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Option trading
26
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Economic modelling
The journal of futures markets
211
International journal of theoretical and applied finance
150
Journal of banking & finance
118
The journal of derivatives : the official publication of the International Association of Financial Engineers
98
Quantitative finance
93
Applied mathematical finance
86
Finance research letters
82
Review of derivatives research
82
The journal of computational finance
81
Finance and stochastics
61
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
The North American journal of economics and finance : a journal of financial economics studies
56
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53
Journal of economic dynamics & control
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Journal of financial economics
52
International journal of financial engineering
46
International review of economics & finance : IREF
44
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43
European journal of operational research : EJOR
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NBER working paper series
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37
Risks : open access journal
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34
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34
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34
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32
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31
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International review of financial analysis
30
The review of financial studies
30
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29
Insurance / Mathematics & economics
28
Applied economics
26
Applied economics letters
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ECONIS (ZBW)
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1
Analytically pricing European options in dynamic markets : incorporating liquidity variations and economic cycles
He, Xin-Jiang
;
Pasricha, Puneet
;
Lin, Sha
- In:
Economic modelling
139
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10015189810
Saved in:
2
A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions
Chen, Rongda
;
Yu, Lean
- In:
Economic modelling
35
(
2013
),
pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
Saved in:
3
Operational risk of option hedging
Mitra, Sovan
- In:
Economic modelling
33
(
2013
),
pp. 194-203
Persistent link: https://www.econbiz.de/10010191991
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4
Applying the Model Order Reduction method to a European option pricing model
Lin, Shao-bin
;
Chen, Chun-Da
- In:
Economic modelling
33
(
2013
),
pp. 533-536
Persistent link: https://www.econbiz.de/10010193332
Saved in:
5
A barrier option framework for bank interest margin management under anticipatory regret aversion
Lin, Jyh-horng
;
Hung, Wei-ming
- In:
Economic modelling
33
(
2013
),
pp. 794-801
Persistent link: https://www.econbiz.de/10010195688
Saved in:
6
Default probability of a captive credit bank with government capital injections : a capped barrier option approach
Chang, Chuen-ping
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2444-2450
Persistent link: https://www.econbiz.de/10009673700
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7
Calibration of implied volatility for the exchange rate for the Chinese Yuan from its derivatives
Liang, Jin
;
Gao, Y.
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1278-1285
Persistent link: https://www.econbiz.de/10009667379
Saved in:
8
Analyses of retirement benefits with options
Lin, Chung-gee
;
Yang, Wei-ning
;
Chen, Shu-chuan
- In:
Economic modelling
36
(
2014
),
pp. 130-135
Persistent link: https://www.econbiz.de/10010412430
Saved in:
9
Pricing foreign equity options with regime-switching
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
Economic modelling
37
(
2014
),
pp. 296-305
Persistent link: https://www.econbiz.de/10010417689
Saved in:
10
A barrier option framework for rescue package designs and bank default risks
Chang, Chuen-ping
- In:
Economic modelling
38
(
2014
),
pp. 246-257
Persistent link: https://www.econbiz.de/10010419117
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