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~isPartOf:"International journal of theoretical and applied finance"
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Option pricing theory
8
Optionspreistheorie
8
Option trading
6
Optionsgeschäft
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Search theory
5
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5
optimal stopping
4
Markov chain
3
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American asset-or-nothing put option
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Analysis
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Gapeev, Pavel V.
2
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Brockhaus, Oliver
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Gao, Min
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Goard, Joanna
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Kawai, Reiichiro
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Ke, Ziwei
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Leung, Tim
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1
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International journal of theoretical and applied finance
Mathematics and Computers in Simulation (MATCOM)
75
Physica A: Statistical Mechanics and its Applications
65
NBER working paper series
24
NBER Working Paper
22
Working paper / National Bureau of Economic Research, Inc.
22
CESifo working papers
21
Industrial marketing management : the international journal for industrial and high-tech firms
21
Center for Mathematical Economics Working Papers
19
Organization studies : an international multidisciplinary journal devoted to the study of organizations, organizing, and the organized in and between societies
19
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
19
Journal of business research : JBR
17
CESifo Working Paper Series
15
MPRA Paper
15
Stochastic Processes and their Applications
14
Discussion paper / Centre for Economic Policy Research
13
European journal of operational research : EJOR
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Renewable Energy
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Applied Energy
12
Energies
12
Computational Optimization and Applications
11
Finance and stochastics
11
Journal of econometrics
11
Mathematics of operations research
11
Research Paper Series / Finance Discipline Group, Business School
11
Social Science & Medicine
11
Technological forecasting & social change : an international journal
11
Human relations : towards the integration of the social sciences
10
International Journal of Theoretical and Applied Finance (IJTAF)
10
Journal of management studies : JMS
10
Technovation : the international journal of technological innovation, entrepreneurship and technology management
10
Finance and Stochastics
9
Natural Hazards
9
SFB 649 Discussion Papers
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The European Physical Journal B - Condensed Matter and Complex Systems
9
Accounting, auditing & accountability journal
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International journal of hospitality management
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Journal of vocational behavior
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1
Closed form optimal exercise
boundary
of the American put option
Kitapbayev, Yerkin
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012650204
Saved in:
2
The British asset-or-nothing put option
Gao, Min
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011687026
Saved in:
3
Penalty American options
Ke, Ziwei
;
Goard, Joanna
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012012942
Saved in:
4
Smooth upper bounds for the price function of American style options
Bhim, Louis
;
Kawai, Reiichiro
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011845920
Saved in:
5
On some functionals of the first passage times in models with switching stochastic volatility
Gapeev, Pavel V.
;
Brockhaus, Oliver
;
Dubois, Mathieu
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011845962
Saved in:
6
Mean reversion trading with sequential deadlines and transaction costs
Kitapbayev, Yerkin
;
Leung, Tim
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011846482
Saved in:
7
Selling at the ultimate maximum in a regime-switching model
Liu, Yue
;
Privault, Nicolas
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011686946
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 of perpetual American options in a model with partial information
Gapeev, Pavel V.
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009562132
Saved in:
10
The British knock-out put option
Al-Fagih, Luluwah
- In:
International journal of theoretical and applied finance
18
(
2015
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011403188
Saved in:
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