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~isPartOf:"Applied economics letters"
~isPartOf:"Energy economics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz in Zeitschrift"
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Stochastischer Prozess
Börsenkurs
625
Share price
625
Option pricing theory
290
Optionspreistheorie
290
Volatility
278
Volatilität
278
Aktienmarkt
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Wang, Xingchun
3
Beliaeva, Natalia A.
2
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Russo, Emilio
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Applied economics letters
Energy economics
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
215
Quantitative finance
107
Applied mathematical finance
89
Finance and stochastics
83
The journal of computational finance
83
Insurance / Mathematics & economics
67
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
European journal of operational research : EJOR
60
International journal of financial engineering
56
Computational economics
50
Journal of mathematical finance
50
Journal of econometrics
47
Journal of economic dynamics & control
46
Risks : open access journal
46
The journal of futures markets
41
Review of derivatives research
40
Finance research letters
36
Journal of banking & finance
35
The North American journal of economics and finance : a journal of financial economics studies
33
Annals of finance
32
Asia-Pacific financial markets
26
Journal of risk and financial management : JRFM
26
The European journal of finance
23
Economic modelling
20
Mathematical finance : an international journal of mathematics, statistics and financial economics
19
Journal of financial economics
18
Mathematics and financial economics
17
Decisions in economics and finance : DEF ; a journal of applied mathematics
16
Operations research letters
16
Applied economics
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Mathematics of operations research
14
Review of quantitative finance and accounting
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Mathematical methods of operations research
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Applied financial economics
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Journal of empirical finance
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1
Edgeworth binomial trees
Rubinstein, Mark
- In:
The journal of derivatives : the official publication …
5
(
1998
)
3
,
pp. 20-27
Persistent link: https://www.econbiz.de/10001242387
Saved in:
2
Real option valuation of power transmission investments by stochastic simulation
Pringles, Rolando
;
Olsina, Fernando
;
Garcés, Francisco
- In:
Energy economics
47
(
2015
),
pp. 215-226
Persistent link: https://www.econbiz.de/10011527490
Saved in:
3
Dynamic modeling of uncertainty in the planned values of investments in petrochemical and refining projects
Vianello, Juliano Melquiades
;
Costa, Letícia de Almeida
; …
- In:
Energy economics
45
(
2014
),
pp. 10-18
Persistent link: https://www.econbiz.de/10010504801
Saved in:
4
Futures pricing in electricity markets based on stable CARMA spot models
Benth, Fred Espen
;
Klüppelberg, Claudia
;
Müller, Gernot
; …
- In:
Energy economics
44
(
2014
),
pp. 392-406
Persistent link: https://www.econbiz.de/10010457150
Saved in:
5
Integrating Real Options Analysis with long-term electricity market models
Rios, Daniel
;
Blanco, Gerardo
;
Olsina, Fernando
- In:
Energy economics
80
(
2019
),
pp. 188-205
Persistent link: https://www.econbiz.de/10012172352
Saved in:
6
On pricing Asian options under stochastic volatility
Russo, Emilio
;
Staino, Alessandro
- In:
The journal of derivatives : the official publication …
23
(
2016
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10011687238
Saved in:
7
Option pricing via QUAD : from Black-Scholes-Merton to Heston with jumps
Su, Haozhe
;
Chen, Ding
;
Newton, David P.
- In:
The journal of derivatives : the official publication …
24
(
2017
)
3
,
pp. 9-27
Persistent link: https://www.econbiz.de/10011687339
Saved in:
8
Option valuation with liquidity risk and jumps
Zhang, Hai
;
Ku, Hyejin
- In:
Applied economics letters
25
(
2018
)
6
,
pp. 381-387
Persistent link: https://www.econbiz.de/10011854549
Saved in:
9
Bayesian calibration and number of jump components in electricity spot price models
Gonzalez, Jhonny
;
Moriarty, John
;
Palczewski, Jan
- In:
Energy economics
65
(
2017
),
pp. 375-388
Persistent link: https://www.econbiz.de/10011803998
Saved in:
10
Modeling positive electricity prices with arithmetic jump-diffusions
Hess, Markus
- In:
Energy economics
67
(
2017
),
pp. 496-507
Persistent link: https://www.econbiz.de/10011898003
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