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Option pricing theory
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Eberlein, Ernst
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Applied mathematical finance
The journal of futures markets
586
International journal of theoretical and applied finance
483
Journal of banking & finance
397
Finance research letters
355
American journal of agricultural economics
309
Mathematical finance : an international journal of mathematics, statistics and financial theory
258
The journal of computational finance
256
The journal of finance : the journal of the American Finance Association
237
Finance and stochastics
234
Quantitative finance
233
NBER working paper series
227
Journal of financial economics
219
The journal of derivatives : the official publication of the International Association of Financial Engineers
215
International review of financial analysis
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Review of quantitative finance and accounting
186
Applied economics
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182
Working paper / National Bureau of Economic Research, Inc.
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NBER Working Paper
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Food policy : economics planning and politics of food and agriculture
170
International review of economics & finance : IREF
169
The review of financial studies
162
Insurance / Mathematics & economics
158
Journal of economic dynamics & control
152
The European journal of finance
150
European journal of operational research : EJOR
149
Applied economics letters
146
Energy economics
140
The North American journal of economics and finance : a journal of financial economics studies
136
Risks : open access journal
133
Computational economics
132
Management science : journal of the Institute for Operations Research and the Management Sciences
127
International journal of financial engineering
124
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
119
Working paper
117
The journal of corporate finance : contracting, governance and organization
116
Journal of empirical finance
114
Pacific-Basin finance journal
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ECONIS (ZBW)
252
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1
A note on arbitrage-free pricing of forward contracts in energy markets
Benth, Fred Espen
;
Ekeland, Lars
;
Hauge, Ragnar
; …
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 325-336
Persistent link: https://www.econbiz.de/10001864254
Saved in:
2
Game options analysis of the information role of call policies in convertible bonds
Leung, Chi Man
;
Chen, Nan
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 297-335
Persistent link: https://www.econbiz.de/10011436213
Saved in:
3
Optimal generation and trading in solar renewable energy certificate (SREC) markets
Shrivats, Arvind
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
27
(
2020
)
1/2
,
pp. 99-131
Persistent link: https://www.econbiz.de/10012254107
Saved in:
4
Markov interest rate models
Hagan, Patrick S.
;
Woodward, Diana E.
- In:
Applied mathematical finance
6
(
1999
)
4
,
pp. 233-260
Persistent link: https://www.econbiz.de/10001517815
Saved in:
5
The pricing of risky coupon bonds
Choong, Lilly
;
McKenzie, George
- In:
Applied mathematical finance
6
(
1999
)
4
,
pp. 261-273
Persistent link: https://www.econbiz.de/10001517816
Saved in:
6
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
Saved in:
7
A framework for valuing corporate securities
Ericsson, Jan
;
Reneby, Joel
- In:
Applied mathematical finance
5
(
1998
)
3/4
,
pp. 143-163
Persistent link: https://www.econbiz.de/10001446799
Saved in:
8
Option pricing in incomplete discrete markets
Wolczyńska, Grażyna
- In:
Applied mathematical finance
5
(
1998
)
3/4
,
pp. 165-179
Persistent link: https://www.econbiz.de/10001446806
Saved in:
9
Pricing stock and bond derivatives with a multi-factor Gaussian model
Bajeux-Besnainou, Isabelle
;
Portait, Roland
- In:
Applied mathematical finance
5
(
1998
)
3/4
,
pp. 207-225
Persistent link: https://www.econbiz.de/10001446813
Saved in:
10
Random walk duality and the valuation of discrete lookback options
Aitsahlia, Farid
;
Lai, Tze Leung
- In:
Applied mathematical finance
5
(
1998
)
3/4
,
pp. 227-240
Persistent link: https://www.econbiz.de/10001446815
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