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A comparison of option pricing...
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19,692
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19,245
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15,708
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5,276
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5,169
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5,091
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5,010
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5,006
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4,893
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4,875
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4,164
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305
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194
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168
Bollerslev, Tim
150
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146
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142
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137
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131
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129
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126
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123
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106
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106
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105
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102
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99
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99
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98
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97
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97
Ma, Feng
97
Lux, Thomas
95
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94
Hull, John
90
Bekaert, Geert
89
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88
Linton, Oliver
88
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87
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87
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87
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86
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86
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86
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86
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79
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79
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93
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14
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13
Department of Economics and Finance, College of Business and Economics
13
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Research in international business and finance
323
Discussion paper / Tinbergen Institute
321
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310
Risks : open access journal
307
The journal of derivatives : the official publication of the International Association of Financial Engineers
301
The journal of computational finance
292
Journal of international financial markets, institutions & money
289
Journal of risk and financial management : JRFM
286
Computational economics
285
Journal of international money and finance
282
The European journal of finance
282
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252
Pacific-Basin finance journal
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Showing
1
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10
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date (oldest first)
1
Does model misspecification matter for hedging? : a computational finance experiment based approach
Sun, Youfa
;
Yuan, George
;
Guo, Shimin
;
Liu, Jianguo
; …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011403136
Saved in:
2
American option pricing under the double Heston model based on asymptotic expansion
Zhang, S. M.
;
Feng, Y.
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 211-226
Persistent link: https://www.econbiz.de/10012194649
Saved in:
3
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
Saved in:
4
Pricing and hedging of lookback options in hyper-exponential jump diffusion models
Hofer, Markus
;
Mayer, Philipp
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 489-511
Persistent link: https://www.econbiz.de/10010235585
Saved in:
5
Option pricing with discrete time jump processes
Guégan, Dominique
;
Ielpo, Florian
;
Lalaharison, Hanjarivo
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2417-2445
Persistent link: https://www.econbiz.de/10010348134
Saved in:
6
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:
7
A parsimonious multi-asset Heston model : calibration and
derivative
pricing
Dimitroff, Georgi
;
Lorenz, Stefan
;
Szimayer, Alexander
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1299-1333
Persistent link: https://www.econbiz.de/10009541994
Saved in:
8
Asymptotic expansion formula of option price under multifactor Heston model
Nagashima, Kazuki
;
Chung, Tsz-Kin
;
Tanaka, Keiichi
- In:
Asia-Pacific financial markets
21
(
2014
)
4
,
pp. 351-396
Persistent link: https://www.econbiz.de/10010511560
Saved in:
9
Pricing perpetual American CatEPut options when stock prices are correlated with catastrophe losses
Kim, Hwa-sung
;
Kim, Bara
;
Kim, Jerim
- In:
Economic modelling
41
(
2014
),
pp. 15-22
Persistent link: https://www.econbiz.de/10010438507
Saved in:
10
Analytic pricing of
volatility
-equity options within Wishart-based stochastic
volatility
models
Fonseca, José da
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Operations research letters
43
(
2015
)
6
,
pp. 601-607
Persistent link: https://www.econbiz.de/10011416324
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