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Option pricing theory
690
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690
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417
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325
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11
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9
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Kim, Young Shin
7
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7
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6
Leippold, Markus
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Yamazaki, Kazutoshi
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5
Benth, Fred Espen
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Cui, Zhenyu
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Fusai, Gianluca
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Levendorskij, Sergej Z.
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Li, Lingfei
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Marazzina, Daniele
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Zhu, Song-Ping
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4
Bayer, Christian
4
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4
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4
Corsi, Fulvio
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Filipović, Damir
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He, Xin-Jiang
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Hughston, Lane P.
4
Kim, Junseok
4
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4
Shirvani, Abootaleb
4
Siu, Tak Kuen
4
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4
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3
Almeida, Caio
3
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3
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3
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3
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New Paradigms in Money and Finance? <Veranstaltung> <2011, Brüssel>
1
SUERF - The European Money and Finance Forum
1
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International journal of theoretical and applied finance
48
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40
Computational economics
26
International journal of financial engineering
24
European journal of operational research : EJOR
23
Risks : open access journal
23
Applied mathematical finance
18
Review of derivatives research
18
Journal of mathematical finance
16
Finance research letters
15
The journal of computational finance
15
Insurance / Mathematics & economics
13
Journal of banking & finance
13
Finance and stochastics
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The North American journal of economics and finance : a journal of financial economics studies
12
Operations research letters
11
Research paper series / Swiss Finance Institute
11
The journal of futures markets
11
Journal of risk and financial management : JRFM
10
Journal of econometrics
8
Asia-Pacific financial markets
7
Mathematics of operations research
7
Review of quantitative finance and accounting
7
Annals of finance
6
Applied economics
6
Journal of economic dynamics & control
6
Journal of financial econometrics
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Mathematical finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Discussion paper / Tinbergen Institute
5
Economic modelling
5
International Journal of Financial Markets and Derivatives : IJFMD
5
International review of economics & finance : IREF
5
Journal of financial economics
5
Scandinavian actuarial journal
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Swiss Finance Institute Research Paper
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The European journal of finance
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Digital finance : smart data analytics, investment innovation, and financial technology
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ECONIS (ZBW)
RePEc
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EconStor
102
BASE
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USB Cologne (business full texts)
24
Other ZBW resources
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1
Pricing and hedging of lookback options in hyper-exponential jump diffusion models
Hofer, Markus
;
Mayer, Philipp
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 489-511
Persistent link: https://www.econbiz.de/10010235585
Saved in:
2
Option pricing with time-changed Lévy processes
Klingler, Sven
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1231-1238
Persistent link: https://www.econbiz.de/10010204746
Saved in:
3
U.S. stock market crash risk, 1926–2010
Bates, David S.
- In:
Journal of financial economics
105
(
2012
)
2
,
pp. 229-259
Persistent link: https://www.econbiz.de/10009666837
Saved in:
4
Option pricing for symmetric Lévy returns with applications
Hamza, Kais
;
Klebaner, Fima C.
;
Landsman, Zinoviy
;
Tan, …
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 27-52
Persistent link: https://www.econbiz.de/10010511553
Saved in:
5
Variational solutions of the pricing PIDEs for European options in Lévy models
Eberlein, Ernst
;
Glau, Kathrin
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 417-450
Persistent link: https://www.econbiz.de/10010500880
Saved in:
6
Adaptive radial basis function methods for pricing options under jump-diffusion models
Chan, Tat Lung
- In:
Computational economics
47
(
2016
)
4
,
pp. 623-643
Persistent link: https://www.econbiz.de/10011712485
Saved in:
7
Approximate pricing of call options on the quadratic variation in Lévy models
Jahncke, Giso
;
Kallsen, Jan
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 241-256)
.
2016
Persistent link: https://www.econbiz.de/10011800371
Saved in:
8
Variance Gamma model in hedging vanilla and exotic options
Bollin, Bartłomiej
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322240
Saved in:
9
Determination of the Lévy exponent in asset pricing models
Bouzianis, George
;
Hughston, Lane P.
- In:
International journal of theoretical and applied finance
22
(
2019
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012012832
Saved in:
10
A simplified Wiener-Hopf factorization method for pricing double barrier options under Lévy processes
Kudryavtsev, Oleg
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014636822
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