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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Asien"
~subject:"Black-Scholes model"
~subject:"Martingale"
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Asien
Black-Scholes model
Martingale
Option trading
111
Optionsgeschäft
111
Option pricing theory
83
Optionspreistheorie
83
Volatility
34
Volatilität
34
Stochastic process
28
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28
Theorie
23
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23
Black-Scholes-Modell
22
Derivat
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barrier options
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Alfonsi, Aurélien
1
Barrera, Patricia Saavedra
1
Blais, Marcel
1
Boyarchenko, Mitya
1
Branger, Nicole
1
Brody, Dorje C.
1
Buffet, Emmanuel
1
Bäuerle, Nicole
1
Constantinou, Irene C.
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Corbetta, Jacopo
1
Dai, Min
1
Deng, Pingjin
1
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1
Di Graziano, Giuseppe
1
Elliott, Robert J.
1
Eriksson, Jonatan
1
Ern, Alexandre
1
Escobar, Marcos
1
Feng, Runhuan
1
Fernández, Begoñna Fernández
1
Fouque, Jean-Pierre
1
Fukasawa, Masaaki
1
Fusai, G.
1
Gapeev, Pavel V.
1
Gobet, Emmanuel
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Grzelak, Lech A.
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Götz, Barbara
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Hassan, Nadima el
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Hok, Julien
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Levendorskij, Sergej Z.
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Li, Xiufang
1
Lyukov, Alexander
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Meister, Bernhard K.
1
Milʹstejn, Grigorij N.
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International journal of theoretical and applied finance
Review of derivatives research
14
Applied mathematical finance
12
International journal of financial engineering
12
The journal of computational finance
12
Finance and stochastics
11
Computational economics
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Quantitative finance
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of mathematical finance
8
Journal of economic dynamics & control
7
The journal of futures markets
6
Applied economics
5
Asia-Pacific financial markets
5
International journal of theoretical and applied finance : IJTAF
5
Journal of banking & finance
5
Journal of derivatives & hedge funds
5
European journal of operational research : EJOR
4
Finance research letters
4
Journal of financial economics
4
Journal of risk and financial management : JRFM
4
Risks : open access journal
4
Annals of finance
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
International review of economics & finance : IREF
3
Journal of econometrics
3
Journal of emerging market finance
3
Journal of risk
3
Mathematical finance
3
Mathematics of operations research
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
The European journal of finance
3
Working paper / National Bureau of Economic Research, Inc.
3
Working paper series / Centre for Practical Quantitative Finance
3
Annals of financial economics
2
Applied financial economics
2
Cogent economics & finance
2
Discussion paper / B
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ECONIS (ZBW)
31
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1
Consistent upper price bounds for exotic options
Bäuerle, Nicole
;
Schmithals, Daniel Matthias
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012650310
Saved in:
2
Pricing American options with the Runge-Kutta-Legendre finite difference scheme
Le Floc'h, Fabien
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012652624
Saved in:
3
Pricing Asian options with correlators
Lavagnini, Silvia
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-44
Persistent link: https://www.econbiz.de/10012887425
Saved in:
4
Collocating volatility : a competitive alternative to stochastic local volatility models
Stoep, Anthonie W. van der
;
Grzelak, Lech A.
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012496758
Saved in:
5
Sampling of one-dimensional probability measures in the convex order and computation of robust option price bounds
Alfonsi, Aurélien
;
Corbetta, Jacopo
;
Jourdain, Benjamin
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012019745
Saved in:
6
Sensitivities of Asian options in the black-scholes model
Pirjol, Dan
;
Zhu, Lingjiong
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011846502
Saved in:
7
The valuation of self-funding instalment warrants
Dewynne, Jeff N.
;
Hassan, Nadima el
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011687010
Saved in:
8
Barrier options pricing with joint distribution of Gaussian process and its maximum
Deng, Pingjin
;
Li, Xiufang
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011734153
Saved in:
9
Pricing two-asset barrier options under stochastic correlation via perturbation
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403748
Saved in:
10
No-arbitrage bounds on two one-touch options
Tsuzuki, Yukihiro
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011403759
Saved in:
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