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~isPartOf:"International journal of financial markets and derivatives"
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Option pricing theory
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American call option
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bankruptcy
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improved Mellin transforms
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non-dividend yield
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perpetual American call option
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International journal of financial markets and derivatives
The journal of futures markets
189
International journal of theoretical and applied finance
111
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
The journal of computational finance
59
Applied mathematical finance
54
Quantitative finance
54
Finance research letters
53
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
Finance and stochastics
43
Journal of financial economics
41
The North American journal of economics and finance : a journal of financial economics studies
41
International review of economics & finance : IREF
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Journal of financial markets
34
International journal of financial engineering
31
Journal of financial and quantitative analysis : JFQA
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Computational economics
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The review of financial studies
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Working paper / National Bureau of Economic Research, Inc.
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European journal of operational research : EJOR
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Journal of mathematical finance
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Research paper series / Swiss Finance Institute
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Review of quantitative finance and accounting
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NBER working paper series
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International review of financial analysis
24
Management science : journal of the Institute for Operations Research and the Management Sciences
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The European journal of finance
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The journal of finance : the journal of the American Finance Association
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Asia-Pacific financial markets
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Wiley trading series
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Applied economics
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Applied financial economics
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Journal of risk and financial management : JRFM
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NBER Working Paper
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Risks : open access journal
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Swiss Finance Institute Research Paper
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Annals of finance
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The journal of derivatives : JOD
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1
Closed-form solution for the critical stock price and the price of perpetual American call options via the improved Mellin transforms
Fadugba, Sunday Emmanuel
;
Nwozo, Chuma Raphael
- In:
International journal of financial markets and derivatives
6
(
2018
)
4
,
pp. 269-286
Persistent link: https://www.econbiz.de/10011996903
Saved in:
2
A robust method to retrieve option implied risk neutral densities for defaultable assets
Leduc, Guillaume
;
Orosi, Greg
- In:
International journal of financial markets and derivatives
5
(
2016
)
2/4
,
pp. 212-224
Persistent link: https://www.econbiz.de/10011742316
Saved in:
3
Pricing American options when there is short-lived arbitrage
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
International journal of financial markets and derivatives
4
(
2015
)
1
,
pp. 43-53
Persistent link: https://www.econbiz.de/10011316656
Saved in:
4
A simple relationship between Greeks for Asian options
Liu, Tianmiao
;
Muroi, Yoshifumi
- In:
International journal of financial markets and derivatives
4
(
2015
)
3/4
,
pp. 195-202
Persistent link: https://www.econbiz.de/10011545972
Saved in:
5
Barrier options in three dimensions
Escobar, Marcos
;
Ferrando, Sebastian
;
Wen, Xianzhang
- In:
International journal of financial markets and derivatives
3
(
2014
)
3
,
pp. 260-292
Persistent link: https://www.econbiz.de/10010406917
Saved in:
6
Discrete volatility calibration for callable swaps : a model comparison
Corelli, Angelo
- In:
International journal of financial markets and derivatives
2
(
2011
)
4
,
pp. 258-264
Persistent link: https://www.econbiz.de/10009528842
Saved in:
7
An Fx options model that incorporates 25-delta strangles and 25-delta risk reversals
Vaidyanathan, K.
- In:
International journal of financial markets and derivatives
3
(
2012
)
1
,
pp. 20-35
Persistent link: https://www.econbiz.de/10009756399
Saved in:
8
Arbitrage illustrated by option models
Sebehela, Tumellano
- In:
International journal of financial markets and derivatives
3
(
2012
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10009756401
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