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~isPartOf:"International journal of financial engineering"
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Option pricing theory
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Giribone, Pier Giuseppe
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International journal of financial engineering
European journal of operational research : EJOR
1,020
International journal of theoretical and applied finance
661
Insurance / Mathematics & economics
452
Journal of econometrics
438
The journal of futures markets
415
Finance and stochastics
400
Journal of banking & finance
338
Quantitative finance
336
Mathematical finance : an international journal of mathematics, statistics and financial theory
333
Journal of economic dynamics & control
322
Applied mathematical finance
313
Operations research letters
299
Operations research
292
Mathematics of operations research
285
The journal of computational finance
284
International journal of production research
256
The journal of derivatives : the official publication of the International Association of Financial Engineers
255
Discussion paper / Tinbergen Institute
254
Risks : open access journal
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Finance research letters
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Review of derivatives research
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Management science : journal of the Institute for Operations Research and the Management Sciences
199
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International journal of production economics
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Energy economics
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NBER working paper series
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Working paper
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Journal of mathematical finance
174
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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NBER Working Paper
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Working paper / National Bureau of Economic Research, Inc.
153
Applied economics
152
Research paper series / Swiss Finance Institute
145
The North American journal of economics and finance : a journal of financial economics studies
136
Journal of economic theory
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ECONIS (ZBW)
154
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1
Flexible-forward pricing through Leisen-Reimer trees : implementation and performance comparison with traditional Markov chains
Giribone, Pier Giuseppe
;
Ligato, Simone
- In:
International journal of financial engineering
3
(
2016
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011577108
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2
Pricing S&P500 barrier put option of American type under Heston-CIR model with regime-switching
Mehrdoust, Farshid
;
Noorani, Idin
- In:
International journal of financial engineering
6
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012167493
Saved in:
3
An accumulator pricing method based on Fourier cosine series expansions
Ding, Deng
;
Wang, Wenfei
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011333433
Saved in:
4
Local risk-minimization for Lévy markets
Arai, Takuji
;
Suzuki, Ryoichi
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
Saved in:
5
Does model misspecification matter for hedging? : a computational finance experiment based approach
Sun, Youfa
;
Yuan, George
;
Guo, Shimin
;
Liu, Jianguo
; …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011403136
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6
Analytical pricing of discrete arithmetic Asian options under generalized CIR process with time change
Tong, Zhigang
;
Liu, Allen
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011922948
Saved in:
7
Pricing multi-asset American option under Heston stochastic volatility model
Samimi, Oldouz
;
Mehrdoust, Farshid
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011923057
Saved in:
8
Pricing European options and risk measurement under exponential Lévy models : a practical guide
Salhi, Khaled
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011777826
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9
Pricing spread options by generalized bivariate edgeworth expansion
Kao, Edward P.
;
Xie, Weiwei
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011777833
Saved in:
10
Approximate pricing of European and Barrier claims in a local-stochastic volatility setting
Barger, Weston
;
Lorig, Matthew
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011777838
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