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~isPartOf:"Applied mathematical finance"
~isPartOf:"Economics letters"
~subject:"Option pricing theory"
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Option pricing theory
CAPM
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34
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Applied mathematical finance
Economics letters
International journal of theoretical and applied finance
37
Finance and stochastics
21
Mathematical finance : an international journal of mathematics, statistics and financial theory
21
Journal of mathematical finance
19
Quantitative finance
18
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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5
Insurance / Mathematics & economics
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International journal of financial markets and derivatives
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Financial markets and asset pricing
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International review of financial analysis
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ECONIS (ZBW)
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1
Mean-reverting market model : speculative opportunities and non-
arbitrage
Dokučaev, Nikolaj G.
- In:
Applied mathematical finance
14
(
2007
)
4
,
pp. 319-337
Persistent link: https://www.econbiz.de/10003543044
Saved in:
2
Simulation of
arbitrage
-free implied volatility surfaces
Cont, Rama
;
Vuletić, Milena
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 94-121
Persistent link: https://www.econbiz.de/10014443387
Saved in:
3
Detecting and repairing
arbitrage
in traded option prices
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 345-373
Persistent link: https://www.econbiz.de/10012501620
Saved in:
4
A systematic approach to pricing and hedging international derivatives with interest rate risk : analysis of international derivatives under stochastic interest rates
Frey, Rüdiger
- In:
Applied mathematical finance
3
(
1996
)
4
,
pp. 295-317
Persistent link: https://www.econbiz.de/10001217786
Saved in:
5
A hybrid model for pricing and hedging of long-dated bonds
Baldeaux, Jan
;
Fung, Man Chung
;
Ignatieva, Ekaterina
; …
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 366-398
Persistent link: https://www.econbiz.de/10011436216
Saved in:
6
Risk-neutral pricing and hedging of in-play football bets
Divos, Peter
;
Baño Rollin, Sebastian del
;
Bihari, Zsolt
; …
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 315-335
Persistent link: https://www.econbiz.de/10012129154
Saved in:
7
Skewness term-structure tests
Lehnert, Thorsten
;
Lin, Yuehao
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 484-504
Persistent link: https://www.econbiz.de/10011704272
Saved in:
8
Corporate bond pricing model with stochastically volatile firm value process
Jang, Woon Wook
;
Eom, Young Ho
;
Kang, Yong Joo
- In:
Economics letters
148
(
2016
),
pp. 41-44
Persistent link: https://www.econbiz.de/10011619792
Saved in:
9
Stochastic correlation and volatility mean-reversion : empirical motivation and derivatives pricing via perturbation theory
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 555-594
Persistent link: https://www.econbiz.de/10010500871
Saved in:
10
A bootstrap test for jumps in financial economics
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
125
(
2014
)
1
,
pp. 74-78
Persistent link: https://www.econbiz.de/10010504752
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