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Option pricing theory
218
Optionspreistheorie
218
Theorie
106
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106
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80
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80
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40
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Carr, Peter
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Cox, Alexander M. G.
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Lee, Roger
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Linetsky, Vadim
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Benth, Fred Espen
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Li, Lingfei
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Nutz, Marcel
3
Soner, Halil Mete
3
Touzi, Nizar
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Ackerer, Damien
2
Arai, Takuji
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Beiglböck, Mathias
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Bender, Christian
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Biagini, Francesca
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Finance and stochastics
International journal of project management : the journal of The International Project Management Association
1,131
International journal of theoretical and applied finance
467
International journal of managing projects in business
375
European journal of operational research : EJOR
305
Project management journal : PMJ
304
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
255
Applied mathematical finance
240
Journal of banking & finance
210
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
196
Insurance / Mathematics & economics
183
SpringerLink / Bücher
182
Review of derivatives research
170
Project management journal
166
International journal of project organisation & management : IJPOM
161
IEEE transactions on engineering management : EM
139
Risks : open access journal
138
Journal of economic dynamics & control
131
International journal of financial engineering
117
Finance research letters
116
Computational economics
110
Journal of mathematical finance
109
Projektmanagement aktuell
97
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
94
Research paper series / Swiss Finance Institute
89
Management science : journal of the Institute for Operations Research and the Management Sciences
84
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
82
Journal of financial economics
80
Asia-Pacific financial markets
78
Computers & operations research : and their applications to problems of world concern ; an international journal
73
NBER working paper series
70
Journal of econometrics
67
Energy economics
64
Europäische Hochschulschriften / 5
60
International journal of production research
60
Project leadership and society
60
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ECONIS (ZBW)
218
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218
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1
Arbitrage problems with reflected geometric Brownian motion
Buckner, Dean
;
Dowd, Kevin
;
Hulley, Hardy
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014447570
Saved in:
2
Entropy martingale optimal transport and nonlinear pricing-hedging duality
Doldi, Alessandro
;
Frittelli, Marco
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 255-304
Persistent link: https://www.econbiz.de/10014253636
Saved in:
3
Optional projection under equivalent local martingale measures
Biagini, Francesca
;
Mazzon, Andrea
;
Perkkiö, Ari-Pekka
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 435-465
Persistent link: https://www.econbiz.de/10014253651
Saved in:
4
Discount models
Filipović, Damir
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
Saved in:
5
My journey through finance and stochastics
Musiela, Marek
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 33-58
Persistent link: https://www.econbiz.de/10012796468
Saved in:
6
An analytical study of participating policies with minimum rate guarantee and surrender option
Chiarolla, Maria B.
;
De Angelis, Tiziano
;
Stabile, Gabriele
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 173-216
Persistent link: https://www.econbiz.de/10013197521
Saved in:
7
Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
González Cázares, Jorge
;
Mijatovi´c, Aleksandar
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 671-732
Persistent link: https://www.econbiz.de/10013440249
Saved in:
8
Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile calibration puzzle
Guyon, Julien
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 27-79
Persistent link: https://www.econbiz.de/10014447575
Saved in:
9
Pricing options on flow forwards by neural networks in a Hilbert space
Benth, Fred Espen
;
Detering, Nils
;
Galimberti, Luca
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 81-121
Persistent link: https://www.econbiz.de/10014447586
Saved in:
10
Optimal investment and consumption for financial markets with jumps under transaction costs
Egorov, Sergei
;
Pergamenchtchikov, Serguei
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 123-159
Persistent link: https://www.econbiz.de/10014447608
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