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~isPartOf:"International journal of financial engineering"
~subject:"Estimation theory"
~subject:"Option pricing theory"
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Estimation theory
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International journal of financial engineering
Finance and stochastics
32
International journal of theoretical and applied finance
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Journal of econometrics
15
Applied mathematical finance
10
Research paper series / Swiss Finance Institute
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Asia-Pacific financial markets
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Mathematical methods of operations research
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Swiss Finance Institute Research Paper
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The journal of futures markets
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Econometric theory
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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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Cowles Foundation discussion paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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European journal of operational research : EJOR
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Journal of economic dynamics & control
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Journal of risk and financial management : JRFM
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Stochastic volatility for utility maximizers : a martingale approach
Ellersgaard, Simon
;
Tegnér, Martin
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011922965
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2
Pricing European options and risk measurement under exponential Lévy models : a practical guide
Salhi, Khaled
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011777826
Saved in:
3
Local risk-minimization for Lévy markets
Arai, Takuji
;
Suzuki, Ryoichi
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
Saved in:
4
Short maturity options for Azéma-Yor martingales
Zhu, Lingjiong
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011493322
Saved in:
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