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Option pricing theory
Optionspreistheorie
9
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Stochastic process
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Arbitrage
4
Arbitrage Pricing
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The journal of computational finance
Research paper series / Swiss Finance Institute
59
International journal of theoretical and applied finance
37
SFB 649 discussion paper
30
Swiss Finance Institute Research Paper
30
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Finance and stochastics
21
Journal of mathematical finance
19
Applied mathematical finance
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Quantitative finance
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Risks : open access journal
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Journal of banking & finance
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Journal of financial economics
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Robert H. Smith School Research Paper
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The European journal of finance
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The journal of futures markets
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International journal of financial engineering
10
Review of derivatives research
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Annals of finance
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Finance research letters
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International Journal of Financial Studies : open access journal
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Rotman School of Management Working Paper
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SSE EFI working paper series in economics and finance
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Asia-Pacific financial markets
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A simple approximation for the no-
arbitrage
drifts in Libor market model–SABR-family interest-rate models
Rebonato, Riccardo
- In:
The journal of computational finance
19
(
2015
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10011480695
Saved in:
2
The extended SSVI volatility surface
Hendriks, Sebas
;
Martini, Claude
- In:
The journal of computational finance
22
(
2018/2019
)
5
,
pp. 25-39
Persistent link: https://www.econbiz.de/10012042223
Saved in:
3
From
arbitrage
to
arbitrage
-free implied volatilities
Grzelak, Lech A.
;
Oosterlee, Cornelis Willebrordus
- In:
The journal of computational finance
20
(
2016/2017
)
3
,
pp. 31-49
Persistent link: https://www.econbiz.de/10011689678
Saved in:
4
No-
arbitrage
SABR
Doust, Paul
- In:
The journal of computational finance
15
(
2011/12
)
3
,
pp. 3-31
Persistent link: https://www.econbiz.de/10009534171
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5
An empirical comparative analysis of foreign exchange smile calibration procedures
Reiswich, Dimitri
- In:
The journal of computational finance
15
(
2011/12
)
1
,
pp. 31-67
Persistent link: https://www.econbiz.de/10009382525
Saved in:
6
Stratified approximations for the pricing of options on average
Privault, Nicolas
;
Yu, Jiadong
- In:
The journal of computational finance
19
(
2016
)
4
,
pp. 95-113
Persistent link: https://www.econbiz.de/10011603193
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7
Adjusting exponential Lévy models toward the simultaneous calibration of market prices for crash cliquets
Carr, Peter
;
Khanna, Ajay
;
Madan, Dilip B.
- In:
The journal of computational finance
20
(
2016
)
1
,
pp. 89-111
Persistent link: https://www.econbiz.de/10011639593
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8
Finite difference techniques for
arbitrage
-free SABR
Le Floc'h, Fabien
;
Kennedy, Gary
- In:
The journal of computational finance
20
(
2016/2017
)
3
,
pp. 51-79
Persistent link: https://www.econbiz.de/10011689679
Saved in:
9
Transform analysis and asset pricing for diffusion processes : a recursive approach
Goovaerts, Marc J.
;
Laeven, Roger
;
Shang, Zhaoning
- In:
The journal of computational finance
16
(
2012/13
)
1
,
pp. 47-81
Persistent link: https://www.econbiz.de/10009631863
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