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Applied mathematical finance
Papers / arXiv.org
5,733
Finance and stochastics
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
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The journal of derivatives : JOD
6
Journal of financial economics
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The journal of finance : the journal of the American Finance Association
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NYU Tandon Research Paper
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The journal of computational finance
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Finance research letters
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International journal of theoretical and applied finance
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European finance review : the official journal of the European Finance Association
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The journal of fixed income
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Annual review of financial economics
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Asia-Pacific financial markets
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Doctoral Dissertation, Complutense University, Madrid, 2011
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EFA 2004 Maastricht Meetings Paper
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EFA 2005 Moscow Meetings Paper
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FDIC Center for Financial Research Working Paper
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Finance
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Insurance / Mathematics & economics
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Journal of banking & finance
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Journal of financial and quantitative analysis : JFQA
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Journal of financial engineering
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Journal of investment management : JOIM
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Project flexibility, agency, and competition : new developments in the theory and application of real options
1
Review of finance : journal of the European Finance Association
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Spiking the volatility punch
Carr, Peter
;
Figà-Talamanca, Gianna
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 495-520
Persistent link: https://www.econbiz.de/10012516169
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Semi-robust replication of barrier-style claims on price and volatility
Carr, Peter
;
Lee, Roger
;
Lorig, Matthew
- In:
Applied mathematical finance
28
(
2021
)
6
,
pp. 534-559
Persistent link: https://www.econbiz.de/10013411770
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