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~isPartOf:"Journal of mathematical finance"
~subject:"Black-Scholes-Modell"
~subject:"Derivat"
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Black-Scholes-Modell
Derivat
Stochastic process
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Option pricing theory
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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
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Journal of banking & finance
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Journal of economic dynamics & control
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Journal of econometrics
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Asia-Pacific financial markets
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Risks : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of futures markets
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Finance research letters
7
Mathematics and financial economics
7
Applied economics
6
Insurance / Mathematics & economics
6
Journal of financial economics
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Journal of risk and financial management : JRFM
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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
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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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ECONIS (ZBW)
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Mathematical analysis of financial model on market price with stochastic volatility
Mondal, Mitun Kumar
;
Alim, Md. Abdul
;
Rahman, Md. Faizur
; …
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 351-365
Persistent link: https://www.econbiz.de/10011673935
Saved in:
22
A stochastic correlation model with time change for pricing credit spread options
Tong, Zhigang
;
Liu, Allen
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 445-466
Persistent link: https://www.econbiz.de/10011673996
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