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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"The journal of fixed income"
~subject:"Black-Scholes-Modell"
~subject:"Martingal"
~subject:"Yield curve"
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Black-Scholes-Modell
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Option pricing theory
113
Optionspreistheorie
113
Theorie
71
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71
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50
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Fabozzi, Frank J.
4
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Ho, Thomas S. Y.
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Asia-Pacific financial markets
The journal of fixed income
International journal of theoretical and applied finance
149
Mathematical finance : an international journal of mathematics, statistics and financial theory
93
Finance and stochastics
79
Applied mathematical finance
70
The journal of futures markets
66
Journal of banking & finance
64
The journal of computational finance
57
The journal of derivatives : the official publication of the International Association of Financial Engineers
53
Review of derivatives research
50
Quantitative finance
46
International journal of financial engineering
39
Journal of mathematical finance
37
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Research paper series / Swiss Finance Institute
28
The review of financial studies
28
Risks : open access journal
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Finance research letters
25
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23
The North American journal of economics and finance : a journal of financial economics studies
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Journal of economic dynamics & control
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Discussion paper / B
18
Journal of empirical finance
18
Journal of risk and financial management : JRFM
18
International review of economics & finance : IREF
17
Journal of econometrics
17
European journal of operational research : EJOR
16
Journal of financial and quantitative analysis : JFQA
16
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Applied financial economics
15
Review of quantitative finance and accounting
14
Advances in futures and options research : a research annual
13
Journal of international money and finance
13
SpringerLink / Bücher
13
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
72
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1
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
Saved in:
2
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:
3
Term structure models during the global financial crisis: a parsimonious text mining approach
Nishimura, Kiyohiko G.
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
26
(
2019
)
3
,
pp. 297-337
Persistent link: https://www.econbiz.de/10012309663
Saved in:
4
Analysis of the nonlinear
option
pricing model under variable transaction costs
Ševčovič, Daniel
;
Žitňanská, Magdaléna
- In:
Asia-Pacific financial markets
23
(
2016
)
2
,
pp. 153-174
Persistent link: https://www.econbiz.de/10011619901
Saved in:
5
An asymptotic expansion for forward-backward SDEs : a malliavin calculus approach
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 337-373
Persistent link: https://www.econbiz.de/10011619975
Saved in:
6
Ripple effects, the long-run relationship, and dynamic corrections among interest rate swap spreads
Tah, Kenneth A.
;
Ngene, Geoffrey
- In:
The journal of fixed income
27
(
2018
)
4
,
pp. 40-52
Persistent link: https://www.econbiz.de/10011900629
Saved in:
7
Option
pricing for symmetric Lévy returns with applications
Hamza, Kais
;
Klebaner, Fima C.
;
Landsman, Zinoviy
;
Tan, …
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 27-52
Persistent link: https://www.econbiz.de/10010511553
Saved in:
8
Pricing coupon bond options and swaptions under the two-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 30-36
Persistent link: https://www.econbiz.de/10011803731
Saved in:
9
Edokko options : a new framework of barrier options
Fujita, Takahiko
;
Miura, Ryozo
- In:
Asia-Pacific financial markets
9
(
2002
)
2
,
pp. 141-151
Persistent link: https://www.econbiz.de/10001758329
Saved in:
10
Evaluation of the Asian
option
by the dual martingale measure
Shirakawa, Hiroshi
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 183-194
Persistent link: https://www.econbiz.de/10001449324
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