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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Option trading
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Asia-Pacific financial markets
International journal of theoretical and applied finance
28
Quantitative finance
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The journal of computational finance
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Applied mathematical finance
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The journal of futures markets
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Journal of economic dynamics & control
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Finance and stochastics
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Review of derivatives research
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European journal of operational research : EJOR
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International journal of financial engineering
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The North American journal of economics and finance : a journal of financial economics studies
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Finance research letters
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Journal of banking & finance
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Journal of econometrics
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Journal of mathematical finance
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Annals of finance
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Insurance / Mathematics & economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Operations research
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Operations research letters
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Research paper series / Swiss Finance Institute
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Economic modelling
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Risks : open access journal
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The journal of derivatives : JOD
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Advanced series on statistical science & applied probability
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Applied economics
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Applied financial economics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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International review of economics & finance : IREF
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Journal of financial economics
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Journal of risk and financial management : JRFM
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical methods of operations research
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Swiss Finance Institute Research Paper
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The European journal of finance
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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A numerical scheme for expectations with first hitting time to smooth boundary
Hishida, Yuji
;
Ishigaki, Yuta
;
Okumura, Toshiki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 553-565
Persistent link: https://www.econbiz.de/10012309819
Saved in:
2
Pricing CIR yield options by conditional moment matching
Prayoga, Adrian
;
Privault, Nicolas
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 19-38
Persistent link: https://www.econbiz.de/10011742283
Saved in:
3
Understanding delta-hedged option returns in stochastic volatility environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
Saved in:
4
A new type of barrier options : lizard option
Kawanishi, Yasuhiro
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10010511547
Saved in:
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