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~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~subject:"Analysis"
~subject:"Black-Scholes model"
~subject:"Risikomanagement"
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Decisions in economics and finance : DEF ; a journal of applied mathematics
International journal of theoretical and applied finance
24
Review of derivatives research
13
Applied mathematical finance
12
International journal of financial engineering
11
Quantitative finance
11
The North American journal of economics and finance : a journal of financial economics studies
11
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Mathematical finance : an international journal of mathematics, statistics and financial theory
10
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8
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6
Journal of economic dynamics & control
6
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5
European journal of operational research : EJOR
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International journal of theoretical and applied finance : IJTAF
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International review of economics & finance : IREF
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Journal of financial economics
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
Review of Pacific Basin financial markets and policies
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Risks : open access journal
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The professional risk managers' guide to financial instruments
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A note on the implied volatility of floating strike Asian options
Alòs, Elisa
;
León, Jorge A.
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 743-758
Persistent link: https://www.econbiz.de/10012127320
Saved in:
2
Prepayment risk on callable bonds : theory and test
François, Pascal
;
Pardo, Sophie
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
2
,
pp. 147-176
Persistent link: https://www.econbiz.de/10011342200
Saved in:
3
A moments and strike matching binominal algorithm for pricing American put options
Jourdain, Benjamin
;
Zanette, Antonino
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10003771585
Saved in:
4
Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff
Sanfelici, Simona
- In:
Decisions in economics and finance : DEF ; a journal of …
27
(
2004
)
2
,
pp. 125-151
Persistent link: https://www.econbiz.de/10003095208
Saved in:
5
An efficient binomial method for pricing American options
Gaudenzi, Marcellino
;
Pressacco, Flavio
- In:
Decisions in economics and finance : DEF ; a journal of …
26
(
2003
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10003837087
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