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Search: subject_exact:"Parisian option"
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Theory
Option trading
54
Optionsgeschäft
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Option pricing theory
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Optionspreistheorie
51
Volatility
24
Volatilität
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Derivat
16
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Applied mathematical finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
34
The journal of derivatives : the official publication of the International Association of Financial Engineers
31
The journal of futures markets
29
Finance and stochastics
26
International journal of theoretical and applied finance
23
Journal of banking & finance
23
Review of derivatives research
16
The journal of computational finance
15
The review of financial studies
15
Journal of economic dynamics & control
11
Journal of financial economics
11
Working paper / National Bureau of Economic Research, Inc.
11
Finance : revue de l'Association Française de Finance
10
Finanzmarkt und Portfolio-Management
8
Journal of financial markets
8
NBER working paper series
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The journal of finance : the journal of the American Finance Association
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Asia-Pacific financial markets
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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NBER Working Paper
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Discussion paper / Centre for Economic Policy Research
6
International review of economics & finance : IREF
6
Journal of financial and quantitative analysis : JFQA
6
Report / Erasmus Center for Financial Research, Erasmus University
6
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
Journal of econometrics
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
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wi - Wirtschaft
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CREATES research paper
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Discussion paper / Center for Economic Research, Tilburg University
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Discussion paper / Tinbergen Institute
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Finance research letters
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Journal of international financial markets, institutions & money
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The European journal of finance
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
Advances in finance and stochastics : essays in honour of Dieter Sondermann
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A reduced-form model for valuing bonds with make-whole call provisions
Park, Min
;
Clark, Steven P.
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 499-521
Persistent link: https://www.econbiz.de/10011490621
Saved in:
2
Time charters with purchase options in shipping : valuation and risk management
Løchte Jørgensen, Peter
;
Giovanni, Domenico de
- In:
Applied mathematical finance
17
(
2010
)
5/6
,
pp. 399-430
Persistent link: https://www.econbiz.de/10008797257
Saved in:
3
Pricing lookback options with knock-out boundaries
Muroi, Yoshifumi
- In:
Applied mathematical finance
13
(
2006
)
2
,
pp. 155-190
Persistent link: https://www.econbiz.de/10003331423
Saved in:
4
Multi-asset barrier options and occupation time derivatives
Wong, Hoi Ying
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
10
(
2003
)
3
,
pp. 245-266
Persistent link: https://www.econbiz.de/10001841305
Saved in:
5
American options under uncertain volatility
Smith, Adam T.
- In:
Applied mathematical finance
9
(
2002
)
2
,
pp. 123-141
Persistent link: https://www.econbiz.de/10001695122
Saved in:
6
A numerical PDE approach for pricing callable bonds
D'Halluin, Y.
(
contributor
)
- In:
Applied mathematical finance
8
(
2001
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10001625721
Saved in:
7
Valuation formulae for window barrier options
Armstrong, Grant F.
- In:
Applied mathematical finance
8
(
2001
)
4
,
pp. 197-208
Persistent link: https://www.econbiz.de/10001688331
Saved in:
8
Unstructured meshing for two asset barrier options
Pooley, D. M.
(
contributor
)
- In:
Applied mathematical finance
7
(
2000
)
1
,
pp. 33-60
Persistent link: https://www.econbiz.de/10001546126
Saved in:
9
Various passport options and their valuation
Ahn, Hyungsok
;
Penaud, Antony
;
Wilmott, Paul
- In:
Applied mathematical finance
6
(
1999
)
4
,
pp. 275-292
Persistent link: https://www.econbiz.de/10001517817
Saved in:
10
Combinatorial implications of nonlinear uncertain volatility models : the case of barrier options
Avellaneda, Marco
;
Buff, Robert
- In:
Applied mathematical finance
6
(
1999
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001449223
Saved in:
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