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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Capital income"
~subject:"Risk"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Wertpapiertermingeschäft"
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Capital income
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Stochastischer Prozess
Derivat
125
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61
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42
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42
Option pricing theory
28
Optionspreistheorie
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Crépey, Stéphane
2
Alfonsi, Aurélien
1
Arai, Takuji
1
Bar-Yosef, Sasson
1
El Karoui, Nicole
1
Figueroa-López, José E.
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of finance : the journal of the American Finance Association
International journal of theoretical and applied finance
63
Applied mathematical finance
29
The journal of futures markets
29
Journal of banking & finance
26
Energy economics
25
Quantitative finance
24
Review of derivatives research
20
European journal of operational research : EJOR
17
Finance research letters
16
International journal of financial engineering
16
Journal of mathematical finance
16
Journal of economic dynamics & control
14
NBER working paper series
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The journal of computational finance
12
Annals of finance
11
Applied economics
11
Finance and stochastics
11
International review of economics & finance : IREF
11
Journal of econometrics
11
Working paper / National Bureau of Economic Research, Inc.
11
Insurance / Mathematics & economics
10
Risks : open access journal
10
The European journal of finance
10
Journal of financial economics
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
The North American journal of economics and finance : a journal of financial economics studies
9
Applied financial economics
8
NBER Working Paper
8
Computational economics
7
Research paper series / Swiss Finance Institute
7
The journal of asset management
7
Applied economics letters
6
International review of financial analysis
6
Journal of financial engineering
6
Journal of risk and financial management : JRFM
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
Mathematics and financial economics
6
The journal of derivatives : JOD
6
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ECONIS (ZBW)
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1
Option momentum
Heston, Steven L.
;
Jones, Christopher S.
;
Khorram, Mehdi
; …
- In:
The journal of finance : the journal of the American …
78
(
2023
)
6
,
pp. 3141-3192
Persistent link: https://www.econbiz.de/10014437686
Saved in:
2
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
3
Stochastic local intensity loss models with interacting particle systems
Alfonsi, Aurélien
;
Labart, Celine
;
Lelong, Jerome
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 366-394
Persistent link: https://www.econbiz.de/10011577160
Saved in:
4
High-order short-time expansions for ATM option prices of exponential Lévy models
Figueroa-López, José E.
;
Gong, Ruoting
;
Houdré, Christian
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 516-557
Persistent link: https://www.econbiz.de/10011583594
Saved in:
5
Bessel processes, stochastic volatility, and timer options
Li, Chenxu
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 122-148
Persistent link: https://www.econbiz.de/10011550172
Saved in:
6
Bilateral counterparty risk under funding constraints - part II : CVA
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10011347256
Saved in:
7
Bilateral counterparty risk under funding constraints - part I : pricing
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011347260
Saved in:
8
Convex risk measures for good deal bounds
Arai, Takuji
;
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10010484270
Saved in:
9
Pricing derivatives on multiscale diffusions : an eigenfunction expansion approach
Lorig, Matthew
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 331-363
Persistent link: https://www.econbiz.de/10010357372
Saved in:
10
Time-changed Ornstein-Uhlenbeck processes and their applications in commodity derivative models
Li, Lingfei
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 289-330
Persistent link: https://www.econbiz.de/10010357373
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