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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Applied mathematical finance"
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Derivat
131
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131
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94
Theory
94
Option pricing theory
77
Optionspreistheorie
77
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57
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57
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Benth, Fred Espen
6
Park, Hun Y.
4
Rutkowski, Marek
4
Barone-Adesi, Giovanni
3
Brooks, Robert
3
Chance, Don M.
3
Chen, David M.
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Jamshidian, Farshid
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Advances in futures and options research : a research annual
Applied mathematical finance
The journal of futures markets
1,127
Energy economics
382
Journal of banking & finance
362
International journal of theoretical and applied finance
221
International review of financial analysis
197
NBER working paper series
188
Working paper / National Bureau of Economic Research, Inc.
179
The journal of finance : the journal of the American Finance Association
172
Applied financial economics
169
International review of economics & finance : IREF
168
Finance research letters
167
Journal of financial economics
166
NBER Working Paper
154
Journal of financial and quantitative analysis : JFQA
149
The review of financial studies
139
Applied economics
135
Journal of international money and finance
125
The journal of derivatives : the official publication of the International Association of Financial Engineers
125
The European journal of finance
121
The journal of alternative investments
118
Applied economics letters
110
Working paper
110
Economic modelling
107
Journal of international financial markets, institutions & money
107
IMF Working Papers
105
Journal of empirical finance
101
Review of derivatives research
101
SpringerLink / Bücher
101
The North American journal of economics and finance : a journal of financial economics studies
92
Discussion paper / Centre for Economic Policy Research
86
Quantitative finance
85
Wiley finance series
84
Economics letters
83
Pacific-Basin finance journal
82
Research in international business and finance
78
The journal of fixed income
77
Die Bank
76
MPRA Paper
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ECONIS (ZBW)
206
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1
The impact of stochastic volatility on initial margin and MVA for interest rate derivatives
Hoencamp, J. H.
;
Kort, J. P. de
;
Kandhai, B. D.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 141-179
Persistent link: https://www.econbiz.de/10013554796
Saved in:
2
Pricing the excess volatility in foreign exchange risk premium and forward rate bias
Swan, Tina T.
;
Swan, Bruce Q.
;
Chen, Xinfu
- In:
Applied mathematical finance
29
(
2022
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10013554066
Saved in:
3
Eurodollar
futures
pricing in log-normal interest rate models in discrete time
Pirjol, Dan
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 445-464
Persistent link: https://www.econbiz.de/10011704268
Saved in:
4
Hedging strategies in commodity markets : rolling intrinsic and delta hedging for virtual power plants
Biegler-König, Richard
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 550-582
Persistent link: https://www.econbiz.de/10012516171
Saved in:
5
A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power
futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
Saved in:
6
Trading signals in VIX
futures
Avellaneda, Marco
;
Li, Thomas Nanfeng
;
Papanicolaou, Andrew
- In:
Applied mathematical finance
28
(
2021
)
3
,
pp. 275-298
Persistent link: https://www.econbiz.de/10013171072
Saved in:
7
Simulation of arbitrage-free implied volatility surfaces
Cont, Rama
;
Vuletić, Milena
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 94-121
Persistent link: https://www.econbiz.de/10014443387
Saved in:
8
Regime-switching stochastic volatility model : estimation and calibration to VIX options
Goutte, Stéphane
;
Ismail, Amine
;
Pham, Huyên
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 38-75
Persistent link: https://www.econbiz.de/10011746993
Saved in:
9
Hybrid Lévy models : design and computational aspects
Eberlein, Ernst
;
Rudmann, Marcus
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 533-556
Persistent link: https://www.econbiz.de/10012129180
Saved in:
10
A multiple curve Lévy swap market model
Eberlein, Ernst
;
Gerhart, Christoph
; …
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 396-421
Persistent link: https://www.econbiz.de/10012501623
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