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Option pricing theory
112
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Stochastic process
54
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40
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Derivat
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Journal of mathematical finance
International journal of theoretical and applied finance
482
MPRA Paper
402
NBER Working Papers
287
The journal of futures markets
275
Journal of banking & finance
271
Mathematical finance : an international journal of mathematics, statistics and financial theory
256
The journal of computational finance
256
Applied mathematical finance
251
Finance and stochastics
233
Quantitative finance
225
Research paper series / Swiss Finance Institute
212
The journal of derivatives : the official publication of the International Association of Financial Engineers
212
NBER working paper series
209
CEPR Discussion Papers
188
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181
Review of derivatives research
179
ECB Working Paper
168
Journal of Banking & Finance
168
Finance research letters
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Insurance / Mathematics & economics
158
Journal of economic dynamics & control
153
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141
European journal of operational research : EJOR
139
SpringerLink / Bücher
132
CESifo Working Paper
131
Computational economics
131
NBER Working Paper
130
CESifo working papers
125
Risks : open access journal
125
Economics Papers from University Paris Dauphine
122
International journal of financial engineering
122
Swiss Finance Institute Research Paper
118
Working paper
111
Discussion paper / Centre for Economic Policy Research
107
Journal of financial economics
105
Journal of risk and financial management : JRFM
102
Working paper series / European Central Bank
96
The North American journal of economics and finance : a journal of financial economics studies
94
The European journal of finance
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ECONIS (ZBW)
113
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1
The role of collateral in credit markets
Atta-Mensah, Joseph
- In:
Journal of mathematical finance
5
(
2015
)
4
,
pp. 315-327
Persistent link: https://www.econbiz.de/10011438563
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2
Bank portfolio management under credit market imperfections
Mallick, Indrajit
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 239-253
Persistent link: https://www.econbiz.de/10012210168
Saved in:
3
Variance reduction techniques of importance sampling Monte Carlo methods for pricing options
Zhao, Qiang
;
Liu, Guo
;
Gu, Guiding
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 431-436
Persistent link: https://www.econbiz.de/10010239518
Saved in:
4
Contingent claims in incomplete markets : a case study
Mataramvura, Sure
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 426-430
Persistent link: https://www.econbiz.de/10010239520
Saved in:
5
Estimating realistic implied correlation matrix from option prices
Numpacharoen, Kawee
;
Numpacharoen, Nattachai
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 401-406
Persistent link: https://www.econbiz.de/10010239524
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6
Pricing options in jump diffusion models using Mellin transforms
Frontczak, Robert
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 366-373
Persistent link: https://www.econbiz.de/10010239539
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7
Generalized option betas
Husmann, Sven
;
Todorova, Neda
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010239545
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8
An empirical study of option prices under the hybrid Brownian motion model
Iwaki, Hideki
;
Luo, Lei
- In:
Journal of mathematical finance
3
(
2013
)
2
,
pp. 329-334
Persistent link: https://www.econbiz.de/10010239548
Saved in:
9
Recent developments in fuzzy sets approach in option pricing
Appadoo, Srimantoorao S.
;
Thavaneswaran, Aerambamoorthy
- In:
Journal of mathematical finance
3
(
2013
)
2
,
pp. 312-322
Persistent link: https://www.econbiz.de/10010239557
Saved in:
10
Weather derivatives with applications to Canadian data
Sviščuk, Anatolij
;
Cui, Kaijie
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 81-95
Persistent link: https://www.econbiz.de/10010240221
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