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isPartOf:"The journal of computational finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Option trading
108
Optionsgeschäft
108
Option pricing theory
95
Optionspreistheorie
95
Theorie
49
Theory
49
Stochastic process
21
Stochastischer Prozess
21
Black-Scholes model
20
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20
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20
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14
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11
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barrier options
7
American options
6
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stochastic volatility
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Numerical analysis
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Numerisches Verfahren
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Search theory
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Suchtheorie
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Transaction costs
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option pricing
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American option
3
Asian options
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108
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Kirkby, J. Lars
3
Andersen, Leif B. G.
2
Bojarčenko, Svetlana I.
2
Dai, Min
2
Dolinsky, Yan
2
Forsyth, Peter A.
2
Hafner, Reinhold
2
Kwok, Yue-Kuen
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Levendorskij, Sergej Z.
2
Palmer, Kenneth J.
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AitSahlia, Farid
1
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The journal of computational finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
189
International journal of theoretical and applied finance
111
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
Applied mathematical finance
54
Finance research letters
54
Quantitative finance
54
Journal of economic dynamics & control
47
Finance and stochastics
43
Journal of financial economics
41
The North American journal of economics and finance : a journal of financial economics studies
41
International review of economics & finance : IREF
34
Journal of financial markets
34
International journal of financial engineering
31
Journal of financial and quantitative analysis : JFQA
31
Computational economics
30
The review of financial studies
30
Working paper / National Bureau of Economic Research, Inc.
30
European journal of operational research : EJOR
29
Journal of mathematical finance
27
Research paper series / Swiss Finance Institute
27
Review of quantitative finance and accounting
27
NBER working paper series
26
Management science : journal of the Institute for Operations Research and the Management Sciences
25
International review of financial analysis
24
The European journal of finance
24
The journal of finance : the journal of the American Finance Association
24
Asia-Pacific financial markets
23
Wiley trading series
23
Applied economics
20
Applied financial economics
20
Journal of risk and financial management : JRFM
19
NBER Working Paper
19
Risks : open access journal
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Swiss Finance Institute Research Paper
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Annals of finance
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The journal of derivatives : JOD
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ECONIS (ZBW)
108
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51
Fast simplified approaches to Asian option pricing
Tangman, D. Y.
;
Peer, A. A. I.
;
Rambeerich, N.
;
Bhuruth, M.
- In:
The journal of computational finance
14
(
2010/11
)
4
,
pp. 3-36
Persistent link: https://www.econbiz.de/10009241264
Saved in:
52
Pricing of high-dimensional American options by neural networks
Kohler, Michael
;
Krzyżak, Adam
;
Todorović, Nebojša
- In:
Mathematical finance : an international journal of …
20
(
2010
)
3
,
pp. 383-410
Persistent link: https://www.econbiz.de/10008665062
Saved in:
53
Minimum guaranteed payments and costly cancellation rights : a stopping game perspective
Alvarez, Luis H. R.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 733-751
Persistent link: https://www.econbiz.de/10008667600
Saved in:
54
Discrete time hedging of the American option
Hussain, S.
;
Shashiashvili, M.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 647-670
Persistent link: https://www.econbiz.de/10008667629
Saved in:
55
The singular points binominal method for pricing American path-dependent options
Gaudenzi, Marcellino
;
Zanette, Antonino
;
Lepellere, …
- In:
The journal of computational finance
14
(
2010/11
)
1
,
pp. 29-56
Persistent link: https://www.econbiz.de/10008736753
Saved in:
56
Unbiased Monte Carlo valuation of lookback, swing and barrier options with continous monitoring under variance gamma models
Becker, Martin
- In:
The journal of computational finance
13
(
2009/10
)
4
,
pp. 35-61
Persistent link: https://www.econbiz.de/10003996072
Saved in:
57
Generalized control variate methods for pricing Asian options
Han, Chuan-Hsiang
;
Lai, Yongzeng
- In:
The journal of computational finance
14
(
2010/11
)
2
,
pp. 87-118
Persistent link: https://www.econbiz.de/10008810127
Saved in:
58
A high-order front-tracking finite difference method for pricing American options under jump-diffusion models
Toivanen, Jari
- In:
The journal of computational finance
13
(
2009/10
)
3
,
pp. 61-79
Persistent link: https://www.econbiz.de/10003971914
Saved in:
59
Put-call symmetry : extensions and applications
Carr, Peter
;
Lee, Roger
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 523-560
Persistent link: https://www.econbiz.de/10003937125
Saved in:
60
American options in Lévy models with stochastic interest rates
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
The journal of computational finance
12
(
2009
)
4
,
pp. 51-89
Persistent link: https://www.econbiz.de/10009534611
Saved in:
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