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The journal of computational finance
International journal of theoretical and applied finance
48
Physica A: Statistical Mechanics and its Applications
48
International Journal of Theoretical and Applied Finance (IJTAF)
47
Finance and Stochastics
43
Quantitative finance
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Stochastic Processes and their Applications
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Journal of mathematical finance
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Finance research letters
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Risk-Sensitive Investment Management
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Risks
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CREATES Research Papers
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Asia-Pacific Financial Markets
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Insurance / Mathematics & economics
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Journal of banking & finance
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International Journal of Financial Markets and Derivatives
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The North American journal of economics and finance : a journal of financial economics studies
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Discussion Paper / Tilburg University, Center for Economic Research
11
Economics Papers from University Paris Dauphine
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Journal of Risk and Financial Management
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Operations research letters
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Research paper series / Swiss Finance Institute
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The journal of futures markets
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ECONIS (ZBW)
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1
Pricing multivariate barrier reverse convertibles with factor-based subordinators
Marena, Marina
;
Romeo, Andrea
;
Semeraro, Patrizia
- In:
The journal of computational finance
21
(
2017/2018
)
5
,
pp. 97-129
Persistent link: https://www.econbiz.de/10011860940
Saved in:
2
Error analysis in Fourier methods for option pricing
Crocce, Fabián
;
Häppölä, Juho
;
Kiessling, Jonas
; …
- In:
The journal of computational finance
21
(
2017
)
1
,
pp. 53-82
Persistent link: https://www.econbiz.de/10011691613
Saved in:
3
Transform-based evluation of prices and Greeks of lookback options driven by Lévy processes
Asghari, Naser M.
;
Mandjes, Michel
- In:
The journal of computational finance
20
(
2016
)
2
,
pp. 67-100
Persistent link: https://www.econbiz.de/10011656711
Saved in:
4
Option pricing in exponential Lévy models with transaction cost
Cantarutti, Nicola
;
Guerra, Manuel
;
Guerra, João
; …
- In:
The journal of computational finance
23
(
2020
)
5
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012295860
Saved in:
5
A novel Fourier transform B-spline method for option pricing
Haslip, Gareth G.
;
Kaishev, Vladimir K.
- In:
The journal of computational finance
19
(
2015
)
1
,
pp. 41-74
Persistent link: https://www.econbiz.de/10011480709
Saved in:
6
Importance sampling applied to Greeks for jump : diffusion models with stochastic volatility
De Diego, Sergio
;
Ferreira, Eva
;
Nualart, Eulàlia
- In:
The journal of computational finance
22
(
2018
)
1
,
pp. 79-105
Persistent link: https://www.econbiz.de/10011890181
Saved in:
7
Importance sampling for jump-diffusions via cross-entropy
Rieke, Rebecca
;
Sun, Weifeng
;
Wang, Hui
- In:
The journal of computational finance
22
(
2018
)
1
,
pp. 107-130
Persistent link: https://www.econbiz.de/10011890185
Saved in:
8
A reduced basis method for parabolic partial differential equations with parameter functions and application to option pricing
Mayerhofer, Antonia Christine
;
Urban, Karsten
- In:
The journal of computational finance
20
(
2016/2017
)
4
,
pp. 71-106
Persistent link: https://www.econbiz.de/10011691633
Saved in:
9
Valuation of barrier options using sequential Monte Carlo
Shevchenko, Pavel V.
;
Del Moral, Pierre
- In:
The journal of computational finance
20
(
2016/2017
)
4
,
pp. 107-135
Persistent link: https://www.econbiz.de/10011691638
Saved in:
10
A new improvement scheme for approximation methods of probability density functions
Takahashi, Akihiko
;
Tsuzuki, Yukihiro
- In:
The journal of computational finance
19
(
2016
)
4
,
pp. 73-94
Persistent link: https://www.econbiz.de/10011603189
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