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~isPartOf:"Journal of mathematical finance"
~subject:"Black-Scholes model"
~subject:"Black-Scholes-Modell"
~subject:"Derivat"
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Black-Scholes model
Black-Scholes-Modell
Derivat
Stochastic process
89
Stochastischer Prozess
89
Option pricing theory
47
Optionspreistheorie
47
Volatility
38
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Gao, Min
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Journal of mathematical finance
International journal of theoretical and applied finance
79
Applied mathematical finance
33
Quantitative finance
25
The journal of computational finance
23
International journal of financial engineering
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Review of derivatives research
18
European journal of operational research : EJOR
17
Finance and stochastics
17
Journal of banking & finance
16
Journal of economic dynamics & control
14
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13
Journal of econometrics
11
Annals of finance
10
Asia-Pacific financial markets
8
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8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
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8
Risks : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
8
The journal of futures markets
8
Finance research letters
7
Mathematics and financial economics
7
Applied economics
6
Insurance / Mathematics & economics
6
Journal of financial economics
6
Journal of risk and financial management : JRFM
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
Mathematical finance
5
The European journal of finance
5
The journal of derivatives : JOD
5
Universitext
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CoFE discussion papers
4
International journal of financial markets and derivatives
4
International review of economics & finance : IREF
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Journal of financial engineering
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Research series / Universiteit van Amsterdam
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Risk and decision analysis
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Tinbergen Institute research series
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Uncertain volatility derivative model based on the polynomial chaos
Drakos, Stefanos
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 55-63
Persistent link: https://www.econbiz.de/10011543102
Saved in:
2
Attenuated model of pricing credit default swap under the fractional Brownian motion environment
Gu, Wenjing
;
Liu, Yinglin
;
Hao, Ruili
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 247-259
Persistent link: https://www.econbiz.de/10011543929
Saved in:
3
A linear regression approach for determining explicit expressions for option prices for equity option pricing models with dependent volatility and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 303-323
Persistent link: https://www.econbiz.de/10011544516
Saved in:
4
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael
;
Fadugba, Sunday Emmanuel
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
Saved in:
5
On asymptotic behaviors of exponential hedging in the basis-risk model
Takino, Kazuhiro
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 212-231
Persistent link: https://www.econbiz.de/10011399011
Saved in:
6
Implementation of stochastic yield curve duration and portfolio immunization strategies
Duedahl, Sindre
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 401-415
Persistent link: https://www.econbiz.de/10011583529
Saved in:
7
Foreign exchange derivative pricing with stochastic correlation
Nabirye, Topilista
;
Ngare, Philip
;
Mungatu, Joseph
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 887-899
Persistent link: https://www.econbiz.de/10011658109
Saved in:
8
Applying the barycentric Jacobi spectral method to price options with transaction costs in a fractional Black-Scholes framework
Nteumagné, B. F.
;
Pindza, E.
;
Maré, E.
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 35-46
Persistent link: https://www.econbiz.de/10010422895
Saved in:
9
Catastrophe risk derivatives : a new approach
Abdessalem, Mehdi Bekralas
;
Ohnishi, Masamitsu
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 21-34
Persistent link: https://www.econbiz.de/10010422906
Saved in:
10
A cost of carry-based framework for the Bitcoin futures price modeling
Lian, Yu-Min
;
Cheng, Chi-Hung
;
Lin, Shih-Hsun
;
Lin, …
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 42-53
Persistent link: https://www.econbiz.de/10012116666
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