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Option pricing theory
Option trading
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International journal of theoretical and applied finance
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The journal of futures markets
102
Quantitative finance
84
Applied mathematical finance
80
The journal of computational finance
79
Review of derivatives research
68
Finance research letters
66
Journal of banking & finance
64
The journal of derivatives : the official publication of the International Association of Financial Engineers
60
Computational economics
51
Mathematical finance : an international journal of mathematics, statistics and financial theory
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International journal of financial engineering
45
The North American journal of economics and finance : a journal of financial economics studies
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Finance and stochastics
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Journal of economic dynamics & control
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Journal of mathematical finance
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European journal of operational research : EJOR
39
Risks : open access journal
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Journal of financial economics
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International review of economics & finance : IREF
28
The journal of derivatives : JOD
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Insurance / Mathematics & economics
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Research paper series / Swiss Finance Institute
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of quantitative finance and accounting
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The European journal of finance
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Economic modelling
23
Asia-Pacific financial markets
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Operations research letters
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Annals of finance
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Applied economics letters
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Journal of risk and financial management : JRFM
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Energy economics
16
Journal of econometrics
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Applied economics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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International review of financial analysis
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Journal of empirical finance
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Journal of financial markets
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Swiss Finance Institute Research Paper
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ECONIS (ZBW)
4,010
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1
Efficiently pricing double barrier derivatives in stochastic volatility models
Escobar, Marcos
;
Hieber, Peter
;
Scherer, Matthias
- In:
Review of derivatives research
17
(
2014
)
2
,
pp. 191-216
Persistent link: https://www.econbiz.de/10010529630
Saved in:
2
Calibrating the smile with multivariate time-changed Brownian motion and the Esscher transform
Tassinari, Gian Luca
;
Bianchi, Michele Leonardo
- In:
International journal of theoretical and applied finance
17
(
2014
)
4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10010391513
Saved in:
3
Analytical path-integral pricing of deterministic moving-barrier options under non-gaussian distributions
Catalão, André
;
Rosenfeld, Rogério
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012270883
Saved in:
4
Discounted penalty function at Parisian ruin for Lévy insurance risk process
Loeffen, R.
;
Palmowski, Z.
;
Surya, B. A.
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 190-197
Persistent link: https://www.econbiz.de/10011944136
Saved in:
5
A note on bank default risk and delivery channel strategy under deposit insurance fund protection
Chen, Shi
;
Chang, Chuen-Ping
;
Keh, Kevin P.
- In:
International journal of financial research
5
(
2014
)
4
,
pp. 114-119
Persistent link: https://www.econbiz.de/10010459127
Saved in:
6
A barrier option utility framework for bank interest margin under government bailout
Lin, Ku Jun
;
Jou, Rosemary
;
Lin, Tzu-Hao
- In:
International journal of financial research
5
(
2014
)
4
,
pp. 144-154
Persistent link: https://www.econbiz.de/10010459727
Saved in:
7
The evaluation of derivatives of double barrier options of the Bessel processes by methods of spectral analysis
Burtnyak, Ivan
;
Malytska, Anna
- In:
Investment management and financial innovations
14
(
2017
)
3
,
pp. 126-134
Persistent link: https://www.econbiz.de/10011867234
Saved in:
8
Gold price risk management through Nova 3 option strategy created by barrier options
Šoltés, Michal
;
Harčariková, Monika
- In:
Investment management and financial innovations
13
(
2016
)
1
,
pp. 49-60
Persistent link: https://www.econbiz.de/10011630674
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
Pricing barrier options with discrete dividends
Gibson, D. Jason
;
Wingo, Aaron
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011807099
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