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Review of derivatives research
MPRA Paper
592
IZA Discussion Papers
431
Working Paper
275
IZA Discussion Paper
218
The journal of futures markets
218
Discussion paper series / IZA
211
cemmap working paper
201
SFB 649 Discussion Paper
192
SFB 649 discussion paper
187
SFB 649 Discussion Papers
180
CEMMAP working papers / Centre for Microdata Methods and Practice
176
NBER Working Papers
166
International journal of theoretical and applied finance
147
ZEW Discussion Papers
140
Research paper series / Swiss Finance Institute
133
Journal of Econometrics
128
Tinbergen Institute Discussion Paper
124
Journal of banking & finance
120
Tinbergen Institute Discussion Papers
114
Discussion paper / Tinbergen Institute
112
Finance
106
CREATES Research Papers
105
Economics Papers from University Paris Dauphine
105
Cowles Foundation Discussion Papers
104
Discussion Paper / Tilburg University, Center for Economic Research
104
Cowles Foundation Discussion Paper
99
ECB Working Paper
98
The journal of derivatives : the official publication of the International Association of Financial Engineers
98
CEPR Discussion Papers
97
Quantitative finance
95
Journal of Banking & Finance
92
Swiss Finance Institute Research Paper
92
Applied mathematical finance
86
Finance research letters
84
LSE STICERD Research Paper
84
The journal of computational finance
83
Quantitative economics : QE ; journal of the Econometric Society
81
Research Paper Series / Finance Discipline Group, Business School
81
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ECONIS (ZBW)
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1
Calibration and hedging under jump diffusion
He, Changhong
;
Kennedy, J. S.
;
Coleman, T. F.
;
Forsyth, …
- In:
Review of derivatives research
9
(
2006
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10003441126
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2
Modelling jumps in electricity prices : theory and empirical evidence
Seifert, Jan
;
Uhrig-Homburg, Marliese
- In:
Review of derivatives research
10
(
2007
)
1
,
pp. 59-85
Persistent link: https://www.econbiz.de/10003705850
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3
Asymmetric information about volatility : how does it affect implied volatility, option prices and market liquidity?
Nandi, Saikat
- In:
Review of derivatives research
3
(
1999
)
3
,
pp. 215-236
Persistent link: https://www.econbiz.de/10001493258
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4
On rational jump diffusion models : an approach using potentials
Burnetas, Apostolos N.
- In:
Review of derivatives research
1
(
1997
)
4
,
pp. 325-349
Persistent link: https://www.econbiz.de/10001238756
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5
Variable purchase options
Handley, John C.
- In:
Review of derivatives research
4
(
2000
)
3
,
pp. 219-230
Persistent link: https://www.econbiz.de/10001596718
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6
Jump-diffusion processes : volatility smile fitting and numerical methods for option pricing
Andersen, Leif B. G.
;
Andreasen, Jesper Fredborg
- In:
Review of derivatives research
4
(
2000
)
3
,
pp. 231-262
Persistent link: https://www.econbiz.de/10001596719
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7
Efficient option replication in the presence of transactions costs
Martellini, Lionel
- In:
Review of derivatives research
4
(
2000
)
2
,
pp. 107-131
Persistent link: https://www.econbiz.de/10001566793
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8
Effects of callable feature on early exercise policy
Kwok, Yue-Kuen
;
Wu, Lixin
- In:
Review of derivatives research
4
(
2000
)
2
,
pp. 189-211
Persistent link: https://www.econbiz.de/10001566802
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9
Valuation of commodity derivatives in a new multi-factor model
Yan, Xuemin Sterling
- In:
Review of derivatives research
5
(
2002
)
3
,
pp. 251-271
Persistent link: https://www.econbiz.de/10001743281
Saved in:
10
Disagreement and equilibrium option trading volume
Cassano, Mark A.
- In:
Review of derivatives research
5
(
2002
)
2
,
pp. 153-179
Persistent link: https://www.econbiz.de/10001722142
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