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Option pricing theory
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Decisions in economics and finance : DEF ; a journal of applied mathematics
International journal of theoretical and applied finance
496
Mathematical finance : an international journal of mathematics, statistics and financial theory
281
The journal of futures markets
267
The journal of computational finance
259
Applied mathematical finance
253
Finance and stochastics
228
The journal of derivatives : the official publication of the International Association of Financial Engineers
224
Journal of banking & finance
214
Quantitative finance
192
Review of derivatives research
178
Insurance / Mathematics & economics
140
Journal of economic dynamics & control
134
European journal of operational research : EJOR
131
International journal of financial engineering
117
Finance research letters
109
Journal of mathematical finance
109
Computational economics
103
Risks : open access journal
93
Research paper series / Swiss Finance Institute
89
Asia-Pacific financial markets
86
The North American journal of economics and finance : a journal of financial economics studies
84
The European journal of finance
83
Journal of financial economics
81
Journal of econometrics
73
Journal of financial and quantitative analysis : JFQA
63
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
The journal of finance : the journal of the American Finance Association
59
The review of financial studies
59
Energy economics
57
NBER working paper series
57
Review of quantitative finance and accounting
56
SFB 649 discussion paper
55
Working paper / National Bureau of Economic Research, Inc.
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Annals of finance
51
The journal of real estate finance and economics
51
International review of economics & finance : IREF
50
Journal of risk and financial management : JRFM
50
Economic modelling
48
SpringerLink / Bücher
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1
Asymptotic expansion for some local volatility models arising in finance
Albeverio, Sergio
;
Cordoni, Francesco
;
Di Persio, Luca
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 527-573
Persistent link: https://www.econbiz.de/10012127266
Saved in:
2
Calibration of local volatility model with stochastic interestrates by efficient numerical PDE methods
Hok, Julien
;
Tan, Shih-Hau
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 609-637
Persistent link: https://www.econbiz.de/10012127281
Saved in:
3
A note on the implied volatility of floating strike Asian options
Alòs, Elisa
;
León, Jorge A.
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 743-758
Persistent link: https://www.econbiz.de/10012127320
Saved in:
4
A moments and strike matching binominal algorithm for pricing American put options
Jourdain, Benjamin
;
Zanette, Antonino
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10003771585
Saved in:
5
An efficient binomial method for pricing American options
Gaudenzi, Marcellino
;
Pressacco, Flavio
- In:
Decisions in economics and finance : DEF ; a journal of …
26
(
2003
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10003837087
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6
An application of nonparametric volatility estimators to option pricing
Kenmoe, Romuald N.
;
Sanfelici, Simona
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 393-412
Persistent link: https://www.econbiz.de/10010412432
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7
Weak convergence of tree methods to price options on defaultable assets
Nieuwenhuis, J. H.
;
Vellekoop, Michel
- In:
Decisions in economics and finance : DEF ; a journal of …
27
(
2004
)
2
,
pp. 87-107
Persistent link: https://www.econbiz.de/10003095202
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8
Arbitrage and completeness in financial markets with given N-dimensional distributions
Campi, Luciano
- In:
Decisions in economics and finance : DEF ; a journal of …
27
(
2004
)
1
,
pp. 57-80
Persistent link: https://www.econbiz.de/10002092513
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9
Insuring against the shortfall risk associated with real options
Weisshaupt, Heinz
- In:
Decisions in economics and finance : DEF ; a journal of …
26
(
2003
)
2
,
pp. 81-96
Persistent link: https://www.econbiz.de/10001827948
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10
Risk management under a prudential policy
Assa, Hirbod
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
2
,
pp. 217-230
Persistent link: https://www.econbiz.de/10011342170
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