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Finance research letters
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
Journal of banking & finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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139
European journal of operational research : EJOR
131
Journal of economic dynamics & control
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International journal of financial engineering
115
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107
Computational economics
102
Risks : open access journal
93
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
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Journal of financial economics
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Asia-Pacific financial markets
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Journal of econometrics
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NBER working paper series
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Review of quantitative finance and accounting
57
Energy economics
56
SFB 649 discussion paper
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The journal of finance : the journal of the American Finance Association
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Working paper / National Bureau of Economic Research, Inc.
52
Annals of finance
50
International review of economics & finance : IREF
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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
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Economic modelling
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ECONIS (ZBW)
104
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1
Do it with a smile : forecasting volatility with currency options
Reus, Lorenzo
;
Carrasco, José A.
;
Pincheira, Pablo
- In:
Finance research letters
34
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012436844
Saved in:
2
Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
Finance research letters
16
(
2016
),
pp. 208-219
Persistent link: https://www.econbiz.de/10011656179
Saved in:
3
Pricing short-dated foreign equity options with a bivariate jump-diffusion model with correlated fat-tailed jumps
Ulyah, Siti Maghfirotul
;
Lin, Xenos Chang-Shuo
;
Miao, …
- In:
Finance research letters
24
(
2018
),
pp. 113-128
Persistent link: https://www.econbiz.de/10011982515
Saved in:
4
Option pricing under regime switching : integration over simplexes method
Jang, Bong-Gyu
;
Tae, Hyeon-Wuk
- In:
Finance research letters
24
(
2018
),
pp. 301-312
Persistent link: https://www.econbiz.de/10011982658
Saved in:
5
Closed-form solutions for valuing partial lookback options with random initiation
Kim, Geonwoo
;
Jeon, Junkee
- In:
Finance research letters
24
(
2018
),
pp. 321-327
Persistent link: https://www.econbiz.de/10011982667
Saved in:
6
Estimating stochastic volatility with jumps and asymmetry in Asian markets
Saranya, K.
;
Prasanna, P. Krishna
- In:
Finance research letters
25
(
2018
),
pp. 145-153
Persistent link: https://www.econbiz.de/10012003495
Saved in:
7
Strike asymptotics for Laplace implied volatilities
Madan, Dilip B.
;
Wang, King
- In:
Finance research letters
25
(
2018
),
pp. 183-189
Persistent link: https://www.econbiz.de/10012003516
Saved in:
8
Model misspecification and pricing of illiquid claims
Rubtsov, Alexey
- In:
Finance research letters
18
(
2016
),
pp. 242-249
Persistent link: https://www.econbiz.de/10011657056
Saved in:
9
The role of information uncertainty in moving-average technical analysis : a study of individual stock-option issuance in Taiwan
Chen, Chien-Hua
;
Su, Xuan-Qi
;
Lin, Jun-Biao
- In:
Finance research letters
18
(
2016
),
pp. 263-272
Persistent link: https://www.econbiz.de/10011657063
Saved in:
10
Real option, debt maturity and equity default swaps under negotiation
Gan, Liu
;
Luo, Pengfei
;
Yang, Zhaojun
- In:
Finance research letters
18
(
2016
),
pp. 278-284
Persistent link: https://www.econbiz.de/10011657215
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