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Pricing Barrier Bond Options w...
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Option trading
82
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82
Option pricing theory
66
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35
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Finance research letters
MPRA Paper
412
ECB Working Paper
344
Working Paper
277
The journal of futures markets
217
NBER Working Papers
198
IMF Working Paper
185
CESifo Working Paper
151
International journal of theoretical and applied finance
148
CEPR Discussion Papers
147
Working paper series / European Central Bank
145
Research paper series / Swiss Finance Institute
121
Journal of banking & finance
118
Economics Papers from University Paris Dauphine
112
CESifo working papers
103
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102
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98
The journal of derivatives : the official publication of the International Association of Financial Engineers
98
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96
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93
FEDS Working Paper
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86
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77
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61
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
82
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1
Power exchange options
Blenman, Lloyd P.
;
Clark, Steven P.
- In:
Finance research letters
2
(
2005
)
2
,
pp. 97-106
Persistent link: https://www.econbiz.de/10002883195
Saved in:
2
Informativeness of truncation in the options market
Lee, Geul
;
Ryu, Doojin
;
Yang, Li
- In:
Finance research letters
72
(
2025
),
pp. 1-6
Persistent link: https://www.econbiz.de/10015176872
Saved in:
3
Computing American option prices in the lognormal jump-diffusion framework with a Markov chain
Simonato, Jean-Guy
- In:
Finance research letters
8
(
2011
)
4
,
pp. 220-226
Persistent link: https://www.econbiz.de/10009425847
Saved in:
4
A note on a barrier exchange option : the world's simplest option formula?
Lindeset, Snorre
;
Persson, Svein-Arne
- In:
Finance research letters
3
(
2006
)
3
,
pp. 207-211
Persistent link: https://www.econbiz.de/10003374040
Saved in:
5
Revisiting cumulative preferred stock valuation
Realdon, Marco
- In:
Finance research letters
3
(
2006
)
1
,
pp. 2-13
Persistent link: https://www.econbiz.de/10003300870
Saved in:
6
Pitfalls in static superhedging of barrier options
Kraft, Holger
- In:
Finance research letters
4
(
2007
)
1
,
pp. 2-9
Persistent link: https://www.econbiz.de/10003442002
Saved in:
7
Closed-form valuation of American call options on stocks paying multiple dividends
Cassimon, Danny
;
Engelen, Peter-Jan
;
Thomassen, L.
;
Van …
- In:
Finance research letters
4
(
2007
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10003442062
Saved in:
8
Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX
Onan, Mustafa
;
Altay-Salih, Aslihan
;
Yasar, Burze
- In:
Finance research letters
11
(
2014
)
4
,
pp. 454-462
Persistent link: https://www.econbiz.de/10011300430
Saved in:
9
Bid-ask spread and liquidity searching behaviour of informed investors in option markets
Bernales, Alejandro
;
Cañón, Carlos Iván
;
Verousis, Thanos
- In:
Finance research letters
25
(
2018
),
pp. 96-102
Persistent link: https://www.econbiz.de/10012003477
Saved in:
10
Strike asymptotics for Laplace implied volatilities
Madan, Dilip B.
;
Wang, King
- In:
Finance research letters
25
(
2018
),
pp. 183-189
Persistent link: https://www.econbiz.de/10012003516
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