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Option Prices with Stochastic...
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Option pricing theory
102
Optionspreistheorie
102
Stochastic process
46
Stochastischer Prozess
46
Volatility
36
Volatilität
36
Black-Scholes model
29
Black-Scholes-Modell
29
Option trading
27
Optionsgeschäft
27
Option pricing
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American option pricing
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American option
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EU countries
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103
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Kim, Junseok
4
Aghdam, Y. Esmaeelzade
3
Fabozzi, Frank J.
3
Jeong, Darae
3
Villani, Giovanni
3
Wang, Xiaoqun
3
Adl, A.
2
Ahmadian, D.
2
Bianchi, Michele Leonardo
2
Caporale, Guglielmo Maria
2
Carr, Peter
2
Cerrato, Mario
2
Golbabai, A.
2
He, Xin-Jiang
2
Huh, Jeonggyu
2
Itkin, Andrey
2
Kalantari, R.
2
Khani, Ali
2
Kim, Jeong-Hoon
2
Kim, See-Woo
2
Koffi, Rock Stephane
2
Lee, Chaeyoung
2
Lin, Sha
2
Ma, Yong-Ki
2
Mehrdoust, Farshid
2
Mesgarani, H.
2
Ranjbar, Mojtaba
2
Shahmorad, S.
2
Siu, Tak Kuen
2
Tambue, Antoine
2
Yoo, Minhyun
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1
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1
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1
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1
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1
Arin, Efe
1
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1
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1
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Computational economics
International journal of theoretical and applied finance
496
Mathematical finance : an international journal of mathematics, statistics and financial theory
281
The journal of futures markets
267
The journal of computational finance
259
Applied mathematical finance
253
Finance and stochastics
228
The journal of derivatives : the official publication of the International Association of Financial Engineers
224
Journal of banking & finance
214
Quantitative finance
192
Review of derivatives research
178
Insurance / Mathematics & economics
140
Journal of economic dynamics & control
134
European journal of operational research : EJOR
131
International journal of financial engineering
117
Finance research letters
109
Journal of mathematical finance
109
Risks : open access journal
93
Research paper series / Swiss Finance Institute
89
Asia-Pacific financial markets
86
The North American journal of economics and finance : a journal of financial economics studies
84
The European journal of finance
83
Journal of financial economics
81
Journal of econometrics
73
Journal of financial and quantitative analysis : JFQA
63
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
The journal of finance : the journal of the American Finance Association
59
The review of financial studies
59
Energy economics
57
NBER working paper series
57
Review of quantitative finance and accounting
56
SFB 649 discussion paper
55
Working paper / National Bureau of Economic Research, Inc.
53
Annals of finance
51
The journal of real estate finance and economics
51
Decisions in economics and finance : DEF ; a journal of applied mathematics
50
International review of economics & finance : IREF
50
Journal of risk and financial management : JRFM
50
Economic modelling
48
SpringerLink / Bücher
48
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ECONIS (ZBW)
103
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1
Pricing European options under fractional black-scholes model with a weak payoff function
Mehrdoust, Farshid
;
Najafi, Ali Reza
- In:
Computational economics
52
(
2018
)
2
,
pp. 685-706
Persistent link: https://www.econbiz.de/10012053023
Saved in:
2
A hybrid Monte Carlo and finite difference method for option pricing
Jeong, Darae
;
Yoo, Minhyun
;
Yoo, Changwoo
;
Kim, Junseok
- In:
Computational economics
53
(
2019
)
1
,
pp. 111-124
Persistent link: https://www.econbiz.de/10012134544
Saved in:
3
A stable and convergent finite difference method for fractional black-scholes model of American put option pricing
Kalantari, R.
;
Shahmorad, S.
- In:
Computational economics
53
(
2019
)
1
,
pp. 191-205
Persistent link: https://www.econbiz.de/10012134618
Saved in:
4
Pricing perpetual American lookback options under stochastic volatility
Lee, Min-Ku
- In:
Computational economics
53
(
2019
)
3
,
pp. 1265-1277
Persistent link: https://www.econbiz.de/10012135129
Saved in:
5
An efficient algorithm for options under Merton’s jump-diffusion model on nonuniform grids
Chen, Yingzi
;
Wang, Wansheng
;
Xiao, Aiguo
- In:
Computational economics
53
(
2019
)
4
,
pp. 1565-1591
Persistent link: https://www.econbiz.de/10012135577
Saved in:
6
A new stable local radial basis function approach for option pricing
Golbabai, A.
;
Mohebianfar, E.
- In:
Computational economics
49
(
2017
)
2
,
pp. 271-288
Persistent link: https://www.econbiz.de/10011757588
Saved in:
7
A numerical method for discrete single barrier option pricing with time-dependent parameters
Farnoosh, Rahman
;
Rezazadeh, Hamidreza
;
Sobhani, Amirhossein
- In:
Computational economics
48
(
2016
)
1
,
pp. 131-145
Persistent link: https://www.econbiz.de/10011646608
Saved in:
8
Efficient high-order numerical methods for pricing of options
Hajipour, Mojtaba
;
Malek, Alaeddin
- In:
Computational economics
45
(
2015
)
1
,
pp. 31-47
Persistent link: https://www.econbiz.de/10010511343
Saved in:
9
A computational method based on the moving least-squares approach for pricing double barrier options in a time-fractional Black-Scholes model
Golbabai, Ahmad
;
Nikan, Omid
- In:
Computational economics
55
(
2020
)
1
,
pp. 119-141
Persistent link: https://www.econbiz.de/10012222594
Saved in:
10
Static hedges of barrier options under fast mean-reverting stochastic volatility
Huh, Jeonggyu
;
Jeon, Jaegi
;
Ma, Yong-Ki
- In:
Computational economics
55
(
2020
)
1
,
pp. 185-210
Persistent link: https://www.econbiz.de/10012222596
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