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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Option trading
120
Optionsgeschäft
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Option pricing theory
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Optionspreistheorie
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Theorie
37
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31
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Atiya, Amir F.
1
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1
Chen, Son-nan
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Hsu, Pao-Peng
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Jackwerth, Jens Carsten
1
Li, Zhe
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Lin, Anchor Y.
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International review of economics & finance : IREF
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
29
Quantitative finance
24
The journal of computational finance
18
Applied mathematical finance
15
The journal of futures markets
14
Finance and stochastics
11
Journal of economic dynamics & control
11
Journal of mathematical finance
10
Review of derivatives research
10
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9
European journal of operational research : EJOR
9
Finance research letters
9
International journal of financial engineering
9
The North American journal of economics and finance : a journal of financial economics studies
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8
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Operations research
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Operations research letters
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Research paper series / Swiss Finance Institute
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Asia-Pacific financial markets
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Economic modelling
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Risks : open access journal
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SFB 649 Discussion Paper
4
The journal of derivatives : JOD
4
Advanced series on statistical science & applied probability
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Applied economics
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Applied financial economics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Journal of financial economics
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Journal of risk and financial management : JRFM
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
Pricing discrete barrier options under jump-diffusion model with liquidity risk
Li, Zhe
;
Zhang, Wei-guo
;
Liu, Yong-Jun
;
Zhang, Yue
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 347-368
Persistent link: https://www.econbiz.de/10012202898
Saved in:
2
Pricing and hedging barrier options under a Markov-modulated double exponential jump diffusion-CIR model
Chen, Son-nan
;
Hsu, Pao-Peng
- In:
International review of economics & finance : IREF
56
(
2018
),
pp. 330-346
Persistent link: https://www.econbiz.de/10012033703
Saved in:
3
Using VIX futures to hedge forward implied volatility risk
Lin, Yueh-neng
;
Lin, Anchor Y.
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 88-106
Persistent link: https://www.econbiz.de/10011625539
Saved in:
4
On pricing Asian options under stochastic volatility
Russo, Emilio
;
Staino, Alessandro
- In:
The journal of derivatives : the official publication …
23
(
2016
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10011687238
Saved in:
5
A simple approach to pricing American options under the Heston stochastic volatility model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 25-43
Persistent link: https://www.econbiz.de/10003985507
Saved in:
6
Static hedging of barrier options under general asset dynamics : unification and application
Nalholm, Morten
;
Poulsen, Rolf
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 46-60
Persistent link: https://www.econbiz.de/10003346503
Saved in:
7
Using Brownian bridge for fast simulation of jump-diffusion processes and barrier options
Metwally, Steve A. K.
;
Atiya, Amir F.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 43-54
Persistent link: https://www.econbiz.de/10001718687
Saved in:
8
Option-implied risk-neutral distributions and implied binominal trees : a literature review
Jackwerth, Jens Carsten
- In:
The journal of derivatives : the official publication …
7
(
2000
)
2
,
pp. 66-82
Persistent link: https://www.econbiz.de/10001497770
Saved in:
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