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Option pricing theory
85
Optionspreistheorie
85
Stochastic process
48
Stochastischer Prozess
48
Theorie
32
Theory
32
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26
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Paxson, Dean A.
6
Chen, Son-nan
3
Song, Xiaojing
3
Tippett, Mark
3
Wang, Xingchun
3
Adkins, Roger
2
Anderluh, J. H. M.
2
Ap Gwilym, Owain
2
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2
Barone-Adesi, Giovanni
2
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2
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2
Dunis, Christian
2
Elliott, Robert J.
2
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2
Hsu, Pao-Peng
2
Lindset, Snorre
2
Liu, Xiaoquan
2
Melia, Adrian
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Realdon, Marco
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1
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1
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1
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1
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The European journal of finance
European journal of operational research : EJOR
785
International journal of theoretical and applied finance
605
Insurance / Mathematics & economics
411
Finance and stochastics
364
Journal of econometrics
317
Mathematical finance : an international journal of mathematics, statistics and financial theory
315
Quantitative finance
306
Applied mathematical finance
297
The journal of futures markets
294
The journal of computational finance
278
Journal of banking & finance
257
Journal of economic dynamics & control
244
Operations research
223
The journal of derivatives : the official publication of the International Association of Financial Engineers
220
Operations research letters
217
Mathematics of operations research
216
Risks : open access journal
212
Computational economics
206
Computers & operations research : and their applications to problems of world concern ; an international journal
199
Finance research letters
191
International journal of production research
191
Review of derivatives research
188
Discussion paper / Tinbergen Institute
170
Journal of mathematical finance
163
Economics letters
151
International journal of financial engineering
150
Management science : journal of the Institute for Operations Research and the Management Sciences
150
International journal of production economics
142
Energy economics
132
Research paper series / Swiss Finance Institute
131
NBER working paper series
122
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
116
Economic modelling
115
Working paper
111
Mathematical methods of operations research
110
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
108
Mathematics and financial economics
105
Annals of finance
104
The North American journal of economics and finance : a journal of financial economics studies
104
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ECONIS (ZBW)
108
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1
Implied volatilities, stochastic interest rates, and currency futures, options valuation : an empirical investigation
Bhargava, Vivek
;
Brooks, Robert
;
Malhotra, Davinder Kumar
- In:
The European journal of finance
7
(
2001
)
3
,
pp. 231-246
Persistent link: https://www.econbiz.de/10001603503
Saved in:
2
Special issue: Real options : the state of the art
Rocha Armada, Manuel da
(
contributor
)
-
2012
Persistent link: https://www.econbiz.de/10010243778
Saved in:
3
Real option pricing with mean-reverting investment and project value
Jaimungal, Sebastian
;
Souza, Max O. de
;
Zubelli, Jorge P.
- In:
The European journal of finance
19
(
2013
)
7/8
,
pp. 625-644
Persistent link: https://www.econbiz.de/10010244747
Saved in:
4
The sensitivity of beta to the time horizon when log prices follow an Ornstein-Uhlenbeck process
Hong, KiHoon Jimmy
;
Satchell, Stephen
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 264-290
Persistent link: https://www.econbiz.de/10010462111
Saved in:
5
A functional approach to pricing complex barrier options
Mazzoni, Thomas
- In:
The European journal of finance
20
(
2014
)
4/6
,
pp. 399-418
Persistent link: https://www.econbiz.de/10010462022
Saved in:
6
A generalization of the formulas for options on the maximum or the minimum of several assets
Lindset, Snorre
- In:
The European journal of finance
12
(
2006
)
8
,
pp. 717-730
Persistent link: https://www.econbiz.de/10003396191
Saved in:
7
Skew Brownian motion and pricing European options
Corns, T. R. A.
;
Satchell, Stephen
- In:
The European journal of finance
13
(
2007
)
5/6
,
pp. 523-544
Persistent link: https://www.econbiz.de/10003570605
Saved in:
8
On the numerical evaluation of option prices in jump diffusion processes
Carr, Peter
;
Mayo, Anita
- In:
The European journal of finance
13
(
2007
)
3/4
,
pp. 353-372
Persistent link: https://www.econbiz.de/10003550397
Saved in:
9
Modeling electricity spot prices : combining mean reversion, spikes, and stochastic volatility
Mayer, Klaus
;
Schmid, Thomas
;
Weber, Florian
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 292-315
Persistent link: https://www.econbiz.de/10010528197
Saved in:
10
Pricing derivatives with modeling CO2 emission allowance using a regime-switching jump diffusion model : with regime-switching risk premium
Li, Chang-Yi
;
Chen, Son-nan
;
Lin, Shih-kuei
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 887-908
Persistent link: https://www.econbiz.de/10011715220
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