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isPartOf:"The European journal of finance"
~isPartOf:"International journal of theoretical and applied finance"
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Option trading
135
Optionsgeschäft
135
Option pricing theory
100
Optionspreistheorie
100
Volatility
41
Volatilität
41
Stochastic process
31
Stochastischer Prozess
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Levendorskij, Sergej Z.
4
Cui, Zhenyu
3
Kwok, Yue-Kuen
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Schoutens, Wim
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Wu, Lixin
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Zanette, Antonino
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Alfonsi, Aurélien
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Antonelli, Fabio
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Ap Gwilym, Owain
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Benth, Fred Espen
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Carr, Peter
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Elliott, Robert J.
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Gaudenzi, Marcellino
2
Hughston, Lane P.
2
Joshi, Mark S.
2
Kirkby, J. Lars
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Madan, Dilip B.
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Pistorius, Martijn
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Ramponi, A.
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Romo, Jacinto Marabel
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Roux, Alet
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Siu, Tak Kuen
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1
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Al-Fagih, Luluwah
1
Alfeus, Mesias
1
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Alòs, Elisa
1
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1
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The European journal of finance
International journal of theoretical and applied finance
The journal of futures markets
193
Journal of banking & finance
93
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
Finance research letters
64
The journal of computational finance
59
Quantitative finance
58
Applied mathematical finance
55
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
Finance and stochastics
43
The North American journal of economics and finance : a journal of financial economics studies
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40
International review of economics & finance : IREF
34
Journal of financial markets
34
International journal of financial engineering
32
Journal of financial and quantitative analysis : JFQA
32
Computational economics
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The review of financial studies
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European journal of operational research : EJOR
29
International review of financial analysis
27
Journal of mathematical finance
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
Review of quantitative finance and accounting
27
The journal of finance : the journal of the American Finance Association
23
Asia-Pacific financial markets
22
Applied economics
20
Applied financial economics
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Risks : open access journal
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Journal of risk and financial management : JRFM
18
Annals of finance
17
The journal of derivatives : JOD
17
Economic modelling
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Journal of empirical finance
16
Decisions in economics and finance : DEF ; a journal of applied mathematics
15
Insurance / Mathematics & economics
15
Applied economics letters
14
Finance : revue de l'Association Française de Finance
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ECONIS (ZBW)
135
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1
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes
Li, Zelei
;
Tang, Dan
;
Wang, Xingchun
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1406-1431
Persistent link: https://www.econbiz.de/10014323018
Saved in:
2
Liquidity-adjusted value-at-risk : a comprehensive extension with microstructural liquidity components
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 871-888
Persistent link: https://www.econbiz.de/10013373347
Saved in:
3
Closed form optimal exercise boundary of the American put option
Kitapbayev, Yerkin
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012650204
Saved in:
4
CVA and vulnerable options in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
Saved in:
5
Consistent upper price bounds for exotic options
Bäuerle, Nicole
;
Schmithals, Daniel Matthias
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012650310
Saved in:
6
Pricing American options with the Runge-Kutta-Legendre finite difference scheme
Le Floc'h, Fabien
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012652624
Saved in:
7
The value of being lucky : option backdating and nondiversifiable risk
Henderson, Vicky
;
Sun, Jia
;
Whalley, A. Elizabeth
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012652678
Saved in:
8
Sinh-acceleration for B-spline projection with option pricing applications
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-50
Persistent link: https://www.econbiz.de/10012887408
Saved in:
9
Pricing Asian options with correlators
Lavagnini, Silvia
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-44
Persistent link: https://www.econbiz.de/10012887425
Saved in:
10
Conic CVA and DVA for option portfolios
Bakel, Sjoerd van
;
Borovkova, Svetlana
;
Michielon, Matteo
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012496518
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