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Option pricing theory
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Optionspreistheorie
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Lévy processes
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Review of derivatives research
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
13
Physica A: Statistical Mechanics and its Applications
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Insurance / Mathematics & economics
8
Finance and stochastics
7
Quantitative Finance
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Quantitative finance
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European journal of operational research : EJOR
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International journal of financial engineering
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MPRA Paper
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Risks : open access journal
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Applied Mathematical Finance
5
CREATES Research Papers
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Carlo Alberto Notebooks
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Operations research letters
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Risks
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Statistics & Probability Letters
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The journal of computational finance
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Finance
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IBMEC RJ Economics Discussion Papers
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Journal of banking & finance
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Mathematics of operations research
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The European journal of finance
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Asia-Pacific financial markets
3
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
3
Studies in Nonlinear Dynamics & Econometrics
3
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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A multidimensional Hilbert transform approach for barrier option pricing and survival probability calculation
Chen, Jie
;
Fan, Liaoyuan
;
Li, Lingfei
;
Zhang, Gongqiu
- In:
Review of derivatives research
25
(
2022
)
2
,
pp. 189-232
Persistent link: https://www.econbiz.de/10013457614
Saved in:
2
Valuation of asset and volatility derivatives using decoupled time-changed
Lévy
processes
Torricelli, Lorenzo
- In:
Review of derivatives research
19
(
2016
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011742279
Saved in:
3
Pricing average options under time-changed
Lévy
processes
Yamazaki, Akira
- In:
Review of derivatives research
17
(
2014
)
1
,
pp. 79-111
Persistent link: https://www.econbiz.de/10010519294
Saved in:
4
The [beta]-variance gamma model
Schoutens, Wim
;
Van Damme, Geert
- In:
Review of derivatives research
14
(
2011
)
3
,
pp. 263-282
Persistent link: https://www.econbiz.de/10009349988
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