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Option Prices with Stochastic...
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Option pricing theory
208
Optionspreistheorie
208
Volatility
76
Volatilität
76
Theorie
49
Theory
49
Option trading
44
Optionsgeschäft
44
Stochastic process
32
Stochastischer Prozess
32
Derivat
31
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31
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23
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23
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23
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English
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Leippold, Markus
4
Martzoukos, Spiros A.
4
Nawalkha, Sanjay K.
4
Andreou, Panayiotis C.
3
Fusai, Gianluca
3
Kim, Young Shin
3
Koussis, Nicos
3
Prokopczuk, Marcel
3
Skiadopoulos, George
3
Stentoft, Lars
3
Trigeorgis, Lenos
3
Agarwal, Vineet
2
Alexander, Carol
2
Back, Janis
2
Barbachan, José Santiago Fajardo
2
Barone-Adesi, Giovanni
2
Bernales, Alejandro
2
Bianchi, Michele Leonardo
2
Casassus, Jaime
2
Choy, Siu Kai
2
Chung, San-Lin
2
Chung, San-lin
2
Coleman, Thomas F.
2
Collin-Dufresne, Pierre
2
Corrado, Charles Joseph
2
Câmara, António
2
Das, Sanjiv R.
2
Dias, José Carlos
2
Duan, Jin-Chuan
2
Ederington, Louis H.
2
Fabozzi, Frank J.
2
Fuh, Cheng-der
2
Gkionis, Konstantinos
2
Grasselli, Martino
2
Guan, Wei
2
Hull, John
2
Jarrow, Robert A.
2
Kagkadis, Anastasios
2
Klein, Peter
2
Kostakis, Alexandros
2
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Journal of banking & finance
International journal of theoretical and applied finance
496
Mathematical finance : an international journal of mathematics, statistics and financial theory
281
The journal of futures markets
275
The journal of computational finance
262
Applied mathematical finance
257
Finance and stochastics
228
The journal of derivatives : the official publication of the International Association of Financial Engineers
224
Quantitative finance
201
Review of derivatives research
178
Insurance / Mathematics & economics
140
Journal of economic dynamics & control
135
European journal of operational research : EJOR
133
Finance research letters
121
International journal of financial engineering
118
Journal of mathematical finance
109
Computational economics
108
Risks : open access journal
96
Research paper series / Swiss Finance Institute
89
Asia-Pacific financial markets
86
The European journal of finance
84
The North American journal of economics and finance : a journal of financial economics studies
84
Journal of financial economics
81
Journal of econometrics
73
Journal of financial and quantitative analysis : JFQA
63
The journal of finance : the journal of the American Finance Association
61
Energy economics
60
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
The review of financial studies
59
NBER working paper series
58
Review of quantitative finance and accounting
56
SFB 649 discussion paper
55
Annals of finance
53
Working paper / National Bureau of Economic Research, Inc.
53
International review of economics & finance : IREF
51
The journal of real estate finance and economics
51
Decisions in economics and finance : DEF ; a journal of applied mathematics
50
Journal of risk and financial management : JRFM
50
Economic modelling
49
International review of financial analysis
49
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ECONIS (ZBW)
214
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1
Discrete hedging of American-type options using local risk minimization
Coleman, Thomas F.
;
Levchenkov, Dmitriy
;
Li, Yuying
- In:
Journal of banking & finance
31
(
2007
)
11
,
pp. 3398-3419
Persistent link: https://www.econbiz.de/10003577412
Saved in:
2
Pricing exotic options with L-stable Padé schemes
Khaliq, Abdul Q. M.
;
Voss, David A.
;
Yousuf, Muhammad
- In:
Journal of banking & finance
31
(
2007
)
11
,
pp. 3438-3461
Persistent link: https://www.econbiz.de/10003577471
Saved in:
3
A general closed-form spread option pricing formula
Caldana, Ruggero
;
Fusai, Gianluca
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4893-4906
Persistent link: https://www.econbiz.de/10010342187
Saved in:
4
A linearly implicit predictor-corrector scheme for pricing American options using a penalty method approach
Khaliq, A. Q. M.
;
Voss, D. A.
;
Kazmi, S. H. K.
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 489-502
Persistent link: https://www.econbiz.de/10003291300
Saved in:
5
Modeling time series information into option prices : an empirical evaluation of statistical projection and GARCH option pricing model
Chen, An-sing
;
Leung, Mark T.
- In:
Journal of banking & finance
29
(
2005
)
12
,
pp. 2947-2969
Persistent link: https://www.econbiz.de/10003203805
Saved in:
6
Normal mixture diffusion with uncertain volatility : modelling short- and long-term smile effects
Alexander, Carol
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 2957-2980
Persistent link: https://www.econbiz.de/10002410726
Saved in:
7
Why do we smile? : On the determinants of the implied volatility function
Peña Sánchez de Rivera, Juan Ignacio
;
Rubio, Gonzalo
; …
- In:
Journal of banking & finance
23
(
1999
)
8
,
pp. 1151-1179
Persistent link: https://www.econbiz.de/10001391604
Saved in:
8
Model risk and model choice in the case of barrier options and bonus certificates
Baule, Rainer
;
Shkel, David Sebastian
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013256692
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9
Pricing discrete path-dependent options under a double exponential jump-diffusion model
Fuh, Cheng-der
;
Luo, Sheng-feng
;
Yen, Ju-fang
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2702-2713
Persistent link: https://www.econbiz.de/10009776395
Saved in:
10
Seasonal Stochastic Volatility : implications for the pricing of commodity options
Arismendi Zambrano, Juan Carlos
;
Back, Janis
; …
- In:
Journal of banking & finance
66
(
2016
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011634553
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