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~isPartOf:"Journal of mathematical finance"
~subject:"Black-Scholes-Modell"
~subject:"Derivat"
~subject:"Theory"
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Black-Scholes-Modell
Derivat
Theory
Stochastic process
89
Stochastischer Prozess
89
Option pricing theory
47
Optionspreistheorie
47
Volatility
38
Volatilität
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Theorie
25
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Journal of mathematical finance
European journal of operational research : EJOR
461
International journal of theoretical and applied finance
174
Insurance / Mathematics & economics
158
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Finance and stochastics
136
International journal of production research
125
Operations research
116
Journal of econometrics
114
Operations research letters
105
Mathematical finance : an international journal of mathematics, statistics and financial theory
91
Journal of economic dynamics & control
85
Mathematics of operations research
81
International journal of production economics
76
Quantitative finance
75
Discussion paper / Tinbergen Institute
73
Risks : open access journal
69
INFORMS journal on computing : JOC
64
Applied mathematical finance
59
Econometric reviews
58
Computational economics
57
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
57
Journal of economic theory
55
Computational Management Science : CMS
54
Transportation research / E : an international journal
52
Economics letters
51
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
Mathematical methods of operations research
50
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Discussion papers of interdisciplinary research project 373
47
Management science : journal of the Institute for Operations Research and the Management Sciences
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Economic modelling
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Econometric theory
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SpringerLink / Bücher
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SFB 649 discussion paper
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The journal of computational finance
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Annals of finance
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Energy economics
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Journal of banking & finance
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ECONIS (ZBW)
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On the stochastic dominance of portfolio insurance strategies
Maalej, Hela
;
Prigent, Jean-Luc
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 14-27
Persistent link: https://www.econbiz.de/10011542992
Saved in:
2
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:
3
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:
4
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:
5
Modeling returns and unconditional variance in risk neutral world for liquid and illiquid market
Mwaniki, Ivivi Joseph
- In:
Journal of mathematical finance
5
(
2015
)
1
,
pp. 15-25
Persistent link: https://www.econbiz.de/10011398581
Saved in:
6
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:
7
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:
8
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:
9
Optimal portfolio strategy with discounted stochastic cash inflows when the stock price is a semimartingale
Baraedi, Onthusitse
;
Offen, Elias
- In:
Journal of mathematical finance
6
(
2016
)
4
,
pp. 660-684
Persistent link: https://www.econbiz.de/10011656991
Saved in:
10
A target zone model where the fundamentals follow a geometric Brownian motion
Cupidon, Jean René
;
Hyppolite, Judex
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 866-886
Persistent link: https://www.econbiz.de/10011657698
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