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Journal of Derivatives最新文献

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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
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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
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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
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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
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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
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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
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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
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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
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引用次数: 0
Pricing Interest Rate Swaps 利率掉期定价
IF 0.7 4区 经济学
Journal of Derivatives Pub Date : 2019-10-07 DOI: 10.1002/9781119595663.ch34
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引用次数: 0
T‐bond Futures 未来T‐bond
IF 0.7 4区 经济学
Journal of Derivatives Pub Date : 2019-10-07 DOI: 10.1002/9781119595663.ch13
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引用次数: 0
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