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~isPartOf:"Applied economics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
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Option Prices with Stochastic...
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Kapitaleinkommen
Monte Carlo simulation
Option pricing theory
245
Optionspreistheorie
245
Theorie
105
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105
Option trading
68
Optionsgeschäft
68
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61
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Babsiri, Mohamed el
1
Bisso, Claudio R. S.
1
Boogert, Alexander
1
Chateauneuf, Alain
1
Costa, Letícia de Almeida
1
Du, Xiaodong
1
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Dutt, Samir K.
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Ghamami, Samim
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Applied economics
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of computational finance
44
International journal of theoretical and applied finance
35
Quantitative finance
33
Journal of financial economics
18
Finance and stochastics
17
Journal of banking & finance
17
Computational economics
16
Applied mathematical finance
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
European journal of operational research : EJOR
14
Journal of risk and financial management : JRFM
14
Energy economics
13
The journal of futures markets
13
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
12
Journal of economic dynamics & control
11
International journal of financial engineering
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Risks : open access journal
10
Insurance / Mathematics & economics
9
Journal of financial and quantitative analysis : JFQA
9
Research paper series / Swiss Finance Institute
9
Journal of econometrics
8
Journal of empirical finance
8
Review of derivatives research
8
The European journal of finance
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Journal of mathematical finance
7
The review of financial studies
7
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
7
Asia-Pacific financial markets
6
International review of financial analysis
6
Journal of financial markets
6
Mathematics of operations research
6
The journal of finance : the journal of the American Finance Association
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1
Simulating path-dependent options : a new approach
Babsiri, Mohamed el
;
Noel, Gerald
- In:
The journal of derivatives : the official publication …
6
(
1998
)
2
,
pp. 65-83
Persistent link: https://www.econbiz.de/10001355631
Saved in:
2
A nonparametric kernel regression approach for pricing options on stock market index
Kung, James J.
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 902-913
Persistent link: https://www.econbiz.de/10011432797
Saved in:
3
Weather derivatives structuring and pricing : a sustainable agricultural approach in Africa
Kermiche, L.
;
Vuillermet, N.
- In:
Applied economics
48
(
2016
)
1/3
,
pp. 165-177
Persistent link: https://www.econbiz.de/10011412618
Saved in:
4
Estimating sensitivities of temperature-based weather derivatives
Yuan, Wei
;
Göncu, Ahmet
;
Ökten, Giray
- In:
Applied economics
47
(
2015
)
19/21
,
pp. 1942-1955
Persistent link: https://www.econbiz.de/10010513460
Saved in:
5
Comonotonic Monte Carlo simulation and its applications in option pricing and quantification of risk
Chateauneuf, Alain
;
Mostoufi, Mina
;
Vyncke, David
- In:
The journal of derivatives : the official publication …
24
(
2016
)
1
,
pp. 18-28
Persistent link: https://www.econbiz.de/10011687326
Saved in:
6
Option implied beta and option return
Ze-To, Samuel Yau Man
- In:
Applied economics
50
(
2018
)
2
,
pp. 128-142
Persistent link: https://www.econbiz.de/10011845923
Saved in:
7
Calculation of volatility in a jump-diffusion model
Navas, Javier F.
- In:
The journal of derivatives : the official publication …
11
(
2003
)
2
,
pp. 66-72
Persistent link: https://www.econbiz.de/10001861586
Saved in:
8
Efficient Monte Carlo barrier option pricing when the underlying security price follows a jump-diffusion process
Ross, Sheldon M.
;
Ghamami, Samim
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 45-52
Persistent link: https://www.econbiz.de/10003961017
Saved in:
9
The planting real option in cash rent valuation
Du, Xiaodong
;
Hennessy, David A.
- In:
Applied economics
44
(
2012
)
4/6
,
pp. 765-776
Persistent link: https://www.econbiz.de/10009532031
Saved in:
10
Relative option prices and risk-neutral skew as predictors of index returns
Ratcliff, Ryan
- In:
The journal of derivatives : the official publication …
21
(
2013
)
2
,
pp. 89-105
Persistent link: https://www.econbiz.de/10010358117
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