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~isPartOf:"International journal of financial markets and derivatives"
~subject:"Analysis"
~subject:"Arbitrage"
~subject:"Volatility"
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International journal of financial markets and derivatives
The journal of futures markets
63
Journal of banking & finance
42
International journal of theoretical and applied finance
36
Applied mathematical finance
25
Quantitative finance
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Review of derivatives research
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Finance research letters
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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International journal of financial engineering
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Asia-Pacific journal of financial studies
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Finance and stochastics
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Finanzmarkt und Portfolio-Management
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Global finance journal
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Closed-form solution for the critical stock price and the price of perpetual American call options via the improved Mellin transforms
Fadugba, Sunday Emmanuel
;
Nwozo, Chuma Raphael
- In:
International journal of financial markets and derivatives
6
(
2018
)
4
,
pp. 269-286
Persistent link: https://www.econbiz.de/10011996903
Saved in:
2
Pricing American options when there is short-lived arbitrage
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
International journal of financial markets and derivatives
4
(
2015
)
1
,
pp. 43-53
Persistent link: https://www.econbiz.de/10011316656
Saved in:
3
Discrete volatility calibration for callable swaps : a model comparison
Corelli, Angelo
- In:
International journal of financial markets and derivatives
2
(
2011
)
4
,
pp. 258-264
Persistent link: https://www.econbiz.de/10009528842
Saved in:
4
Arbitrage illustrated by option models
Sebehela, Tumellano
- In:
International journal of financial markets and derivatives
3
(
2012
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10009756401
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