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~isPartOf:"Applied economics letters"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Derivative"
~type_genre:"Aufsatz in Zeitschrift"
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Börsenkurs
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Option pricing theory
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Applied economics letters
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
102
Applied mathematical finance
62
The journal of futures markets
62
Review of derivatives research
46
Journal of banking & finance
45
Quantitative finance
40
The journal of computational finance
32
Journal of mathematical finance
30
European journal of operational research : EJOR
29
Energy economics
24
International journal of financial engineering
24
The European journal of finance
24
The North American journal of economics and finance : a journal of financial economics studies
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
Risks : open access journal
22
Finance and stochastics
21
Journal of economic dynamics & control
21
The journal of derivatives : JOD
20
Finance research letters
18
International review of financial analysis
18
International review of economics & finance : IREF
17
Journal of econometrics
17
The journal of finance : the journal of the American Finance Association
17
Computational economics
15
Applied economics
14
Insurance / Mathematics & economics
14
Annals of finance
13
Journal of risk and financial management : JRFM
12
Economic modelling
11
Journal of financial economics
11
Review of quantitative finance and accounting
11
The review of financial studies
11
Applied financial economics
10
International journal of bonds and derivatives
10
Journal of financial markets
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Pacific-Basin finance journal
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Asia-Pacific financial markets
9
Journal of empirical finance
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ECONIS (ZBW)
42
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1
Irreversible investment, ambiguity and equity default swaps
Tang, Xiaolin
;
Yang, Zhaojun
- In:
Applied economics letters
25
(
2018
)
18
,
pp. 1301-1305
Persistent link: https://www.econbiz.de/10012135390
Saved in:
2
Vega-informed trading and options market reform
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10012205363
Saved in:
3
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:
4
A new model for pricing collateralized financial derivatives
Xiao, Tim
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
,
pp. 8-20
Persistent link: https://www.econbiz.de/10011687345
Saved in:
5
Intraday hedging with financial options : the case of electricity
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
- In:
Applied economics letters
24
(
2017
)
20
,
pp. 1448-1454
Persistent link: https://www.econbiz.de/10011853065
Saved in:
6
Option moneyness and price disagreements
Yang, Heejin
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
Applied economics letters
25
(
2018
)
3
,
pp. 192-196
Persistent link: https://www.econbiz.de/10011853836
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7
The second partial derivative of option price with respect to the strike : a historical reminiscence
Zimmermann, Heinz
- In:
The journal of derivatives : the official publication …
25
(
2018
)
3
,
pp. 81-87
Persistent link: https://www.econbiz.de/10011941351
Saved in:
8
Pricing the deflation protection option in TIPS using and HJM model with inflation- and interest-rate jumps
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Chiang, Mi-Hsiu
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 50-69
Persistent link: https://www.econbiz.de/10011968699
Saved in:
9
Pricing black-scholes options with correlated credit risk and jump risk
Xu, Weidong
;
Xu, Weijun
;
Xiao, Weilin
- In:
Applied economics letters
22
(
2015
)
1/3
,
pp. 87-93
Persistent link: https://www.econbiz.de/10010482058
Saved in:
10
Importance sampling in the Health-Jarrow-Morton framework
Glasserman, Paul
;
Heidelberger, Philip
;
Shahabuddin, Perwez
- In:
The journal of derivatives : the official publication …
7
(
1999
)
1
,
pp. 32-50
Persistent link: https://www.econbiz.de/10001432466
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