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~isPartOf:"Journal of mathematical finance"
~subject:"Black-Scholes-Modell"
~subject:"Option trading"
~type_genre:"Aufsatz in Zeitschrift"
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Black-Scholes-Modell
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Stochastic process
89
Stochastischer Prozess
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Option pricing theory
47
Optionspreistheorie
47
Volatility
38
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Aufsatz in Zeitschrift
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Gao, Min
2
Jagannathan, Raj
2
Alim, Md. Abdul
1
Biswas, Md. Haider Ali
1
Drakos, Stefanos
1
Fadugba, Sunday Emmanuel
1
Hongler, Max-Olivier
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Liang, Zhian
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Mao, Zhijuan
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Maré, E.
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Pindza, E.
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Rahman, Md. Faizur
1
Sakuma, Takayuki
1
Sawaki, Katsushige
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Journal of mathematical finance
International journal of theoretical and applied finance
45
Quantitative finance
25
The journal of computational finance
23
Applied mathematical finance
22
Finance and stochastics
18
The journal of futures markets
16
Computational economics
15
International journal of financial engineering
15
European journal of operational research : EJOR
12
Journal of banking & finance
12
Journal of economic dynamics & control
12
Review of derivatives research
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
The North American journal of economics and finance : a journal of financial economics studies
11
Finance research letters
10
Asia-Pacific financial markets
9
Journal of econometrics
9
Annals of finance
7
Insurance / Mathematics & economics
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Economic modelling
5
Journal of financial economics
5
Operations research
5
Operations research letters
5
Review of quantitative finance and accounting
5
Risks : open access journal
5
Annals of financial economics
4
Applied economics
4
International review of economics & finance : IREF
4
Journal of risk and financial management : JRFM
4
Mathematics and financial economics
4
The journal of derivatives : JOD
4
Applied financial economics
3
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
3
International journal of theoretical and applied finance : IJTAF
3
Journal of financial engineering
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Mathematical methods of operations research
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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
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:
3
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:
4
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:
5
Evaluation of geometric Asian power options under fractional Brownian motion
Mao, Zhijuan
;
Liang, Zhian
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10010422095
Saved in:
6
Game Russian options for double exponential jump diffusion processes
Suzuki, Atsuo
;
Sawaki, Katsushige
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 47-54
Persistent link: https://www.econbiz.de/10010422891
Saved in:
7
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:
8
A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic volatility, stochastic interest rate, and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
Saved in:
9
Super-diffusive noise source in asset dynamics
Hongler, Max-Olivier
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 53-58
Persistent link: https://www.econbiz.de/10010240227
Saved in:
10
The British binary option
Gao, Min
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 747-762
Persistent link: https://www.econbiz.de/10012433492
Saved in:
1
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