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Finance and stochastics
International journal of theoretical and applied finance
48
Physica A: Statistical Mechanics and its Applications
48
International Journal of Theoretical and Applied Finance (IJTAF)
47
Finance and Stochastics
43
Quantitative finance
40
MPRA Paper
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Computational economics
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Applied Mathematical Finance
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Finance
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International journal of financial engineering
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Review of Derivatives Research
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European journal of operational research : EJOR
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Management Science
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Risks : open access journal
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Discussion Paper Serie B
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Applied mathematical finance
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Review of derivatives research
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Stochastic Processes and their Applications
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Working Paper
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IMF Working Papers
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Journal of mathematical finance
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CIRANO Working Papers
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Finance research letters
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Risk-Sensitive Investment Management
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Risks
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The journal of computational finance
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CREATES Research Papers
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Asia-Pacific Financial Markets
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Insurance / Mathematics & economics
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Journal of banking & finance
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International Journal of Financial Markets and Derivatives
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The North American journal of economics and finance : a journal of financial economics studies
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Discussion Paper / Tilburg University, Center for Economic Research
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Economics Papers from University Paris Dauphine
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Journal of Risk and Financial Management
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Operations research letters
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The journal of futures markets
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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American and European options in multi-factor jump-diffusion models, near expiry
Levendorskij, Sergej Z.
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 541-560
Persistent link: https://www.econbiz.de/10003899270
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2
Bottleneck options
Ott, Curdin
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 845-872
Persistent link: https://www.econbiz.de/10010416190
Saved in:
3
Static hedging under maturity mismatch
Mayer, Philipp
;
Packham, Natalie
;
Schmidt, Wolfgang M.
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 509-539
Persistent link: https://www.econbiz.de/10011418246
Saved in:
4
On a Heath-Jarrow-Morton approach for stock options
Kallsen, Jan
;
Krühner, Paul
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 583-615
Persistent link: https://www.econbiz.de/10011418308
Saved in:
5
Local risk-minimization for Barndorff-Nielsen and Shephard models
Arai, Takuji
;
Imai, Yuto
;
Suzuki, Ryoichi
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 551-592
Persistent link: https://www.econbiz.de/10011944406
Saved in:
6
A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets
Benth, Fred Espen
;
Sgarra, Carlo
- In:
Finance and stochastics
28
(
2024
)
4
,
pp. 1035-1076
Persistent link: https://www.econbiz.de/10015130552
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7
Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment
Bichuch, Maxim
- In:
Finance and stochastics
18
(
2014
)
3
,
pp. 651-694
Persistent link: https://www.econbiz.de/10010395976
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8
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
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9
A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates
Glau, Kathrin
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 1021-1059
Persistent link: https://www.econbiz.de/10011570348
Saved in:
10
Hybrid scheme for Brownian semistationary processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 931-965
Persistent link: https://www.econbiz.de/10011944457
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