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Option pricing theory
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Mathematics and financial economics
International journal of theoretical and applied finance
486
The journal of futures markets
274
The journal of computational finance
257
Mathematical finance : an international journal of mathematics, statistics and financial theory
256
Applied mathematical finance
251
Finance and stochastics
233
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225
Journal of banking & finance
217
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Insurance / Mathematics & economics
159
European journal of operational research : EJOR
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Finance research letters
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121
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90
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86
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84
Asia-Pacific financial markets
77
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NBER working paper series
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Annals of finance
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SFB 649 discussion paper
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Energy economics
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Journal of risk and financial management : JRFM
57
The journal of finance : the journal of the American Finance Association
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Review of quantitative finance and accounting
56
Journal of empirical finance
54
SpringerLink / Bücher
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Economic modelling
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Management science : journal of the Institute for Operations Research and the Management Sciences
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1
Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment
Cheng, Panhong
;
Xu, Zhihong
;
Dai, Zexing
- In:
Mathematics and financial economics
17
(
2023
)
3
,
pp. 429-455
Persistent link: https://www.econbiz.de/10014381043
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2
Robust utility maximization with nonlinear continuous semimartingales
Criens, David
;
Niemann, Lars
- In:
Mathematics and financial economics
17
(
2023
)
3
,
pp. 499-536
Persistent link: https://www.econbiz.de/10014381096
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3
Asymptotic power utility-based pricing and hedging
Kallsen, Jan
;
Muhle-Karbe, Johannes
;
Vierthauer, Richard
- In:
Mathematics and financial economics
8
(
2014
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10010235420
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4
Optimal investment with two-factor uncertainty
Armada, Manuel José da Rocha
;
Pereira, Paulo J.
; …
- In:
Mathematics and financial economics
7
(
2013
)
4
,
pp. 509-530
Persistent link: https://www.econbiz.de/10009792527
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5
Risk-neutral economy and zero price of risk
Vasicek, Oldrich Alfons
- In:
Mathematics and financial economics
8
(
2014
)
3
,
pp. 229-239
Persistent link: https://www.econbiz.de/10010365596
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6
Note on multidimensional Breeden-Litzenberger representation for state price densities
Talponen, Jarno
;
Viitasaari, Lauri
- In:
Mathematics and financial economics
8
(
2014
)
2
,
pp. 153-157
Persistent link: https://www.econbiz.de/10010341767
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7
On pricing and hedging in financial markets with long-range dependence
Melʹnikov, Aleksandr V.
;
Mišura, Julija S.
- In:
Mathematics and financial economics
5
(
2011
)
1
,
pp. 29-46
Persistent link: https://www.econbiz.de/10009160243
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8
The super-replication theorem under proportional transaction costs revisited
Schachermayer, Walter
- In:
Mathematics and financial economics
8
(
2014
)
4
,
pp. 383-398
Persistent link: https://www.econbiz.de/10010490973
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9
An explicit analytic formula for pricing barrier options with regime switching
Chan, Leunglung
;
Zhu, Song-Ping
- In:
Mathematics and financial economics
9
(
2015
)
1
,
pp. 29-37
Persistent link: https://www.econbiz.de/10010500699
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10
A tractable LIBOR model with default risk
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Mathematics and financial economics
7
(
2013
)
2
,
pp. 203-227
Persistent link: https://www.econbiz.de/10009736861
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