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~isPartOf:"Applied mathematical finance"
~isPartOf:"European journal of operational research : EJOR"
~source:"econis"
~subject:"Risk"
~subject:"Theorie"
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Option trading
84
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84
Option pricing theory
80
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80
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35
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27
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Applied mathematical finance
European journal of operational research : EJOR
Mathematical finance : an international journal of mathematics, statistics and financial theory
35
The journal of derivatives : the official publication of the International Association of Financial Engineers
32
The journal of futures markets
31
Finance and stochastics
27
International journal of theoretical and applied finance
25
Journal of banking & finance
25
Review of derivatives research
21
The review of financial studies
16
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15
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13
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13
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11
Finance : revue de l'Association Française de Finance
10
Journal of financial markets
10
NBER working paper series
9
The journal of finance : the journal of the American Finance Association
9
Finance research letters
8
Finanzmarkt und Portfolio-Management
8
Journal of financial and quantitative analysis : JFQA
8
NBER Working Paper
8
Asia-Pacific financial markets
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Discussion paper / Centre for Economic Policy Research
7
International review of economics & finance : IREF
7
Report / Erasmus Center for Financial Research, Erasmus University
6
The European journal of finance
6
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
Discussion paper / Tinbergen Institute
5
Journal of econometrics
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
The North American journal of economics and finance : a journal of financial economics studies
5
wi - Wirtschaft
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ECONIS (ZBW)
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1
Valuation of European options under an uncertain market price of volatility risk
Jaroszkowski, Bartosz
;
Jensen, Max
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 213-226
Persistent link: https://www.econbiz.de/10013554804
Saved in:
2
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
3
A reduced-form model for valuing bonds with make-whole call provisions
Park, Min
;
Clark, Steven P.
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 499-521
Persistent link: https://www.econbiz.de/10011490621
Saved in:
4
Pricing of spread options on a bivariate jump market and stability to model risk
Benth, Fred Espen
;
Di Nunno, Giulia
;
Khedher, Asma
; …
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 28-62
Persistent link: https://www.econbiz.de/10010505172
Saved in:
5
Multistage optimization of option portfolio using higher order coherent risk measures
Matmoura, Yassine
;
Penev, Spiridon
- In:
European journal of operational research : EJOR
227
(
2013
)
1
,
pp. 190-198
Persistent link: https://www.econbiz.de/10009723389
Saved in:
6
Time charters with purchase options in shipping : valuation and risk management
Løchte Jørgensen, Peter
;
Giovanni, Domenico de
- In:
Applied mathematical finance
17
(
2010
)
5/6
,
pp. 399-430
Persistent link: https://www.econbiz.de/10008797257
Saved in:
7
Pricing lookback options with knock-out boundaries
Muroi, Yoshifumi
- In:
Applied mathematical finance
13
(
2006
)
2
,
pp. 155-190
Persistent link: https://www.econbiz.de/10003331423
Saved in:
8
Multi-asset barrier options and occupation time derivatives
Wong, Hoi Ying
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
10
(
2003
)
3
,
pp. 245-266
Persistent link: https://www.econbiz.de/10001841305
Saved in:
9
American options under uncertain volatility
Smith, Adam T.
- In:
Applied mathematical finance
9
(
2002
)
2
,
pp. 123-141
Persistent link: https://www.econbiz.de/10001695122
Saved in:
10
Valuation formulae for window barrier options
Armstrong, Grant F.
- In:
Applied mathematical finance
8
(
2001
)
4
,
pp. 197-208
Persistent link: https://www.econbiz.de/10001688331
Saved in:
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