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~isPartOf:"Journal of mathematical finance"
~subject:"Black-Scholes-Modell"
~subject:"Risiko"
~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
Volatilität
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Aufsatz in Zeitschrift
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Jagannathan, Raj
2
Abdessalem, Mehdi Bekralas
1
Alim, Md. Abdul
1
Biswas, Md. Haider Ali
1
Chen, Zengjing
1
Drakos, Stefanos
1
Fadugba, Sunday Emmanuel
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Gao, Min
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He, Kun
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Maré, E.
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Mondal, Mitun Kumar
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Njike-Tchaptchet, Eric Rostand
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Nteumagné, B. F.
1
Nwozo, Chuma Raphael
1
Ohnishi, Masamitsu
1
Pindza, E.
1
Rahman, Md. Faizur
1
Sakuma, Takayuki
1
Tadmon, Calvin
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Journal of mathematical finance
European journal of operational research : EJOR
60
Insurance / Mathematics & economics
49
International journal of theoretical and applied finance
29
Finance and stochastics
21
Quantitative finance
17
Applied mathematical finance
14
Risks : open access journal
14
Computational economics
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
The journal of computational finance
12
International journal of financial engineering
11
Scandinavian actuarial journal
11
Journal of mathematical economics
10
Operations research
10
Economics letters
9
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
9
International journal of production research
9
Journal of banking & finance
9
International journal of production economics
8
Journal of econometrics
8
Journal of economic dynamics & control
8
Journal of economic theory
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Omega : the international journal of management science
8
Review of derivatives research
8
Computers & operations research : and their applications to problems of world concern ; an international journal
7
Finance research letters
7
INFORMS journal on computing : JOC
7
Mathematics and financial economics
7
Mathematics of operations research
7
Risk and decision analysis
7
Asia-Pacific financial markets
6
Energy economics
6
IMA journal of management mathematics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of financial economics
6
Journal of risk and financial management : JRFM
6
Computational Management Science : CMS
5
Economic theory : official journal of the Society for the Advancement of Economic Theory
5
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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
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:
5
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:
6
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:
7
Risk measures and nonlinear expectations
Chen, Zengjing
;
He, Kun
;
Kulperger, Reg
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 383-391
Persistent link: https://www.econbiz.de/10010239533
Saved in:
8
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:
9
The barrier binary options
Gao, Min
;
Wei, Zhenfeng
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 140-156
Persistent link: https://www.econbiz.de/10012545572
Saved in:
10
Optimal entry and exit strategy under uncertainty with stochastic volatility
Huang, Jinwu
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 157-172
Persistent link: https://www.econbiz.de/10012545586
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