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~isPartOf:"Review of quantitative finance and accounting"
~subject:"Stochastic process"
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Stochastic process
Black-Scholes model
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Option pricing theory
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Optionspreistheorie
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Volatility
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Lo, Chia Chun
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Review of quantitative finance and accounting
International journal of theoretical and applied finance
23
Applied mathematical finance
12
The journal of computational finance
12
Finance and stochastics
10
Computational economics
9
International journal of financial engineering
9
Journal of mathematical finance
9
Quantitative finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Asia-Pacific financial markets
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Journal of banking & finance
6
European journal of operational research : EJOR
5
Review of derivatives research
5
Applied economics
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Journal of financial economics
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Research paper series / Swiss Finance Institute
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The journal of futures markets
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Universitext
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Finance research letters
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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International journal of theoretical and applied finance : IJTAF
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Journal of econometrics
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Journal of economic dynamics & control
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Mathematics and financial economics
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Options : classic approaches to pricing and modelling
3
Risk and decision analysis
3
The North American journal of economics and finance : a journal of financial economics studies
3
Annals of financial economics
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Discussion paper / B
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International journal of financial markets and derivatives
2
International review of economics & finance : IREF
2
Journal of financial engineering
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Journal of risk and financial management : JRFM
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Reihe Quantitative Ökonomie : Ökon
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Alternative methods to derive option pricing models : review and comparison
Lee, Cheng F.
;
Chen, Yibing
;
Lee, John
- In:
Review of quantitative finance and accounting
47
(
2016
)
2
,
pp. 417-451
Persistent link: https://www.econbiz.de/10011595634
Saved in:
2
Local volatility calibration during turbulent periods
Skindilias, Konstantinos
;
Lo, Chia Chun
- In:
Review of quantitative finance and accounting
44
(
2015
)
3
,
pp. 425-444
Persistent link: https://www.econbiz.de/10011327607
Saved in:
3
Using Richardson extrapolation techniques to price American options with alternative stochastic processes
Chang, Chuang-chang
;
Lin, Jun-biao
;
Tsai, Wei-che
; …
- In:
Review of quantitative finance and accounting
39
(
2012
)
3
,
pp. 383-406
Persistent link: https://www.econbiz.de/10009673702
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