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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Option trading"
~subject:"Theory"
~type:"article"
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Option trading
Theory
Yield curve
114
Zinsstruktur
114
Theorie
85
Option pricing theory
51
Optionspreistheorie
51
Interest rate derivative
22
Zinsderivat
22
Volatility
16
Volatilität
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88
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Filipović, Damir
4
Eberlein, Ernst
3
Levendorskij, Sergej Z.
3
Rutkowski, Marek
3
Björk, Tomas
2
Brace, Alan
2
Chen, Son-nan
2
Gouriéroux, Christian
2
Hull, John
2
Jarrow, Robert A.
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Kennedy, D. P.
2
Kou, Steven
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Monfort, Alain
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Musiela, Marek
2
Pelsser, Antoon André Jean
2
Ritchken, Peter H.
2
Rogers, Leonard C. G.
2
Sankarasubramanian, L.
2
Scaillet, Olivier
2
Teichmann, Josef
2
White, Alan
2
Wu, Ting-pin
2
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1
Akahori, Jirô
1
Aquilina, J.
1
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1
Bagchi, Arunabha
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1
Cairns, Andrew
1
Carverhill, Andrew
1
Chan, Jiun Hong
1
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1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of banking & finance
83
The journal of fixed income
61
Journal of financial economics
53
International journal of theoretical and applied finance
52
The review of financial studies
42
Journal of economic dynamics & control
40
The journal of finance : the journal of the American Finance Association
39
Economics letters
38
Finance and stochastics
38
Journal of money, credit and banking : JMCB
35
Journal of empirical finance
30
Journal of financial and quantitative analysis : JFQA
30
Journal of international money and finance
29
Applied mathematical finance
28
Journal of monetary economics
27
Finance research letters
24
Journal of econometrics
23
Management science : journal of the Institute for Operations Research and the Management Sciences
23
International review of economics & finance : IREF
21
The European journal of finance
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Economic modelling
18
Review of derivatives research
17
The journal of futures markets
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Applied economics
16
Asia-Pacific financial markets
16
European journal of operational research : EJOR
16
Finance : revue de l'Association Française de Finance
16
International review of financial analysis
16
Journal of forecasting
16
Applied financial economics
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Insurance / Mathematics & economics
14
Journal of macroeconomics
14
Review of quantitative finance and accounting
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The American economic review
13
Applied economics letters
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ECONIS (ZBW)
88
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1
A unified Willow tree framework for one-factor short-rate models
Wang, Guangguang
;
Xu, Wei
- In:
The journal of derivatives : the official publication …
25
(
2018
)
3
,
pp. 33-54
Persistent link: https://www.econbiz.de/10011941393
Saved in:
2
Efficent pricing of barrier options and credit default swapts in Lévy models with stochastic interest rate
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1089-1123
Persistent link: https://www.econbiz.de/10011765022
Saved in:
3
Price-admissibility conditions for arbitrage-free linear price function models for the term structure of interest rates
Siegel, Andrew F.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 919-938
Persistent link: https://www.econbiz.de/10011583812
Saved in:
4
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
Saved in:
5
Barrier caps and floors under the LIBOR market model with double exponential jumps
Chang, Jui-jane
;
Chen, Son-nan
;
Wang, Chun-chao
;
Wu, …
- In:
The journal of derivatives : the official publication …
21
(
2014
)
4
,
pp. 7-30
Persistent link: https://www.econbiz.de/10010387683
Saved in:
6
Fast Monte Carlo Greeks for financial products with discontinuous pay-offs
Chan, Jiun Hong
;
Joshi, Mark S.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 459-495
Persistent link: https://www.econbiz.de/10009783358
Saved in:
7
Generalization of the Dybvig-Ingersoll-Ross theorem and asymptotic minimality
Goldammer, Verena
;
Schmock, Uwe
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 185-213
Persistent link: https://www.econbiz.de/10009554684
Saved in:
8
Incorporating risk and ambiguity aversion into a hybrid model of default
Jaimungal, Sebastian
;
Sigloch, Georg
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 57-81
Persistent link: https://www.econbiz.de/10009554694
Saved in:
9
On the Dybvig-Ingersoll-Ross theorem
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 729-740
Persistent link: https://www.econbiz.de/10009614938
Saved in:
10
The Dothan pricing model revisited
Pintoux, Caroline
;
Privault, Nicolas
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 355-363
Persistent link: https://www.econbiz.de/10008935653
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