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~isPartOf:"Journal of mathematical finance"
~subject:"Index-Futures"
~subject:"Statistische Verteilung"
~subject:"Volatilität"
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Black-Scholes model
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Option pricing theory
20
Optionspreistheorie
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Hongler, Max-Olivier
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Kyriacou, Maria
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Mondal, Mitun Kumar
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Nwozo, Chuma Raphael
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Journal of mathematical finance
International journal of theoretical and applied finance
40
Applied mathematical finance
16
International journal of financial engineering
15
The journal of computational finance
15
Review of derivatives research
13
The journal of futures markets
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Quantitative finance
12
Journal of banking & finance
10
Asia-Pacific financial markets
9
Computational economics
7
The North American journal of economics and finance : a journal of financial economics studies
7
Finance and stochastics
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Applied economics
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Applied financial economics
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Discussion paper / B
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European journal of operational research : EJOR
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Finance research letters
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Journal of econometrics
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The European journal of finance
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
International review of financial analysis
4
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Research paper series / Swiss Finance Institute
4
Review of quantitative finance and accounting
4
The review of financial studies
4
Working paper / National Bureau of Economic Research, Inc.
4
Finanzmarkt und Portfolio-Management
3
International journal of theoretical and applied finance : IJTAF
3
Journal of derivatives & hedge funds
3
Journal of economic dynamics & control
3
Journal of emerging market finance
3
Journal of empirical finance
3
Journal of financial economics
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Journal of risk and financial management : JRFM
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Mathematics and financial economics
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Risk and decision analysis
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Risks : open access journal
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1
A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic volatility, stochastic interest rate, and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
Saved in:
2
A linear regression approach for determining explicit expressions for option prices for equity option pricing models with dependent volatility and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 303-323
Persistent link: https://www.econbiz.de/10011544516
Saved in:
3
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael
;
Fadugba, Sunday Emmanuel
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
Saved in:
4
Uncovering the distribution of option implied risk aversion
Kyriacou, Maria
;
Olmo, Jose
;
Strittmatter, Marius
- In:
Journal of mathematical finance
9
(
2019
)
2
,
pp. 81-104
Persistent link: https://www.econbiz.de/10012116675
Saved in:
5
Mathematical analysis of financial model on market price with stochastic volatility
Mondal, Mitun Kumar
;
Alim, Md. Abdul
;
Rahman, Md. Faizur
; …
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 351-365
Persistent link: https://www.econbiz.de/10011673935
Saved in:
6
Uncertain volatility derivative model based on the polynomial chaos
Drakos, Stefanos
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 55-63
Persistent link: https://www.econbiz.de/10011543102
Saved in:
7
Super-diffusive noise source in asset dynamics
Hongler, Max-Olivier
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 53-58
Persistent link: https://www.econbiz.de/10010240227
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