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~subject:"Option pricing theory"
~isPartOf:"Applied mathematical finance"
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Option pricing theory
Analysis
7
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Optionspreistheorie
5
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Applied mathematical finance
The journal of computational finance
17
International journal of theoretical and applied finance
15
Quantitative finance
9
Finance and stochastics
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
International journal of financial engineering
6
Journal of mathematical finance
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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International journal of theoretical and applied finance : IJTAF
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Astin bulletin : the journal of the International Actuarial Association
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Decisions in economics and finance : a journal of applied mathematics
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European journal of operational research : EJOR
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International Journal of Financial Studies : open access journal
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Lecture notes in economics and mathematical systems : LNEMS
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Scandinavian actuarial journal
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Asia-Pacific financial markets
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Computational methods in financial engineering : essays in honour of Manfred Gilli
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Unbiased deep solvers for linear parametric PDEs
Sabate Vidales, Marc
;
Siska, David
;
Szpruch, Łukasz
- In:
Applied mathematical finance
28
(
2021
)
4
,
pp. 299-329
Persistent link: https://www.econbiz.de/10013411699
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2
Diffusion equations : convergence of the functional scheme derived from the binomial tree with local volatility for non smooth payoff functions
Baptiste, Julien
;
Lépinette, Emmanuel
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 511-532
Persistent link: https://www.econbiz.de/10012129179
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3
Indifference fee rate for variable annuities
Chevalier, Etienne
;
Lim, Thomas
;
Romero, Ricardo Romo
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 278-308
Persistent link: https://www.econbiz.de/10011704242
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4
Dimension and variance reduction for Monte Carlo methods for high-dimensional models in finance
Dang, Duy Minh
;
Jackson, Kenneth R.
;
Mohammadi, Mohammadreza
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 522-552
Persistent link: https://www.econbiz.de/10011490623
Saved in:
5
Weak approximation of stochastic differential equations and application to derivative pricing
Ninomiya, Syoiti
;
Victoir, Nicolas
- In:
Applied mathematical finance
15
(
2008
)
1/2
,
pp. 107-121
Persistent link: https://www.econbiz.de/10003751117
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