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~isPartOf:"International journal of financial engineering"
~subject:"Behavioural finance"
~subject:"Option pricing theory"
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Behavioural finance
Option pricing theory
CAPM
26
Optionspreistheorie
10
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7
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Giribone, Pier Giuseppe
2
Ahlip, Rehez
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Amiri, Mohamed Marouen
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Ben Sassi, Mounir
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Bottasso, Anna
1
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International journal of financial engineering
Journal of financial economics
35
Journal of banking & finance
34
International journal of theoretical and applied finance
30
NBER working paper series
27
Journal of economic dynamics & control
26
Finance research letters
24
International review of financial analysis
23
Research paper series / Swiss Finance Institute
21
Working paper / National Bureau of Economic Research, Inc.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
19
The journal of finance : the journal of the American Finance Association
19
The review of financial studies
19
Finance and stochastics
18
Review of quantitative finance and accounting
18
Journal of mathematical finance
17
Quantitative finance
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Applied mathematical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The European journal of finance
16
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Economic modelling
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NBER Working Paper
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Journal of risk and financial management : JRFM
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Review of derivatives research
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Discussion papers / CEPR
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Journal of economic behavior & organization : JEBO
8
Mathematics and financial economics
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Risks : open access journal
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1
Investment certificates pricing using a Quasi-Monte Carlo framework : case-studies based on the Italian market
Bottasso, Anna
;
Fusaro, Michelangelo
;
Giribone, Pier …
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-39
Persistent link: https://www.econbiz.de/10014444661
Saved in:
2
Investor sentiment and the risk-return tradeoff
Amiri, Mohamed Marouen
;
Naoui, Kamel
;
Derbali, Abdelkader
; …
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012603757
Saved in:
3
The semi-martingale equilibrium equity premium for risk-neutral investors
Mukupa, George M.
;
Offen, Elias R.
- In:
International journal of financial engineering
5
(
2018
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012028816
Saved in:
4
Asset pricing under general collateralization
Mi, Yanhui
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011777842
Saved in:
5
The impact of skew on the pricing of CoCo bonds
De Spiegeleer, Jan
;
Forys, Monika B.
;
Marquet, Ine
; …
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011673124
Saved in:
6
Pricing currency options in the Heston/CIR double exponential jump-diffusion model
Ahlip, Rehez
;
Park, Laurence A. F.
;
Prodan, Ante
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011673127
Saved in:
7
The effects of negative interest rates on the estimation of option sensitivities : the impact of switching from a log-normal to a normal model
Giribone, Pier Giuseppe
;
Ligato, Simone
;
Mulas, Martina
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011673134
Saved in:
8
Control of price acceptability under the univariate Vasicek model
Dang-Nguyen, S.
;
Rakotondratsimba, Y.
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011587732
Saved in:
9
Price impacts of imperfect collateralization
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011532751
Saved in:
10
New explicit closed form formulae for the prices of catastrophe options
Jin, Yunguo
;
Zhong, Shouming
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011333444
Saved in:
1
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