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~isPartOf:"International journal of theoretical and applied finance"
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An Empirical Study of the Opti...
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Option pricing theory
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perpetual American put options
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International journal of theoretical and applied finance
Journal of economic dynamics & control
9
IMA journal of management mathematics
7
Computational economics
5
Quantitative finance
5
The journal of futures markets
5
Economic modelling
3
Financial innovation : FIN
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International Journal of Theoretical and Applied Finance (IJTAF)
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Decisions in Economics and Finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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FIRN Research Paper
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International journal of financial engineering
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International journal of theoretical and applied finance : IJTAF
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Journal of Economic Dynamics and Control
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Journal of Futures Markets
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Journal of Risk and Financial Management
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Journal of risk and financial management : JRFM
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Mathematics and financial economics
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European journal of operational research : EJOR
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International review of financial analysis
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Journal of banking & finance
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Journal of commodity markets
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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New Mathematics and Natural Computation (NMNC)
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Pacific-Basin finance journal
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Physica A: Statistical Mechanics and its Applications
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Quantitative Finance
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Renewable Energy
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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Variance and volatility swaps under a two-factor stochastic volatility model with regime switching
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012030900
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2
A new analytical approximation formula for the optimal exercise boundary of American put options
Zhu, Song-ping
- In:
International journal of theoretical and applied finance
9
(
2006
)
7
,
pp. 1141-1178
Persistent link: https://www.econbiz.de/10003395994
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3
On spread option pricing using two-dimensional fourier transform
Alfeus, Mesias
;
Schlögl, Erik
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012153028
Saved in:
4
Should an American option be exercised earlier or later if volatility is not assumed to be a constant?
Zhu, Song-ping
;
Chen, Wen-ting
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1279-1297
Persistent link: https://www.econbiz.de/10009541996
Saved in:
5
Calculating the early exercise boundary of American put options with an approximation formula
Zhu, Song-ping
;
He, Zhi-wei
- In:
International journal of theoretical and applied finance
10
(
2007
)
7
,
pp. 1203-1227
Persistent link: https://www.econbiz.de/10003632066
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