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Journal of mathematical finance
The journal of futures markets
396
Journal of banking & finance
177
International journal of theoretical and applied finance
170
Energy economics
123
The journal of finance : the journal of the American Finance Association
81
Applied mathematical finance
80
Journal of financial economics
73
International review of financial analysis
70
Finance research letters
68
Review of derivatives research
68
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The journal of derivatives : the official publication of the International Association of Financial Engineers
66
NBER working paper series
63
Quantitative finance
63
The European journal of finance
62
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61
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60
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60
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Advances in futures and options research : a research annual
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Applied economics
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The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
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The journal of computational finance
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Working paper
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Applied economics letters
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Journal of economic dynamics & control
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ECONIS (ZBW)
39
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1
The barrier binary options
Gao, Min
;
Wei, Zhenfeng
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 140-156
Persistent link: https://www.econbiz.de/10012545572
Saved in:
2
A general framework of derivatives pricing
Zhang, Liangliang
- In:
Journal of mathematical finance
10
(
2020
)
2
,
pp. 255-266
Persistent link: https://www.econbiz.de/10012545688
Saved in:
3
Hedging the treasury lock
Pucci, Mario
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 301-324
Persistent link: https://www.econbiz.de/10012210202
Saved in:
4
Embedding stochastic correlation into the pricing of FX quanto options under stochastic volatility models
Pellegrino, Tommaso
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 455-493
Persistent link: https://www.econbiz.de/10012210363
Saved in:
5
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:
6
A cost of carry-based framework for the Bitcoin futures price modeling
Lian, Yu-Min
;
Cheng, Chi-Hung
;
Lin, Shih-Hsun
;
Lin, …
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 42-53
Persistent link: https://www.econbiz.de/10012116666
Saved in:
7
The British binary option
Gao, Min
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 747-762
Persistent link: https://www.econbiz.de/10012433492
Saved in:
8
The call option pricing based on investment strategy with stochastic interest rate
Zhang, Xin
;
Shu, Huisheng
;
Kan, Xiu
;
Fang, Yingyi
; …
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 43-57
Persistent link: https://www.econbiz.de/10011846108
Saved in:
9
Risk-neutral pricing of European call options : a specious concept
Cassidy, Daniel T.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 335-348
Persistent link: https://www.econbiz.de/10011874770
Saved in:
10
A study on numerical solution of Black-Scholes model
Anwar, Md. Nurul
;
Andallah, Laek Sazzad
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 372-381
Persistent link: https://www.econbiz.de/10011874785
Saved in:
11
Application of copula-GARCH to estimate VaR of a portfolio with credit default swaps
Huang, Jhe-Jheng
;
So, Leh-Chyan
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 382-407
Persistent link: https://www.econbiz.de/10011874816
Saved in:
12
A stochastic correlation model with time change for pricing credit spread options
Tong, Zhigang
;
Liu, Allen
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 445-466
Persistent link: https://www.econbiz.de/10011673996
Saved in:
13
Valuation of derivatives on the cost variables of the shipping market
Kountzakis, Christos E.
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 513-517
Persistent link: https://www.econbiz.de/10011674016
Saved in:
14
Physical versus synthetic exchange traded funds : which one replicates better?
Mateus, Cesario
;
Rahmani, Yana
- In:
Journal of mathematical finance
7
(
2017
)
4
,
pp. 975-989
Persistent link: https://www.econbiz.de/10011860220
Saved in:
15
Nonparametric model calibration for derivatives
Abergel, Frédéric
;
Tachet des Combes, Rémy
;
Zaatour, …
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 571-596
Persistent link: https://www.econbiz.de/10011752333
Saved in:
16
Computation of Greeks using binomial tree
Muroi, Yoshifumi
;
Suda, Shintaro
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 597-623
Persistent link: https://www.econbiz.de/10011752400
Saved in:
17
Counterparty credit risk in OTC derivatives under Basel III
Sayah, Mabelle
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011658201
Saved in:
18
Attenuated model of pricing credit default swap under the fractional Brownian motion environment
Gu, Wenjing
;
Liu, Yinglin
;
Hao, Ruili
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 247-259
Persistent link: https://www.econbiz.de/10011543929
Saved in:
19
Implementation of stochastic yield curve duration and portfolio immunization strategies
Duedahl, Sindre
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 401-415
Persistent link: https://www.econbiz.de/10011583529
Saved in:
20
Randomized stopping times and early exercise for American derivatives in dry markets
Matos, João Amaro de
;
Lacerda, Ana
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 842-865
Persistent link: https://www.econbiz.de/10011657696
Saved in:
21
Foreign exchange derivative pricing with stochastic correlation
Nabirye, Topilista
;
Ngare, Philip
;
Mungatu, Joseph
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 887-899
Persistent link: https://www.econbiz.de/10011658109
Saved in:
22
A general closed form approximation pricing formula for basket and multi-asset spread options
Pellegrino, Tommaso
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 944-974
Persistent link: https://www.econbiz.de/10011658120
Saved in:
23
On asymptotic behaviors of exponential hedging in the basis-risk model
Takino, Kazuhiro
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 212-231
Persistent link: https://www.econbiz.de/10011399011
Saved in:
24
The pricing of credit derivatives and estimation of default probability
Zhou, Hanghang
;
Zhao, Dianli
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 243-248
Persistent link: https://www.econbiz.de/10011438503
Saved in:
25
Credit derivative valuation and parameter estimation for multi-factor affine CIR-type hazard rate model
Maboulou, Alma P. Bimbabou
;
Mashele, Hopolang P.
