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Option pricing theory
47
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Economic modelling
International journal of theoretical and applied finance
467
The journal of futures markets
257
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
251
Applied mathematical finance
241
Finance and stochastics
218
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205
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Review of derivatives research
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European journal of operational research : EJOR
131
Journal of economic dynamics & control
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International journal of financial engineering
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Finance research letters
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102
Risks : open access journal
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Research paper series / Swiss Finance Institute
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The North American journal of economics and finance : a journal of financial economics studies
83
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Journal of financial economics
80
Asia-Pacific financial markets
79
Journal of econometrics
66
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60
NBER working paper series
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
58
Review of quantitative finance and accounting
57
Energy economics
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SFB 649 discussion paper
54
The journal of finance : the journal of the American Finance Association
54
Working paper / National Bureau of Economic Research, Inc.
52
Annals of finance
50
International review of economics & finance : IREF
50
Journal of risk and financial management : JRFM
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The journal of real estate finance and economics
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The review of financial studies
50
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
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ECONIS (ZBW)
47
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1
Pricing currency options in a fractional Brownian motion with jumps
Xiao, Wei-lin
;
Zhang, Wei-guo
;
Zhang, Xi-li
;
Wang, Ying-luo
- In:
Economic modelling
27
(
2010
)
5
,
pp. 935-942
Persistent link: https://www.econbiz.de/10008824938
Saved in:
2
Foreign equity option pricing under stochastic volatility model with double jumps
Xu, Weidong
;
Wu, Chongfeng
;
Li, Hongyi
- In:
Economic modelling
28
(
2011
)
4
,
pp. 1857-1863
Persistent link: https://www.econbiz.de/10009272421
Saved in:
3
Stochastic lattice models for valuation of volatility options
Ma, Jingtang
;
Li, Wenyuan
;
Han, Xu
- In:
Economic modelling
47
(
2015
),
pp. 93-104
Persistent link: https://www.econbiz.de/10011438895
Saved in:
4
Decomposing and valuing convertible bonds : a new method based on exotic options
Feng, Yun
;
Huang, Bing-hua
;
Young, Martin R.
;
Zhou, Qi-yuan
- In:
Economic modelling
47
(
2015
),
pp. 193-206
Persistent link: https://www.econbiz.de/10011439095
Saved in:
5
Catastrophe options with double compound Poisson processes
Yu, Jun
- In:
Economic modelling
50
(
2015
),
pp. 291-297
Persistent link: https://www.econbiz.de/10011440613
Saved in:
6
Valuing commodity options and futures options with changing economic conditions
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
Economic modelling
51
(
2015
),
pp. 524-533
Persistent link: https://www.econbiz.de/10011476145
Saved in:
7
Volatility risk premium implications of GARCH option pricing models
Papantonis, Ioannis
- In:
Economic modelling
58
(
2016
),
pp. 104-115
Persistent link: https://www.econbiz.de/10011647056
Saved in:
8
Does debt curb controlling shareholders' private benefits? : modelling in a contingent claim framework
La Bruslerie, Hubert de
- In:
Economic modelling
58
(
2016
),
pp. 263-282
Persistent link: https://www.econbiz.de/10011647350
Saved in:
9
Convenience yield, realised volatility and jumps : evidence from non-ferrous metals
Omura, Akihiro
;
Li, Bin
;
Chung, Richard
;
Todorova, Neda
- In:
Economic modelling
70
(
2018
),
pp. 496-510
Persistent link: https://www.econbiz.de/10012027980
Saved in:
10
Equilibrium asset pricing under the Lévy process with stochastic volatility and moment risk premiums
Ruan, Xinfeng
;
Zhu, Wenli
;
Huang, Jiexiang
;
Zhang, Jin E.
- In:
Economic modelling
54
(
2016
),
pp. 326-338
Persistent link: https://www.econbiz.de/10011642179
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