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Option trading
86
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86
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80
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35
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Applied mathematical finance
MPRA Paper
592
IZA Discussion Papers
431
Working Paper
275
IZA Discussion Paper
218
The journal of futures markets
218
Discussion paper series / IZA
211
cemmap working paper
201
SFB 649 Discussion Paper
192
SFB 649 discussion paper
187
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180
CEMMAP working papers / Centre for Microdata Methods and Practice
176
NBER Working Papers
166
International journal of theoretical and applied finance
147
ZEW Discussion Papers
140
Research paper series / Swiss Finance Institute
133
Journal of Econometrics
128
Tinbergen Institute Discussion Paper
124
Journal of banking & finance
120
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114
Discussion paper / Tinbergen Institute
112
Finance
106
CREATES Research Papers
105
Economics Papers from University Paris Dauphine
105
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104
Discussion Paper / Tilburg University, Center for Economic Research
104
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99
ECB Working Paper
98
The journal of derivatives : the official publication of the International Association of Financial Engineers
98
CEPR Discussion Papers
97
Quantitative finance
95
Journal of Banking & Finance
92
Swiss Finance Institute Research Paper
92
Finance research letters
84
LSE STICERD Research Paper
84
Review of derivatives research
84
The journal of computational finance
83
Quantitative economics : QE ; journal of the Econometric Society
81
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ECONIS (ZBW)
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1
Various passport options and their valuation
Ahn, Hyungsok
;
Penaud, Antony
;
Wilmott, Paul
- In:
Applied mathematical finance
6
(
1999
)
4
,
pp. 275-292
Persistent link: https://www.econbiz.de/10001517817
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2
Combinatorial implications of nonlinear uncertain volatility models : the case of barrier options
Avellaneda, Marco
;
Buff, Robert
- In:
Applied mathematical finance
6
(
1999
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001449223
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3
Unstructured meshing for two asset barrier options
Pooley, D. M.
(
contributor
)
- In:
Applied mathematical finance
7
(
2000
)
1
,
pp. 33-60
Persistent link: https://www.econbiz.de/10001546126
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4
A numerical PDE approach for pricing callable bonds
D'Halluin, Y.
(
contributor
)
- In:
Applied mathematical finance
8
(
2001
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10001625721
Saved in:
5
Valuation formulae for window barrier options
Armstrong, Grant F.
- In:
Applied mathematical finance
8
(
2001
)
4
,
pp. 197-208
Persistent link: https://www.econbiz.de/10001688331
Saved in:
6
American options under uncertain volatility
Smith, Adam T.
- In:
Applied mathematical finance
9
(
2002
)
2
,
pp. 123-141
Persistent link: https://www.econbiz.de/10001695122
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7
Multi-asset barrier options and occupation time derivatives
Wong, Hoi Ying
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
10
(
2003
)
3
,
pp. 245-266
Persistent link: https://www.econbiz.de/10001841305
Saved in:
8
Valuation of European options under an uncertain market price of volatility risk
Jaroszkowski, Bartosz
;
Jensen, Max
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 213-226
Persistent link: https://www.econbiz.de/10013554804
Saved in:
9
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
10
Arbitrage-free neural-SDE market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014390284
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