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isPartOf:"The journal of computational finance"
~isPartOf:"Finance research letters"
~subject:"American options"
~subject:"Black-Scholes-Modell"
~subject:"Markov-Kette"
~subject:"Mathematical finance"
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American options
Black-Scholes-Modell
Markov-Kette
Mathematical finance
Option trading
118
Optionsgeschäft
118
Option pricing theory
101
Optionspreistheorie
101
Volatility
34
Volatilität
34
Stochastic process
25
Stochastischer Prozess
25
Theorie
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Derivat
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barrier options
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stochastic volatility
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Andersen, Leif B. G.
1
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Bi, Hongwei
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Chen, Son-nan
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Heritage, J. P.
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The journal of computational finance
Finance research letters
International journal of theoretical and applied finance
29
Review of derivatives research
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
International journal of financial engineering
13
Applied mathematical finance
12
Computational economics
12
Quantitative finance
11
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
Journal of economic dynamics & control
9
The journal of futures markets
9
Finance and stochastics
7
Journal of banking & finance
7
Journal of mathematical finance
7
International journal of theoretical and applied finance : IJTAF
6
The European journal of finance
6
Annals of finance
5
Applied economics
5
Asia-Pacific financial markets
5
European journal of operational research : EJOR
5
Journal of derivatives & hedge funds
5
Journal of risk and financial management : JRFM
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
International review of economics & finance : IREF
4
Investment management and financial innovations
4
Risks : open access journal
4
Journal of econometrics
3
Journal of emerging market finance
3
Journal of financial economics
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
The journal of derivatives : JOD
3
Working paper series / Centre for Practical Quantitative Finance
3
Applied financial economics
2
Cogent economics & finance
2
De Gruyter studies in mathematics
2
Discussion paper / B
2
Economic modelling
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Finanzmarkt und Portfolio-Management
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ECONIS (ZBW)
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Pricing Asian options via Fourier and Laplace transforms
Fusai, Gianluca
- In:
The journal of computational finance
7
(
2004
)
3
,
pp. 87-106
Persistent link: https://www.econbiz.de/10002060731
Saved in:
22
Pricing moving average barrier options
Heritage, J. P.
- In:
The journal of computational finance
5
(
2002
)
4
,
pp. 51-67
Persistent link: https://www.econbiz.de/10001695833
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