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isPartOf:"The journal of computational finance"
~subject:"American options"
~subject:"Black-Scholes-Modell"
~subject:"Markov-Kette"
~subject:"Mathematical finance"
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American options
Black-Scholes-Modell
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Mathematical finance
Option trading
60
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60
Option pricing theory
58
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58
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Andersen, Leif B. G.
1
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The journal of computational finance
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
Applied mathematical finance
13
International journal of financial engineering
13
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
Finance research letters
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
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Finanzmarkt und Portfolio-Management
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ECONIS (ZBW)
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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:
12
High-performance American option pricing
Andersen, Leif B. G.
;
Lake, Mark
;
Offengenden, Dimitri
- In:
The journal of computational finance
20
(
2016
)
1
,
pp. 39-87
Persistent link: https://www.econbiz.de/10011639531
Saved in:
13
Efficient pricing of Asian options by the PDE approach
Dubois, François
;
Lelièvre, Tony
- In:
The journal of computational finance
8
(
2004/2005
)
2
,
pp. 55-63
Persistent link: https://www.econbiz.de/10002597580
Saved in:
14
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:
15
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
Saved in:
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