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Stochastic process
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fractional Brownian motion
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Option pricing theory
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International journal of theoretical and applied finance
Physica A: Statistical Mechanics and its Applications
33
Statistical Inference for Stochastic Processes
22
Stochastic Processes and their Applications
18
Statistics & Probability Letters
13
Quantitative finance
9
MPRA Paper
7
Cowles Foundation Discussion Papers
6
Advances in Economic and Financial Research - DOFIN Working Paper Series
4
Econometric reviews
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Finance and Stochastics
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Journal of mathematical finance
4
Risk and decision analysis
4
CREATES Research Papers
3
Computational economics
3
Finance and stochastics
3
International journal of financial engineering
3
LSE Research Online Documents on Economics
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Mathematics and Computers in Simulation (MATCOM)
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
RePAd Working Paper Series
3
Risks : open access journal
3
Agricultural Finance Review
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Agricultural finance review
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BORRADORES DE ECONOMIA
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Borradores de Economia
2
Discussion Papers / Business School, University of Exeter
2
Economic Modelling
2
Economic modelling
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Finance
2
Financial innovation : FIN
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
Mathematical finance
2
Mathematics and financial economics
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Mathematics of operations research
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Quantitative Finance
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SSE/EFI Working Paper Series in Economics and Finance
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The North American journal of economics and finance : a journal of financial economics studies
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1
Approximating expected value of an option with non-Lipschitz payoff in fractional Heston-type model
Mišura, Julija S.
;
Yurchenko-Tytarenko, Anton
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012496732
Saved in:
2
The valuation of European option under subdiffusive
fractional
Brownian
motion
of the short rate
Shokrollahi, Foad
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012284597
Saved in:
3
Hurst exponents and delampertized fractional Brownian motions
Garcin, Matthieu
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012153029
Saved in:
4
Pricing derivatives in hermite markets
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Mittnik, Stefan
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012153100
Saved in:
5
Financial markets with no riskless (safe) asset
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011787424
Saved in:
6
Critical transaction costs and 1-step asymptotic arbitrage in fractional binary markets
Cordero, Fernando
;
Perez-Ostafe, Lavinia
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403853
Saved in:
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