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Stochastic process
Optionsgeschäft
6,442
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International journal of theoretical and applied finance
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43
The journal of computational finance
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31
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21
Finance and stochastics
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Finance research letters
21
International journal of financial engineering
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European journal of operational research : EJOR
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Review of derivatives research
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Journal of mathematical finance
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of futures markets
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Journal of economic dynamics & control
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Journal of banking & finance
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Operations research letters
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Asia-Pacific financial markets
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7
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6
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6
Research paper series / Swiss Finance Institute
6
The European journal of finance
6
Theoretical economics letters
6
Computational Management Science : CMS
5
Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Review of quantitative finance and accounting
5
Risk and decision analysis
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
900
RePEc
1
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1
Pricing European and American options in the Heston model with accelerated explicit finite differencing methods
O'Sullivan, Conall
;
O'Sullivan, Stephen
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-35
Persistent link: https://www.econbiz.de/10009756043
Saved in:
2
An efficient algorithm for options under Merton’s jump-diffusion model on nonuniform grids
Chen, Yingzi
;
Wang, Wansheng
;
Xiao, Aiguo
- In:
Computational economics
53
(
2019
)
4
,
pp. 1565-1591
Persistent link: https://www.econbiz.de/10012135577
Saved in:
3
Option prices in a model with stochastic disaster risk
Seo, Sang Byung
;
Wachter, Jessica
- In:
Management science : journal of the Institute for …
65
(
2019
)
8
,
pp. 3449-3469
Persistent link: https://www.econbiz.de/10012062624
Saved in:
4
American options and callable bonds under stochastic interest rates and endogenous bankruptcy
Nunes, Joaõ Pedro Vidal
- In:
Review of derivatives research
14
(
2011
)
3
,
pp. 283-332
Persistent link: https://www.econbiz.de/10009349987
Saved in:
5
American option pricing with discrete and continuous time models : an empirical comparison
Stentoft, Lars
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 880-902
Persistent link: https://www.econbiz.de/10009492526
Saved in:
6
Game theoretic analysis of incomplete markets : emergence of probabilities, nonlinear and fractional Black-Scholes equations
Kolokolʹcov, Vassilij N.
- In:
Risk and decision analysis
4
(
2013
)
3
,
pp. 131-161
Persistent link: https://www.econbiz.de/10010190161
Saved in:
7
Using Richardson extrapolation techniques to price American options with alternative stochastic processes
Chang, Chuang-chang
;
Lin, Jun-biao
;
Tsai, Wei-che
; …
- In:
Review of quantitative finance and accounting
39
(
2012
)
3
,
pp. 383-406
Persistent link: https://www.econbiz.de/10009673702
Saved in:
8
Perpetual options on multiple underlyings
Duck, Peter W.
;
Evatt, Geoffrey W.
;
Johnson, Paul V.
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 174-200
Persistent link: https://www.econbiz.de/10010352003
Saved in:
9
Upper and lower bounds for convex value functions of derivative contracts
Ben-Ameur, Hatem
;
Frutos, Javier de
;
Fakhfakh, Tarek
; …
- In:
Economic modelling
34
(
2013
),
pp. 69-75
Persistent link: https://www.econbiz.de/10010360612
Saved in:
10
Boundary evolution equations for American options
Mitchell, Daniel
;
Goodman, Jonathan
;
Muthuraman, Kumar
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 505-532
Persistent link: https://www.econbiz.de/10010486015
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