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Finance research letters
European journal of operational research : EJOR
1,001
Journal of econometrics
745
Insurance / Mathematics & economics
723
International journal of theoretical and applied finance
715
Journal of banking & finance
642
NBER working paper series
606
Economics letters
539
Working paper / National Bureau of Economic Research, Inc.
518
NBER Working Paper
497
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446
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436
Discussion paper / Tinbergen Institute
429
Journal of financial economics
428
IMF Working Papers
412
The journal of futures markets
409
Mathematical finance : an international journal of mathematics, statistics and financial theory
406
Quantitative finance
401
Management science : journal of the Institute for Operations Research and the Management Sciences
361
Risks : open access journal
355
Journal of empirical finance
351
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
350
The journal of finance : the journal of the American Finance Association
337
Applied mathematical finance
324
The review of financial studies
323
Economic modelling
320
Applied economics
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Working paper
304
International review of financial analysis
296
Computational economics
295
The journal of computational finance
285
Operations research
275
Operations research letters
270
International journal of production research
260
International review of economics & finance : IREF
257
Mathematics of operations research
256
The journal of derivatives : the official publication of the International Association of Financial Engineers
254
Research paper series / Swiss Finance Institute
253
Energy economics
252
Applied economics letters
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ECONIS (ZBW)
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1
Moment conditions for fractional degree stochastic dominance
Wang, Hongxia
;
Zhou, Lin
;
Dai, Peng-Fei
;
Xiong, Xiong
- In:
Finance research letters
49
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013479652
Saved in:
2
Portfolio allocation under asymmetric dependence in asset returns using local Gaussian correlations
Sleire, Anders D.
;
Støve, Bård
;
Otneim, Håkon
; …
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013342680
Saved in:
3
Pricing multi-step double barrier options by the efficient non-crossing probability
Lee, Hangsuck
;
Ha, Hongjun
;
Kong, Byungdoo
;
Lee, Minha
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472740
Saved in:
4
Enhancing binomial and trinomial equity option pricing models
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Finance research letters
28
(
2019
),
pp. 185-190
Persistent link: https://www.econbiz.de/10012388304
Saved in:
5
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:
6
The closed-form approximation to price basket options under stochastic interest rate
Yu, Bo
;
Zhu, Hongmei
;
Wu, Ping
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013342195
Saved in:
7
Pricing power exchange options with correlated jump risk
Wang, Xingchun
- In:
Finance research letters
19
(
2016
),
pp. 90-97
Persistent link: https://www.econbiz.de/10011657466
Saved in:
8
Stochastic volatility models for the implied
correlation
index : evidence, properties and pricing
Escobar, Marcos
;
Lin, Fang
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012438998
Saved in:
9
Rough stochastic elasticity of variance and option pricing
Cao, Jiling
;
Kim, Jeong-Hoon
;
Kim, See-Woo
;
Zhang, WenJun
- In:
Finance research letters
37
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485014
Saved in:
10
Closed-form solutions for options with random initiation under asset price monitoring
Jun, Doobae
;
Ku, Hyejin
- In:
Finance research letters
20
(
2017
),
pp. 68-74
Persistent link: https://www.econbiz.de/10011806786
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