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Option Prices with Stochastic...
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Option pricing theory
254
Optionspreistheorie
254
Stochastic process
87
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87
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74
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74
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66
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Forsyth, Peter A.
7
Madan, Dilip B.
7
Reisinger, Christoph
5
Andersen, Leif B. G.
4
Carr, Peter
4
Coleman, Thomas F.
4
Joshi, Mark S.
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Oosterlee, Cornelis Willebrordus
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Rebonato, Riccardo
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Vetzal, Kenneth R.
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Brotherton-Ratcliffe, Rupert
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Ehrhardt, Matthias
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Glasserman, Paul
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Grzelak, Lech A.
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Kirkby, J. Lars
3
Korn, Ralf
3
Le Floc'h, Fabien
3
Li, Yuying
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Oosterlee, Cornelis W.
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Schoenmakers, John
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Tankov, Peter
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Zvan, R.
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AitSahlia, Farid
2
Cakici, Nusret
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2
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2
Günther, Michael
2
Hafner, Reinhold
2
Han, Chuan-Hsiang
2
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The journal of computational finance
International journal of theoretical and applied finance
496
Mathematical finance : an international journal of mathematics, statistics and financial theory
281
The journal of futures markets
275
Applied mathematical finance
257
Finance and stochastics
228
The journal of derivatives : the official publication of the International Association of Financial Engineers
224
Journal of banking & finance
214
Quantitative finance
201
Review of derivatives research
178
Insurance / Mathematics & economics
140
Journal of economic dynamics & control
135
European journal of operational research : EJOR
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Finance research letters
121
International journal of financial engineering
118
Journal of mathematical finance
109
Computational economics
108
Risks : open access journal
96
Research paper series / Swiss Finance Institute
89
Asia-Pacific financial markets
86
The European journal of finance
84
The North American journal of economics and finance : a journal of financial economics studies
84
Journal of financial economics
81
Journal of econometrics
73
Journal of financial and quantitative analysis : JFQA
63
The journal of finance : the journal of the American Finance Association
61
Energy economics
60
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
The review of financial studies
59
NBER working paper series
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Review of quantitative finance and accounting
56
SFB 649 discussion paper
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Annals of finance
53
Working paper / National Bureau of Economic Research, Inc.
53
International review of economics & finance : IREF
51
The journal of real estate finance and economics
51
Decisions in economics and finance : DEF ; a journal of applied mathematics
50
Journal of risk and financial management : JRFM
50
Economic modelling
49
International review of financial analysis
49
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ECONIS (ZBW)
262
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1
Calibrating volatility function bounds for an uncertain volatility model
Coleman, Thomas F.
;
He, Changhong
;
Li, Yuying
- In:
The journal of computational finance
13
(
2009/10
)
4
,
pp. 63-93
Persistent link: https://www.econbiz.de/10003996075
Saved in:
2
The uncertain volatility model : a Monte Carlo apporach
Guyon, Julien
;
Henry-Labordère, Pierre
- In:
The journal of computational finance
14
(
2010/11
)
3
,
pp. 37-71
Persistent link: https://www.econbiz.de/10008989934
Saved in:
3
Technical note : dependence and two-asset options pricing
Rapuch, Grégory
;
Roncalli, Thierry
- In:
The journal of computational finance
7
(
2004
)
4
,
pp. 23-33
Persistent link: https://www.econbiz.de/10002126759
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4
A mathematical programming with equilibrium constraints approach to the implied volatility surface of American options
Huang, Jacqueline
;
Pang, Jong-shi
- In:
The journal of computational finance
4
(
2000
)
1
,
pp. 21-56
Persistent link: https://www.econbiz.de/10001528153
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5
Probabilistic machine learning for local volatility
Tegnér, Martin
;
Roberts, Stephen
- In:
The journal of computational finance
25
(
2021
)
3
,
pp. 1-50
Persistent link: https://www.econbiz.de/10012873079
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6
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
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7
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:
8
The two-dimensional tree-grid method
Kossaczký, Igor
;
Ehrhardt, Matthias
;
Günther, Michael
- In:
The journal of computational finance
23
(
2019
)
2
,
pp. 29-57
Persistent link: https://www.econbiz.de/10012111259
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9
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:
10
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
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