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~isPartOf:"International journal of financial engineering"
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Option pricing theory
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International journal of financial engineering
Physica A: Statistical Mechanics and its Applications
33
Statistical Inference for Stochastic Processes
22
Stochastic Processes and their Applications
18
Statistics & Probability Letters
13
Quantitative finance
8
MPRA Paper
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International journal of theoretical and applied finance
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Advances in Economic and Financial Research - DOFIN Working Paper Series
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Journal of mathematical finance
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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RePAd Working Paper Series
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Agricultural finance review
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Borradores de Economia
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Discussion Papers / Business School, University of Exeter
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Financial innovation : FIN
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International Journal of Theoretical and Applied Finance (IJTAF)
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SSE/EFI Working Paper Series in Economics and Finance
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Efficient valuation and exercise boundary of American fractional lookback option in a mixed jump-diffusion model
Yang, Zhaoqiang
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011778276
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2
Pricing derivatives with fractional volatility
Funahashi, Hideharu
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011673129
Saved in:
3
Pricing European options and currency options by time changed mixed
fractional
Brownian
motion
with transaction costs
Shokrollahi, Foad
;
Kılıçman, Adem
;
Magdziarz, Marcin
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011532750
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