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Option pricing theory
6
Optionspreistheorie
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Stochastischer Prozess
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Lévy processes
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Volatility
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call options
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edgeworth expansion
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International journal of financial engineering
International journal of theoretical and applied finance
22
Finance and Stochastics
20
Stochastic Processes and their Applications
19
International Journal of Theoretical and Applied Finance (IJTAF)
18
Risk-Sensitive Investment Management
15
Applied mathematical finance
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Physica A: Statistical Mechanics and its Applications
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Insurance / Mathematics & economics
8
Finance and stochastics
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Quantitative Finance
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Quantitative finance
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European journal of operational research : EJOR
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CREATES Research Papers
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Carlo Alberto Notebooks
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Operations research letters
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Statistics & Probability Letters
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The journal of computational finance
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IBMEC RJ Economics Discussion Papers
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Mathematics of operations research
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Review of derivatives research
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The European journal of finance
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Asia-Pacific financial markets
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Bonn Econ Discussion Papers
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Computational Statistics
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Computational economics
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Economics Papers from University Paris Dauphine
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Mathematical Methods of Operations Research
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Review of Derivatives Research
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Studies in Nonlinear Dynamics & Econometrics
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Working Papers / HAL
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Working Papers / Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Annals of Finance
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1
Optimal timing of investments modeled as perpetual American options in a Levy market
Adinya, Ini
;
Ekhaguere, G. O. S.
- In:
International journal of financial engineering
9
(
2022
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10013188768
Saved in:
2
Occupation times of
Lévy
processes
Wu, Lan
;
Zhang, Xiao
- In:
International journal of financial engineering
8
(
2021
)
3
,
pp. 1-10
Persistent link: https://www.econbiz.de/10012655022
Saved in:
3
Finite element based Monte Carlo simulation of options on Lévy driven assets
Karlsson, Patrik
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011922968
Saved in:
4
Pricing spread options by generalized bivariate edgeworth expansion
Kao, Edward P.
;
Xie, Weiwei
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011777833
Saved in:
5
Pricing variance and volatility swaps for Barndorff-Nielsen and Shephard process driven financial markets
Habtemicael, Semere
;
SenGupta, Indranil
- In:
International journal of financial engineering
3
(
2016
)
4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011673089
Saved in:
6
Local risk-minimization for Lévy markets
Arai, Takuji
;
Suzuki, Ryoichi
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
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