Journal of Derivatives最新文献_第2页

Testing and Mapping an Empirical Exercise Boundary for the American Put Option 检验和绘制美国看跌期权的经验操作边界

IF 0.7 4区经济学

Journal of Derivatives Pub Date : 2021-04-13 DOI: 10.3905/JOD.2021.1.134

J. Pimbley

引用次数: 0

Evergreen Trees: The Likelihood Ratio Method for Binomial and Trinomial Trees 常青树:二项树和三项树的似然比方法

IF 0.7 4区经济学

Journal of Derivatives Pub Date : 2021-04-02 DOI: 10.3905/JOD.2021.1.130

Tom P. Davis

引用次数: 0

An Arbitrage-Free Real-World Model for Fractional Option Prices 部分期权价格的无套利现实世界模型

IF 0.7 4区经济学

Journal of Derivatives Pub Date : 2021-03-25 DOI: 10.3905/JOD.2021.1.128

H. Fink

引用次数: 1

Derivatives: Theory and Practice of Trading, Valuation, and Risk Management 衍生品:交易、估值和风险管理的理论与实践

IF 0.7 4区经济学

Journal of Derivatives Pub Date : 2020-01-01 DOI: 10.1007/978-3-030-51751-9

J. Witzany

引用次数: 1

Uses of Options 选项的使用

IF 0.7 4区经济学

Journal of Derivatives Pub Date : 2019-10-07 DOI: 10.1002/9781119595663.ch15

引用次数: 0

Black–Scholes Model 布莱克-斯科尔斯模型

IF 0.7 4区经济学

Journal of Derivatives Pub Date : 2019-10-07 DOI: 10.1002/9781119595663.ch16

Liuren Wu

引用次数: 0

Currency Forwards and Futures 外汇远期及期货

IF 0.7 4区经济学

Journal of Derivatives Pub Date : 2019-10-07 DOI: 10.1002/9781119595663.ch7

引用次数: 0

Energy and Weather Derivatives 能源及天气衍生品

IF 0.7 4区经济学

Journal of Derivatives Pub Date : 2019-10-07 DOI: 10.1002/9781119595663.ch32

引用次数: 0

Value at Risk 风险价值

IF 0.7 4区经济学

Journal of Derivatives Pub Date : 2019-10-07 DOI: 10.1002/9781119595663.ch44

A. Vries

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引用次数: 304

Analysis of Black–Scholes 布莱克-斯科尔斯分析

IF 0.7 4区经济学

Journal of Derivatives Pub Date : 2019-10-07 DOI: 10.1002/9781119595663.ch24

引用次数: 0