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Gamma process
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Lee–Ready algorithm
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Blais, Marcel
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Iglesias, Pilar
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Annals of Finance
Johnson School Research Paper Series
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of derivatives research
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Finance and stochastics
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The journal of finance : the journal of the American Finance Association
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Finance research letters
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Journal of banking & finance
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Mathematical Finance
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Finance Research Letters
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International journal of theoretical and applied finance
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Journal of financial and quantitative analysis : JFQA
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Mathematics and financial economics
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Review of Derivatives Research
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The review of financial studies
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Annals of finance
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Annual review of financial economics
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Finance and Stochastics
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Journal of financial economics
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Journal of Banking & Finance
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Journal of Financial and Quantitative Analysis
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Papers / arXiv.org
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The journal of fixed income
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The quarterly journal of finance
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International Journal of Theoretical and Applied Finance (IJTAF)
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Journal of Financial Economics
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The journal of portfolio management : a publication of Institutional Investor
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Annual Review of Financial Economics
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Journal of financial services research : JFSR
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Risk : managing risk in the world's financial markets
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Stochastic Processes and their Applications
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Finance
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Frontiers of mathematical finance : FMF
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Journal of Finance
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The financial review : the official publication of the Eastern Finance Association
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Advances in futures and options research : a research annual
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Credit risk models and management
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Signing trades and an evaluation of the Lee–Ready algorithm
Blais, Marcel
;
Protter, Philip
- In:
Annals of Finance
8
(
2012
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10010866510
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2
Option pricing under a Gamma-modulated diffusion process
Iglesias, Pilar
;
Martín, Jaime San
;
Torres, Soledad
; …
- In:
Annals of Finance
7
(
2011
)
2
,
pp. 199-219
Persistent link: https://www.econbiz.de/10009150116
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