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~isPartOf:"Contemporary quantitative finance : essays in honour of Eckhard Platen"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~subject:"Analysis"
~subject:"Hedging"
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Option pricing theory
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Contemporary quantitative finance : essays in honour of Eckhard Platen
Decisions in economics and finance : DEF ; a journal of applied mathematics
International journal of theoretical and applied finance
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
47
Finance and stochastics
36
Applied mathematical finance
33
Quantitative finance
31
The journal of futures markets
28
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Risks : open access journal
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Journal of economic dynamics & control
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Review of derivatives research
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International journal of financial engineering
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Research paper series / Swiss Finance Institute
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European journal of operational research : EJOR
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Finance research letters
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Journal of risk and financial management : JRFM
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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SFB 649 discussion paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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NBER working paper series
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Scandinavian actuarial journal
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The North American journal of economics and finance : a journal of financial economics studies
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Advances in futures and options research : a research annual
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Sense, nonsense and the S&P500
Rogers, Leonard C. G.
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
2
,
pp. 447-461
Persistent link: https://www.econbiz.de/10011997958
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2
Representation of American option prices under Heston stochastic volatility dynamics using integral transforms
Chiarella, Carl
;
Ziogas, Andrew
;
Ziveyi, Jonathan
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 281-315)
.
2010
Persistent link: https://www.econbiz.de/10008749199
Saved in:
3
Explicit formulas for the minimal variance hedging strategy in a martingale case
Angelini, Flavio
;
Herzel, Stefano
- In:
Decisions in economics and finance : DEF ; a journal of …
33
(
2010
)
1
,
pp. 63-79
Persistent link: https://www.econbiz.de/10003967624
Saved in:
4
A moments and strike matching binominal algorithm for pricing American put options
Jourdain, Benjamin
;
Zanette, Antonino
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10003771585
Saved in:
5
Stochastic Jacobian and Riccati ODE in affine term structure models
Grasselli, Martino
;
Tebaldi, Claudio
- In:
Decisions in economics and finance : DEF ; a journal of …
30
(
2007
)
2
,
pp. 95-108
Persistent link: https://www.econbiz.de/10003630203
Saved in:
6
Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff
Sanfelici, Simona
- In:
Decisions in economics and finance : DEF ; a journal of …
27
(
2004
)
2
,
pp. 125-151
Persistent link: https://www.econbiz.de/10003095208
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