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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:"Volatilität"
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Search: subject_exact:"Wertpapiertermingeschäft"
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Arai, Takuji
1
Bar-Yosef, Sasson
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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
The journal of futures markets
70
Energy economics
48
Journal of banking & finance
42
International journal of theoretical and applied finance
39
International review of economics & finance : IREF
27
Applied mathematical finance
26
Finance research letters
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Quantitative finance
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Review of derivatives research
26
International review of financial analysis
24
Applied economics
17
Applied financial economics
17
The European journal of finance
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Research in international business and finance
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European journal of operational research : EJOR
15
International journal of financial engineering
15
The North American journal of economics and finance : a journal of financial economics studies
14
Working paper / National Bureau of Economic Research, Inc.
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Applied economics letters
13
Journal of econometrics
13
Journal of economic dynamics & control
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NBER working paper series
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Risks : open access journal
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
11
Journal of financial economics
11
Journal of empirical finance
10
Journal of international financial markets, institutions & money
10
Review of Pacific Basin financial markets and policies
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9
Review of quantitative finance and accounting
9
Finance India : the quarterly journal of Indian Institute of Finance
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Finance and stochastics
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International journal of bonds and derivatives
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Journal of risk and financial management : JRFM
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Research paper series / Swiss Finance Institute
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The journal of asset management
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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
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
A consistent pricing model for index options and volatility derivatives
Cont, Rama
;
Kokholm, Thomas
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 248-274
Persistent link: https://www.econbiz.de/10009721749
Saved in:
8
Pricing options on variance in affine stochastic volatility models
Kallsen, Jan
;
Muhle-Karbe, Johannes
;
Voß, Moritz
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 627-641
Persistent link: https://www.econbiz.de/10009311683
Saved in:
9
Trivariate support of flat-volatility forward libor rates
Jamshidian, Farshid
- In:
Mathematical finance : an international journal of …
20
(
2010
)
2
,
pp. 229-258
Persistent link: https://www.econbiz.de/10003955734
Saved in:
10
Do limit orders alter inferences about investor performance and behavior?
Linnainmaa, Juhani
- In:
The journal of finance : the journal of the American …
65
(
2010
)
4
,
pp. 1473-1506
Persistent link: https://www.econbiz.de/10009011024
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