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~isPartOf:"International journal of theoretical and applied finance"
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Option pricing theory
481
Optionspreistheorie
481
Stochastic process
237
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237
Volatility
173
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173
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147
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Levendorskij, Sergej Z.
11
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7
Takahashi, Akihiko
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5
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Lo, C. F.
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5
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5
Wu, Lixin
5
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4
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4
Brigo, Damiano
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Dahl, Lars O.
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Barcelona Workshop on Mathematical Finance <2017, Barcelona>
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International journal of theoretical and applied finance
The journal of futures markets
384
Journal of banking & finance
295
Mathematical finance : an international journal of mathematics, statistics and financial theory
268
The journal of computational finance
258
Applied mathematical finance
257
The journal of derivatives : the official publication of the International Association of Financial Engineers
251
Finance and stochastics
250
Quantitative finance
236
European journal of operational research : EJOR
224
Journal of economic dynamics & control
211
Review of derivatives research
193
Finance research letters
176
Insurance / Mathematics & economics
160
Computational economics
134
Energy economics
134
Journal of financial economics
126
International journal of financial engineering
123
NBER working paper series
119
Risks : open access journal
116
Journal of mathematical finance
115
SpringerLink / Bücher
111
Working paper / National Bureau of Economic Research, Inc.
109
Research paper series / Swiss Finance Institute
107
The European journal of finance
107
International journal of production economics
105
The North American journal of economics and finance : a journal of financial economics studies
104
Management science : journal of the Institute for Operations Research and the Management Sciences
100
International review of economics & finance : IREF
93
Journal of financial and quantitative analysis : JFQA
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90
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88
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88
The review of financial studies
86
International journal of production research
84
The journal of finance : the journal of the American Finance Association
84
Review of quantitative finance and accounting
82
Asia-Pacific financial markets
81
Journal of econometrics
77
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
514
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1
Real options with priced regime-switching risk
Driffill, John
;
Kenç, Turalay
;
Sola, Martin
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009784006
Saved in:
2
High uncertainty financing
Georgiopoulos, Nick
- In:
International journal of theoretical and applied finance
20
(
2017
)
7
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011763937
Saved in:
3
Priority option : the value of being a leader
Grasselli, M. R.
;
Leclère, Vincent
;
Ludkovski, M.
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009725087
Saved in:
4
Valuing callable and putable revenue-performance-linked project backed securities
Dong, Feng
;
Chiara, Nicola
;
Večeř, Jan
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 751-765
Persistent link: https://www.econbiz.de/10008904334
Saved in:
5
The limitations of no-arbitrage arguments for real options
Hubalek, Friedrich
;
Schachermayer, Walter
- In:
International journal of theoretical and applied finance
4
(
2001
)
2
,
pp. 361-373
Persistent link: https://www.econbiz.de/10001578753
Saved in:
6
Storage options valuation using multilevel trees and calendar spreads
Manoliu, Mihaela
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 425-464
Persistent link: https://www.econbiz.de/10002108799
Saved in:
7
Closed form formulas for exotic options and their lifetime distribution
Douady, Raphae͏̈l
- In:
International journal of theoretical and applied finance
2
(
1999
)
1
,
pp. 17-42
Persistent link: https://www.econbiz.de/10001372087
Saved in:
8
Asian options with the American early exercise feature
Wu, Lixin
;
Kwok, Yue-Kuen
;
Yu, Hong
- In:
International journal of theoretical and applied finance
2
(
1999
)
1
,
pp. 101-111
Persistent link: https://www.econbiz.de/10001372098
Saved in:
9
Pricing multi-asset options with an external barrier
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
1
(
1998
)
4
,
pp. 523-541
Persistent link: https://www.econbiz.de/10001255555
Saved in:
10
Refining the quadratic approximation formula for an American option
Wong, Woon Kwong
;
Xu, Kai
- In:
International journal of theoretical and applied finance
4
(
2001
)
5
,
pp. 773-781
Persistent link: https://www.econbiz.de/10001612221
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