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Option pricing theory
10
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8
Stochastischer Prozess
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Jump Diffusion
6
Volatility
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Volatilität
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Backward Stochastic Differential Equation with Jumps
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Mukupa, George M.
2
Offen, Elias R.
2
Zhang, Liangliang
2
Bian, Baojun
1
Chen, Danmei
1
Chen, Xinfu
1
Fadugba, Sunday Emmanuel
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Frontczak, Robert
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Guan, Jianhua
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Hou, Dongping
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Kunda, Douglas
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Lungu, Edward M.
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Nwozo, Chuma Raphael
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Ramponi, Alessandro
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Sakuma, Takayuki
1
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Journal of mathematical finance
International journal of theoretical and applied finance
26
International Journal of Theoretical and Applied Finance (IJTAF)
21
Insurance / Mathematics & economics
18
Quantitative finance
16
Risk-Sensitive Investment Management
15
Journal of banking & finance
14
Finance and Stochastics
12
European journal of operational research : EJOR
11
Finance research letters
11
Energy economics
10
Journal of Banking & Finance
10
MPRA Paper
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Applied Mathematical Finance
9
International journal of financial engineering
9
Journal of economic dynamics & control
9
Computational economics
8
Research Paper Series / Finance Discipline Group, Business School
8
SFB 649 Discussion Papers
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Applied mathematical finance
7
Insurance: Mathematics and Economics
7
Quantitative Finance
7
Statistics & Probability Letters
7
Review of Derivatives Research
6
Risks : open access journal
6
SFB 649 Discussion Paper
6
The European journal of finance
6
Computational Statistics
5
Energy Economics
5
Mathematical Methods of Operations Research
5
Mathematics and financial economics
5
Operations research letters
5
Review of derivatives research
5
Scandinavian actuarial journal
5
Stochastic Processes and their Applications
5
The journal of computational finance
5
Annals of finance
4
Economic modelling
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International review of economics & finance : IREF
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Journal of econometrics
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1
A clustering method to solve backward stochastic differential equations with jumps
Zhang, Liangliang
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10012545300
Saved in:
2
Optimal portfolio choice in a
jump-diffusion
model with self-exciting
Bian, Baojun
;
Chen, Xinfu
;
Zeng, Xudong
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 345-367
Persistent link: https://www.econbiz.de/10012210282
Saved in:
3
Derivatives pricing via machine learning
Ye, Tingting
;
Zhang, Liangliang
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 561-589
Persistent link: https://www.econbiz.de/10012210443
Saved in:
4
The pricing of dual-expiry exotics with mean reversion and jumps
Tong, Kevin Z.
;
Hou, Dongping
;
Guan, Jianhua
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10012116663
Saved in:
5
Equilibrium equity premium in a semi martingale market when jump amplitudes follow a binomial distribution
Mukupa, George M.
;
Offen, Elias R.
- In:
Journal of mathematical finance
8
(
2018
)
3
,
pp. 599-612
Persistent link: https://www.econbiz.de/10011968727
Saved in:
6
Application of fast N-body algorithm to option pricing under CGMY model
Sakuma, Takayuki
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 308-318
Persistent link: https://www.econbiz.de/10011673900
Saved in:
7
A comparative study of equilibrium equity premium under discrete distributions of jump amplitudes
Mukupa, George M.
;
Offen, Elias R.
;
Kunda, Douglas
; …
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 232-246
Persistent link: https://www.econbiz.de/10011543918
Saved in:
8
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael
;
Fadugba, Sunday Emmanuel
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
Saved in:
9
Duopolistic competition and capacity choice with
jump-diffusion
process
Chen, Danmei
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 192-201
Persistent link: https://www.econbiz.de/10011398997
Saved in:
10
Pricing options in
jump
diffusion
models using Mellin transforms
Frontczak, Robert
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 366-373
Persistent link: https://www.econbiz.de/10010239539
Saved in:
1
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