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Option pricing theory
Theorie
44
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35
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29
Derivat
26
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26
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Optionsgeschäft
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Risikomanagement
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Welt
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10
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English
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Chance, Don M.
16
Hilliard, Jimmy E.
14
Hilliard, Jitka
6
Brooks, Robert
4
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2
Kau, James B.
2
Kumar, Raman
2
Li, Weiping
2
Muthuswamy, Jayaram
2
Ngo, Julie T. D.
2
Reis, Jorge
2
Rich, Don R.
2
Schwartz, Adam
2
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2
Arnold, Tom
1
Aǧca, Şenay
1
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1
Hillebrand, Eric
1
Keenan, Donald C.
1
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1
Ni, Yinan
1
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Management science : journal of the Institute for Operations Research and the Management Sciences
2
Quantitative finance
2
Review of derivatives research
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
American journal of agricultural economics
1
International journal of financial markets and derivatives
1
Journal of banking & finance
1
Journal of commodity markets : JCM
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Review of financial economics : RFE
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of computational finance
1
The journal of corporate finance : contracting, governance and organization
1
The journal of finance : the journal of the American Finance Association
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1
Pricing an option on revenue from an innovation: an application to movie box office revenue
Chance, Don M.
;
Hillebrand, Eric
;
Hilliard, Jimmy E.
- In:
Management science : journal of the Institute for …
54
(
2008
)
5
,
pp. 1015-1028
Persistent link: https://www.econbiz.de/10003735586
Saved in:
2
Default risk and the duration of zero coupon bonds
Chance, Don M.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
1
,
pp. 265-274
Persistent link: https://www.econbiz.de/10001084191
Saved in:
3
An introduction to derivatives and risk management
Chance, Don M.
-
2004
-
6. ed., internat. student ed.
Persistent link: https://www.econbiz.de/10001786590
Saved in:
4
Liquidity and employee options : an empirical examination of the Microsoft experience
Chance, Don M.
- In:
The journal of corporate finance : contracting, …
15
(
2009
)
4
,
pp. 469-487
Persistent link: https://www.econbiz.de/10003871942
Saved in:
5
Jump processes in commodity futures prices and options pricing
Hilliard, Jimmy E.
;
Reis, Jorge
- In:
American journal of agricultural economics
81
(
1999
)
2
,
pp. 273-286
Persistent link: https://www.econbiz.de/10001387252
Saved in:
6
Valuation of commodity futures and options under stochastic convenience yields, interest rates, and jump diffusions in the spot
Hilliard, Jimmy E.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 61-86
Persistent link: https://www.econbiz.de/10001243204
Saved in:
7
Valuing prepayment and default in a fixed-rate mortgage : a bivariate binominal options pricing technique
Hilliard, Jimmy E.
- In:
Real estate economics : journal of the American Real …
26
(
1998
)
3
,
pp. 431-468
Persistent link: https://www.econbiz.de/10001249229
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8
Binomial option pricing under stochastic volatility and correlated state variables
Hilliard, Jimmy E.
- In:
The journal of derivatives : the official publication …
4
(
1996
)
1
,
pp. 23-39
Persistent link: https://www.econbiz.de/10001207627
Saved in:
9
Pricing a class of American and European path dependent securities
Hilliard, Jimmy E.
;
Kau, James B.
;
Keenan, Donald C.
; …
- In:
Management science : journal of the Institute for …
41
(
1995
)
12
,
pp. 1892-1899
Persistent link: https://www.econbiz.de/10001196045
Saved in:
10
Bitcoin : jumps, convenience yields, and option prices
Hilliard, Jimmy E.
;
Ngo, Julie T. D.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2079-2091
Persistent link: https://www.econbiz.de/10013490923
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