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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Review of quantitative finance and accounting"
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Search: subject_exact:"Parisian option"
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Option trading
138
Optionsgeschäft
138
Option pricing theory
100
Optionspreistheorie
100
Volatility
43
Volatilität
43
Stochastic process
30
Stochastischer Prozess
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Levendorskij, Sergej Z.
4
Cui, Zhenyu
3
Kwok, Yue-Kuen
3
Wu, Lixin
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Zanette, Antonino
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Alfonsi, Aurélien
2
Antonelli, Fabio
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Bojarčenko, Svetlana I.
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Boyarchenko, Mitya
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Elliott, Robert J.
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Gaudenzi, Marcellino
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2
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2
Kirkby, J. Lars
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Kuo, I.-doun
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Madan, Dilip B.
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1
Anderluh, J. H. M.
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1
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1
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International journal of theoretical and applied finance
Review of quantitative finance and accounting
The journal of futures markets
194
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
Finance research letters
64
The journal of computational finance
60
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
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
32
Journal of financial and quantitative analysis : JFQA
32
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
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
Research paper series / Swiss Finance Institute
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NBER working paper series
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The European journal of finance
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The journal of finance : the journal of the American Finance Association
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Asia-Pacific financial markets
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Risks : open access journal
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Wiley trading series
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Applied economics
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Applied financial economics
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NBER Working Paper
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Swiss Finance Institute Research Paper
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Journal of risk and financial management : JRFM
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Annals of finance
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The journal of derivatives : JOD
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ECONIS (ZBW)
138
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81
Perturbation stable conditional analytic Monte-Carlo pricing scheme for auto-callable products
Fries, Christian P.
;
Joshi, Mark S.
- In:
International journal of theoretical and applied finance
14
(
2011
)
2
,
pp. 197-219
Persistent link: https://www.econbiz.de/10008992179
Saved in:
82
Method of moments approach to pricing double barrier contracts in polynomial jump-diffusion models
Eriksson, Bjorn
;
Pistorius, Martijn
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1139-1158
Persistent link: https://www.econbiz.de/10009407659
Saved in:
83
Semi-static hedging of barrier options under poisson jumps
Carr, Peter
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1091-1111
Persistent link: https://www.econbiz.de/10009407668
Saved in:
84
Prices of barrier and first-touch digital options in Lévy-driven models, near barrier
Boyarchenko, Mitya
;
Innocentis, Marco de
;
Levendorskij, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1045-1090
Persistent link: https://www.econbiz.de/10009407673
Saved in:
85
Double barrier options in regime-switching hyper-exponential jump-diffusion models
Boyarchenko, Mitya
;
Bojarčenko, Svetlana I.
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1005-1043
Persistent link: https://www.econbiz.de/10009407678
Saved in:
86
Pricing and hedging volatility smile under multifactor interest rate models
Kuo, I.-doun
- In:
Review of quantitative finance and accounting
36
(
2011
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10009271374
Saved in:
87
Special issue on financial derivatives and risk management
Grasselli, Matheus
(
contributor
); …
-
2011
Persistent link: https://www.econbiz.de/10009562521
Saved in:
88
Pricing digital outperformance options with uncertain correlation
Romo, Jacinto Marabel
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 709-722
Persistent link: https://www.econbiz.de/10009298474
Saved in:
89
Conic finance and the corporate balance sheet
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 587-610
Persistent link: https://www.econbiz.de/10009298528
Saved in:
90
Should an American option be exercised earlier or later if volatility is not assumed to be a constant?
Zhu, Song-ping
;
Chen, Wen-ting
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1279-1297
Persistent link: https://www.econbiz.de/10009541996
Saved in:
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