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Option pricing theory
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109
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109
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Carr, Peter
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Finance and stochastics
International journal of theoretical and applied finance
527
Insurance
406
Journal of banking & finance
388
The journal of futures markets
291
Quantitative finance
281
Mathematical finance : an international journal of mathematics, statistics and financial theory
280
European journal of operational research : EJOR
269
The journal of computational finance
268
Applied mathematical finance
264
Finance research letters
249
Risks : open access journal
245
The journal of derivatives : the official publication of the International Association of Financial Engineers
234
Review of derivatives research
190
Computational economics
172
Journal of economic dynamics & control
162
Journal of risk
149
Journal of mathematical finance
138
The North American journal of economics and finance : a journal of financial economics studies
135
International journal of financial engineering
131
The European journal of finance
125
Economic modelling
122
Research paper series / Swiss Finance Institute
122
Energy economics
120
International review of financial analysis
119
Journal of econometrics
118
Journal of empirical finance
107
Journal of risk and financial management : JRFM
106
Journal of financial economics
104
Discussion paper / Tinbergen Institute
103
International review of economics & finance : IREF
101
Applied economics
99
SFB 649 discussion paper
98
Management science : journal of the Institute for Operations Research and the Management Sciences
92
Asia-Pacific financial markets
89
Mathematics and financial economics
81
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79
Review of quantitative finance and accounting
77
Journal of financial and quantitative analysis : JFQA
73
The journal of risk model validation
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ECONIS (ZBW)
270
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1
Analytical value-at-risk with jumps and credit risk
Duffie, Darrell
;
Pan, Jun
- In:
Finance and stochastics
5
(
2001
)
2
,
pp. 155-180
Persistent link: https://www.econbiz.de/10001571486
Saved in:
2
On dynamic measures of risk
Cvitanić, Jakša
;
Karatzas, Ioannis
- In:
Finance and stochastics
3
(
1999
)
4
,
pp. 451-482
Persistent link: https://www.econbiz.de/10001412192
Saved in:
3
The interpolation of options
Mykland, Per A.
- In:
Finance and stochastics
7
(
2003
)
4
,
pp. 417-432
Persistent link: https://www.econbiz.de/10001800674
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4
Optimal portfolios when stock prices follow an exponential Lévy process
Emmer, Susanne
;
Klüppelberg, Claudia
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 17-44
Persistent link: https://www.econbiz.de/10001910678
Saved in:
5
Using copulae to bound the Value-at-Risk for functions of dependent risks
Embrechts, Paul
;
Höing, Andrea
;
Juri, Alessandro
- In:
Finance and stochastics
7
(
2003
)
2
,
pp. 145-167
Persistent link: https://www.econbiz.de/10001762730
Saved in:
6
Worst case model risk management
Talay, Denis
;
Zheng, Ziyu
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 517-537
Persistent link: https://www.econbiz.de/10001702790
Saved in:
7
Bounds for functions of dependent risks
Embrechts, Paul
;
Puccetti, Giovanni
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 341-352
Persistent link: https://www.econbiz.de/10003380013
Saved in:
8
Asymptotic behaviour of mean-quantile efficient portfolios
Dmitrašinović-Vidović, Gordana
;
Ware, Antony
- In:
Finance and stochastics
10
(
2006
)
4
,
pp. 529-551
Persistent link: https://www.econbiz.de/10003405648
Saved in:
9
Generalized deviations in risk analysis
Rockafellar, Ralph Tyrrell
;
Uryasev, Stan
;
Zabarankin, …
- In:
Finance and stochastics
10
(
2006
)
1
,
pp. 51-74
Persistent link: https://www.econbiz.de/10003234949
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10
A framework for measures of risk under uncertainty
Fadina, Tolulope
;
Liu, Yang
;
Wang, Ruodu
- In:
Finance and stochastics
28
(
2024
)
2
,
pp. 363-390
Persistent link: https://www.econbiz.de/10015130325
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