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 273-285
Persistent link: https://www.econbiz.de/10011438513
Saved in:
26
Pricing a European option in a black-scholes quanto market when stock price is a semimartingale
Offen, E. R.
;
Lungu, E. M.
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 286-303
Persistent link: https://www.econbiz.de/10011438535
Saved in:
27
Currency derivatives pricing for Markov-modulated Merton jump-diffusion spot forex rate
Sviščuk, Anatolij
;
Tertychnyi, Maksym
;
Hoang, Winsor
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 265-278
Persistent link: https://www.econbiz.de/10011312416
Saved in:
28
Pricing credit default swap under fractional Vasicek interest rate model
Hao, Ruili
;
Liu, Yonghui
;
Wang, Shoubai
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 10-20
Persistent link: https://www.econbiz.de/10010422093
Saved in:
29
Applying the barycentric Jacobi spectral method to price options with transaction costs in a fractional Black-Scholes framework
Nteumagné, B. F.
;
Pindza, E.
;
Maré, E.
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 35-46
Persistent link: https://www.econbiz.de/10010422895
Saved in:
30
Catastrophe risk derivatives : a new approach
Abdessalem, Mehdi Bekralas
;
Ohnishi, Masamitsu
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 21-34
Persistent link: https://www.econbiz.de/10010422906
Saved in:
31
Weather derivatives with applications to Canadian data
Sviščuk, Anatolij
;
Cui, Kaijie
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 81-95
Persistent link: https://www.econbiz.de/10010240221
Saved in:
32
Pricing and hedging in stochastic volatility regime switching models
Goutte, Stéphane
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 70-80
Persistent link: https://www.econbiz.de/10010240223
Saved in:
33
The Malliavan derivate and application to pricing and hedging a European exchange options
Mataramvura, Sure
- In:
Journal of mathematical finance
2
(
2012
)
4
,
pp. 280-290
Persistent link: https://www.econbiz.de/10009725340
Saved in:
34
A skewness-adjusted binomial model for pricing futures options : the importance of the mean and carrying-cost parameters
Johnson, Stafford
;
Sen, Amit
;
Balyeat, Brian
- In:
Journal of mathematical finance
2
(
2012
)
1
,
pp. 105-120
Persistent link: https://www.econbiz.de/10009668267
Saved in:
35
Dynamics and controllability of financial derivatives : towards stabilization the global financial crisis
Shibli, Murad
- In:
Journal of mathematical finance
2
(
2012
)
1
,
pp. 54-65
Persistent link: https://www.econbiz.de/10009668280
Saved in:
36
The simulation of European call options' sensitivity based on black-scholes option formula
Cui, Yujie
;
Yu, Baoli
- In:
Journal of mathematical finance
2
(
2012
)
3
,
pp. 264-268
Persistent link: https://www.econbiz.de/10009711970
Saved in:
37
A computational approach to financial option pricing using quasi Monte Carlo methods via variance reduction techniques
Mehrdoust, Farshid
;
Vajargah, Kianoush Fathi
- In:
Journal of mathematical finance
2
(
2012
)
2
,
pp. 195-198
Persistent link: https://www.econbiz.de/10009719240
Saved in:
38
On valuing constant maturity swap spread derivatives
Tchuindjo, Léonard
- In:
Journal of mathematical finance
2
(
2012
)
2
,
pp. 189-194
Persistent link: https://www.econbiz.de/10009719245
Saved in:
39
Option pricing when changes of the underlying asset prices are restricted
Jiang, George J.
;
Pan, Guanzhong
;
Shi, Lei
- In:
Journal of mathematical finance
1
(
2011
)
2
,
pp. 28-33
Persistent link: https://www.econbiz.de/10009716642
Saved in:
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