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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of mathematical finance"
~isPartOf:"Wiley trading series"
~subject:"Stochastic process"
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Stochastic process
Derivat
109
Derivative
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Option pricing theory
38
Optionspreistheorie
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21
Schätzung
21
Volatility
21
Volatilität
21
Hedging
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Gao, Min
2
Sviščuk, Anatolij
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Abergel, Frédéric
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Cheng, Chi-Hung
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Cui, Kaijie
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Applied financial economics
Journal of mathematical finance
Wiley trading series
International journal of theoretical and applied finance
60
Applied mathematical finance
24
Quantitative finance
19
Review of derivatives research
14
European journal of operational research : EJOR
13
International journal of financial engineering
13
Journal of banking & finance
12
The journal of computational finance
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Annals of finance
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Journal of econometrics
11
Journal of economic dynamics & control
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Finance and stochastics
10
Energy economics
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Finance research letters
7
Computational economics
6
Insurance / Mathematics & economics
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
Risks : open access journal
6
The North American journal of economics and finance : a journal of financial economics studies
6
Journal of risk and financial management : JRFM
5
Mathematical finance
5
The European journal of finance
5
The journal of derivatives : JOD
5
Applied economics
4
Mathematics and financial economics
4
Research paper series / Swiss Finance Institute
4
Research series / Universiteit van Amsterdam
4
The journal of futures markets
4
Tinbergen Institute research series
4
Working paper series / Centre for Practical Quantitative Finance
4
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Applied economics letters
3
Asia-Pacific journal of financial studies
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Discussion paper / Tinbergen Institute
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International review of financial analysis
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Journal of financial economics
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ECONIS (ZBW)
15
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1
The barrier binary options
Gao, Min
;
Wei, Zhenfeng
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 140-156
Persistent link: https://www.econbiz.de/10012545572
Saved in:
2
A cost of carry-based framework for the Bitcoin futures price modeling
Lian, Yu-Min
;
Cheng, Chi-Hung
;
Lin, Shih-Hsun
;
Lin, …
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 42-53
Persistent link: https://www.econbiz.de/10012116666
Saved in:
3
The British binary option
Gao, Min
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 747-762
Persistent link: https://www.econbiz.de/10012433492
Saved in:
4
Embedding stochastic correlation into the pricing of FX quanto options under stochastic volatility models
Pellegrino, Tommaso
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 455-493
Persistent link: https://www.econbiz.de/10012210363
Saved in:
5
Nonparametric model calibration for derivatives
Abergel, Frédéric
;
Tachet des Combes, Rémy
;
Zaatour, …
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 571-596
Persistent link: https://www.econbiz.de/10011752333
Saved in:
6
A stochastic correlation model with time change for pricing credit spread options
Tong, Zhigang
;
Liu, Allen
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 445-466
Persistent link: https://www.econbiz.de/10011673996
Saved in:
7
Attenuated model of pricing credit default swap under the fractional Brownian motion environment
Gu, Wenjing
;
Liu, Yinglin
;
Hao, Ruili
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 247-259
Persistent link: https://www.econbiz.de/10011543929
Saved in:
8
Implementation of stochastic yield curve duration and portfolio immunization strategies
Duedahl, Sindre
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 401-415
Persistent link: https://www.econbiz.de/10011583529
Saved in:
9
Foreign exchange derivative pricing with stochastic correlation
Nabirye, Topilista
;
Ngare, Philip
;
Mungatu, Joseph
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 887-899
Persistent link: https://www.econbiz.de/10011658109
Saved in:
10
On asymptotic behaviors of exponential hedging in the basis-risk model
Takino, Kazuhiro
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 212-231
Persistent link: https://www.econbiz.de/10011399011
Saved in:
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