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~isPartOf:"International journal of financial engineering"
~isPartOf:"Applied mathematical finance"
~subject:"Statistical distribution"
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Search: "Option pricing theory"
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Statistical distribution
Option pricing theory
355
Optionspreistheorie
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Stochastic process
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option pricing
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stochastic volatility
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Madan, Dilip B.
2
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Dowd, Kevin
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International journal of financial engineering
Applied mathematical finance
International journal of theoretical and applied finance
24
Journal of econometrics
14
Quantitative finance
13
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
The journal of futures markets
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The North American journal of economics and finance : a journal of financial economics studies
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European journal of operational research : EJOR
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Review of quantitative finance and accounting
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Finance research letters
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Risks : open access journal
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SFB 649 discussion paper
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Asia-Pacific journal of financial studies
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Economics letters
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International review of economics & finance : IREF
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Center for Research in Economics and Finance (CIEF), Working Papers
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Central European journal of economic modelling and econometrics
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Computational Management Science : CMS
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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1
European option pricing using Gumbel distribution
Purohit, Seema Uday
;
Lalit, Prasad Narahar
- In:
International journal of financial engineering
9
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013188781
Saved in:
2
A structural approach to default modelling with pure jump processes
Aguilar, Jean-Philippe
;
Pesci, Nicolas
;
James, Victor
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 48-78
Persistent link: https://www.econbiz.de/10012625981
Saved in:
3
Risk neutral jump arrival rates implied in option prices and their models
Madan, Dilip B.
;
Wang, King
- In:
Applied mathematical finance
28
(
2021
)
3
,
pp. 201-235
Persistent link: https://www.econbiz.de/10013171070
Saved in:
4
Capturing implied correlation skew from options prices via multiscale stochastic volatility models
Pellegrino, T.
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012603755
Saved in:
5
Asymmetries in financial returns
Madan, Dilip B.
;
Wang, King
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011807103
Saved in:
6
A mean bound financial model and options pricing
Li, Yu
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011807105
Saved in:
7
A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models
Dang, Duy Minh
;
Jackson, Kenneth R.
;
Sues, Scott
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 175-215
Persistent link: https://www.econbiz.de/10011815225
Saved in:
8
Modelling stochastic skew of FX options using SLV models with stochastic spot/vol correlation and correlated jumps
Itkin, Andrey
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 485-519
Persistent link: https://www.econbiz.de/10011815291
Saved in:
9
Long-range dependence in the risk-neutral measure for the market on Lehman Brothers Collapse
Kim, Young Shin
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 309-322
Persistent link: https://www.econbiz.de/10011704246
Saved in:
10
A moment-based analytic approximation of the risk-neutral density of American options
Arismendi Zambrano, Juan Carlos
;
Prokopczuk, Marcel
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 409-444
Persistent link: https://www.econbiz.de/10011704266
Saved in:
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