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Option pricing theory
233
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134
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Hobson, David G.
8
Kabanov, Jurij M.
8
Benth, Fred Espen
7
Carr, Peter
7
Linetsky, Vadim
6
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Kardaras, Constantinos
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Li, Lingfei
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Finance and stochastics
Finance research letters
778
Energy economics
766
The journal of futures markets
649
International journal of theoretical and applied finance
588
NBER working paper series
585
Journal of banking & finance
549
Working paper / National Bureau of Economic Research, Inc.
531
NBER Working Paper
498
International review of financial analysis
473
International review of economics & finance : IREF
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Applied economics
446
Economic modelling
412
The North American journal of economics and finance : a journal of financial economics studies
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Journal of econometrics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
307
Research in international business and finance
302
Journal of empirical finance
301
Applied economics letters
298
Applied financial economics
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Economics letters
288
The journal of derivatives : the official publication of the International Association of Financial Engineers
280
Journal of international financial markets, institutions & money
274
The journal of computational finance
274
Journal of economic dynamics & control
273
Discussion paper / Centre for Economic Policy Research
269
Journal of financial economics
267
Journal of international money and finance
262
Journal of risk and financial management : JRFM
245
The European journal of finance
238
Discussion paper / Tinbergen Institute
237
Computational economics
224
Pacific-Basin finance journal
212
Review of derivatives research
211
Research paper series / Swiss Finance Institute
208
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
204
Risks : open access journal
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ECONIS (ZBW)
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1
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
2
Short-term asymptotics for the implied
volatility
skew under a stochastic
volatility
model with Lévy jumps
Figueroa-López, José E.
;
Ólafsson, Sveinn
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 973-1020
Persistent link: https://www.econbiz.de/10011570202
Saved in:
3
Asymptotics of implied
volatility
to arbitrary order
Gao, Kun
;
Lee, Roger
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 349-392
Persistent link: https://www.econbiz.de/10010340727
Saved in:
4
Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic
volatility
Figueroa-López, José E.
;
Ólafsson, Sveinn
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10011460382
Saved in:
5
Extreme at-the-money skew in a local
volatility
model
Pigato, Paolo
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 827-859
Persistent link: https://www.econbiz.de/10012114660
Saved in:
6
Bounds for VIX futures given S&P 500 smiles
Guyon, Julien
;
Menegaux, Romain
;
Nutz, Marcel
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 593-630
Persistent link: https://www.econbiz.de/10011944412
Saved in:
7
Infinite-dimensional polynomial processes
Cuchiero, Christa
;
Svaluto-Ferro, Sara
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 383-426
Persistent link: https://www.econbiz.de/10012499741
Saved in:
8
Second order multiscale stochastic
volatility
asymptotics : stochastic terminal layer analysis and
calibration
Fouque, Jean-Pierre
;
Lorig, Matthew
;
Sircar, Kaushik Ronnie
- In:
Finance and stochastics
20
(
2016
)
3
,
pp. 543-588
Persistent link: https://www.econbiz.de/10011530043
Saved in:
9
Local time, coupling and the passport option
Henderson, Vicky
;
Hobson, David G.
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 69-80
Persistent link: https://www.econbiz.de/10001486624
Saved in:
10
Optimal stopping for a diffusion with jumps
Mordecki, Ernesto
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 227-236
Persistent link: https://www.econbiz.de/10001367337
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