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Option pricing theory
251
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251
Stochastic process
85
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85
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78
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78
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Forsyth, Peter A.
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2
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The journal of computational finance
International journal of theoretical and applied finance
584
Journal of banking & finance
547
NBER working paper series
529
Working paper / National Bureau of Economic Research, Inc.
466
The journal of futures markets
446
Journal of financial economics
409
NBER Working Paper
391
Mathematical finance : an international journal of mathematics, statistics and financial theory
376
Finance and stochastics
341
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321
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308
Journal of economic dynamics & control
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Finance research letters
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Applied mathematical finance
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SpringerLink / Bücher
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International review of financial analysis
210
Journal of empirical finance
210
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ADB economics working paper series
204
Review of derivatives research
201
Research paper series / Swiss Finance Institute
195
The North American journal of economics and finance : a journal of financial economics studies
195
International review of economics & finance : IREF
193
Applied economics
191
Journal of econometrics
187
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
187
European journal of operational research : EJOR
178
ADBI Working Paper
174
Journal of Asian economics
171
The European journal of finance
169
Economic modelling
168
Working paper
168
Insurance / Mathematics & economics
166
Management science : journal of the Institute for Operations Research and the Management Sciences
164
Pacific-Basin finance journal
164
Discussion paper / Centre for Economic Policy Research
162
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ECONIS (ZBW)
265
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1
Efficient conservative second-order central-upwind schemes for option-pricing problems
Bhatoo, Omishwary
;
Peer, Arshad Ahmud Iqbal
;
Tadmor, Eitan
- In:
The journal of computational finance
22
(
2018/2019
)
5
,
pp. 71-101
Persistent link: https://www.econbiz.de/10012042237
Saved in:
2
Path-dependent American options
Chevalier, Etienne
;
Ly Vath, Vathana
;
Mnif, Mohamed
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 61-95
Persistent link: https://www.econbiz.de/10012064988
Saved in:
3
Path independence of exotic options and convergence of binomial approximations
Leduc, Guillaume
;
Palmer, Kenneth J.
- In:
The journal of computational finance
23
(
2019
)
2
,
pp. 73-102
Persistent link: https://www.econbiz.de/10012111264
Saved in:
4
The forward smile in local-stochastic volatility models
Mazzon, Andrea
;
Pascucci, Andrea
- In:
The journal of computational finance
20
(
2016/2017
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011689675
Saved in:
5
Pricing American call options using the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
The journal of computational finance
23
(
2020
)
4
,
pp. 93-113
Persistent link: https://www.econbiz.de/10012212488
Saved in:
6
Pricing multiple barrier derivatives under stochastic volatility
Escobar, Marcos
;
Panz, Sven
;
Zagst, Rudi
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012543622
Saved in:
7
Gradient boosting for quantitative finance
Davis, Jesse
;
Devos, Laurens
;
Reyners, Sofie
;
Schoutens, Wim
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012544161
Saved in:
8
Calibration of local-stochastic and path-dependent volatility models to vanilla and no-touch options
Bain, Alan
;
Mariapragassam, Matthieu
;
Reisinger, Christoph
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 115-161
Persistent link: https://www.econbiz.de/10012544167
Saved in:
9
Volatility risk structure for options depending on extrema
Nakatsu, Tomonori
- In:
The journal of computational finance
21
(
2017/2018
)
3
,
pp. 105-122
Persistent link: https://www.econbiz.de/10011848359
Saved in:
10
Discrete Asian barrier options
Zvan, R.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
The journal of computational finance
3
(
1999
)
1
,
pp. 41-67
Persistent link: https://www.econbiz.de/10001517411
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