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Search: subject_exact:"Parisian option"
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Option trading
110
Optionsgeschäft
110
Option pricing theory
83
Optionspreistheorie
83
Volatility
34
Volatilität
34
Stochastic process
28
Stochastischer Prozess
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23
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23
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22
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7
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optimal stopping
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110
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Levendorskij, Sergej Z.
4
Cui, Zhenyu
3
Kwok, Yue-Kuen
3
Wu, Lixin
3
Zanette, Antonino
3
Alfonsi, Aurélien
2
Antonelli, Fabio
2
Benth, Fred Espen
2
Bojarčenko, Svetlana I.
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Boyarchenko, Mitya
2
Carr, Peter
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Elliott, Robert J.
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Gaudenzi, Marcellino
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Joshi, Mark S.
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Kirkby, J. Lars
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Madan, Dilip B.
2
Pistorius, Martijn
2
Ramponi, A.
2
Romo, Jacinto Marabel
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Roux, Alet
2
Scarlatti, S.
2
Schoutens, Wim
2
Siu, Tak Kuen
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Yu, Hong
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Zhu, Song-ping
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Ahlip, Rehez
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Al-Fagih, Luluwah
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Alfeus, Mesias
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An, Yunbi
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Assaf, Ata
1
Bakel, Sjoerd van
1
Barbachan, José Santiago Fajardo
1
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1
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International journal of theoretical and applied finance
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
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
Review of quantitative finance and accounting
27
The European journal of finance
24
The journal of finance : the journal of the American Finance Association
24
Asia-Pacific financial markets
22
Applied economics
20
Applied financial economics
20
Risks : open access journal
20
Journal of risk and financial management : JRFM
18
Annals of finance
17
The journal of derivatives : JOD
17
Economic modelling
16
Journal of empirical finance
16
Decisions in economics and finance : DEF ; a journal of applied mathematics
15
Insurance / Mathematics & economics
15
Applied economics letters
14
Finanzmarkt und Portfolio-Management
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ECONIS (ZBW)
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21
Most-likely-path in Asian option pricing under local voluntility models
Arguin, Louis-Pierre
;
Liu, Nien-Lin
;
Wang, Tai-Ho
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011903764
Saved in:
22
Skewed Lévy models and implied volatility skew
Olivera, Federico de
;
Barbachan, José Santiago Fajardo
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011854458
Saved in:
23
Algorithmic differentiation for discontinuous payoffs
Daluiso, Roberto
;
Facchinetti, Giorgio
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011891863
Saved in:
24
Index options and volatility derivatives in a Gaussian random field risk-neutral density model
Han, Xixuan
;
Wei, Boyu
;
Yang, Hailiang
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011891885
Saved in:
25
The early exercise premium in American options by using nonparametric regressions
Li, Weiping
;
Chen, Su
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011956935
Saved in:
26
The valuation of self-funding instalment warrants
Dewynne, Jeff N.
;
Hassan, Nadima el
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011687010
Saved in:
27
The British asset-or-nothing put option
Gao, Min
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011687026
Saved in:
28
Tighter bounds for implied volatility
Gatheral, Jim
;
Matić, Ivan
;
Radoičić, Radoš
; …
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011733970
Saved in:
29
Ultra-fast pricing barrier options and CDSs
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011734044
Saved in:
30
Super-hedging American options with semi-static trading strategies under model uncertainty
Bayraktar, Erhan
;
Zhou, Zhou
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-10
Persistent link: https://www.econbiz.de/10011734088
Saved in:
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