traded account : vacation calls, vacation puts and passport options
Shreve, Steven E.
;
Večeř, Jan
- In:
Finance and stochastics
4
(
2000
)
3
,
pp. 255-274
Persistent link: https://www.econbiz.de/10001487062
Saved in:
34
Robustness of the Black-Scholes approach in the case of options on several assets
Romagnoli, Silvia
;
Vargiolu, Tiziano
- In:
Finance and stochastics
4
(
2000
)
3
,
pp. 325-341
Persistent link: https://www.econbiz.de/10001487081
Saved in:
35
Optimal stopping for a diffusion with jumps
Mordecki, Ernesto
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 227-236
Persistent link: https://www.econbiz.de/10001367337
Saved in:
36
A closed-form solution to the problem of super-replication under transaction costs
Cvitanić, Jakša
;
Pham, Huyên
;
Touzi, Nizar
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 35-54
Persistent link: https://www.econbiz.de/10001367451
Saved in:
37
Connecting discrete and continuous path-dependent options
Broadie, Mark
;
Glasserman, Paul
;
Kou, S. G.
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 55-82
Persistent link: https://www.econbiz.de/10001367460
Saved in:
38
Path dependent options on yields in the affine term structure model
Leblanc, Boris
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 349-367
Persistent link: https://www.econbiz.de/10001246924
Saved in:
39
Optimization of consumption with labor income
El Karoui, Nicole
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 409-440
Persistent link: https://www.econbiz.de/10001247133
Saved in:
40
Lévy processes in finance : a remedy to the non-stationarity of continuous martingales
Leblanc, Boris
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 399-408
Persistent link: https://www.econbiz.de/10001247134
Saved in:
41
Robust hedging of the lookback option
Hobson, David G.
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 329-347
Persistent link: https://www.econbiz.de/10001247137
Saved in:
42
Perfect option hedging for a large trader
Frey, Rüdiger
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 115-141
Persistent link: https://www.econbiz.de/10001235410
Saved in:
43
A hyperbolic diffusion model for stock prices
Bibby, Bo Martin
- In:
Finance and stochastics
1
(
1997
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10001215737
Saved in:
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