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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"1993-1994"
~subject:"Martingale"
~subject:"Volatilität"
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1993-1994
Martingale
Volatilität
Option trading
49
Optionsgeschäft
49
Option pricing theory
38
Optionspreistheorie
38
Theorie
34
Theory
34
Hedging
11
Black-Scholes model
10
Black-Scholes-Modell
10
Volatility
7
Stochastic process
5
Stochastischer Prozess
5
Yield curve
5
Zinsstruktur
5
Derivat
4
Derivative
4
Portfolio selection
4
Portfolio-Management
4
Search theory
4
Suchtheorie
4
American options
3
Transaction costs
3
Transaktionskosten
3
Börsenkurs
2
Markov chain
2
Markov-Kette
2
Martingal
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Share price
2
Swap
2
barrier options
2
1993
1
Aktie
1
Aktienindex
1
Aktienoption
1
American option
1
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English
10
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Alvarez, Luis H. R.
1
Alòs, Elisa
1
Brace, Alan
1
Carr, Peter
1
Chen, Zhanyu
1
Dolinsky, Yan
1
Fukasawa, Masaaki
1
Goard, Joanna
1
Göttsche, Ove E.
1
Lee, Roger
1
Li, Haitao
1
Mazur, Mathew
1
Musiela, Marek
1
Rheinländer, Thorsten
1
Romano, Marc
1
Touzi, Nizar
1
Vellekoop, Michel
1
Wells, Martin T.
1
Yu, Cindy L.
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
66
Journal of banking & finance
42
International journal of theoretical and applied finance
38
Applied mathematical finance
26
Review of derivatives research
26
Quantitative finance
24
Finance research letters
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
International journal of financial engineering
15
International review of financial analysis
15
Journal of financial markets
15
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Finance and stochastics
13
Journal of financial economics
13
The journal of computational finance
13
Applied economics
12
International review of economics & finance : IREF
12
Journal of economic dynamics & control
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of econometrics
10
Applied financial economics
9
Computational economics
9
European journal of operational research : EJOR
9
Research paper series / Swiss Finance Institute
9
Review of quantitative finance and accounting
9
Applied economics letters
7
Discussion paper / Tinbergen Institute
7
Journal of financial and quantitative analysis : JFQA
7
Journal of international financial markets, institutions & money
7
Swiss Finance Institute Research Paper
7
The European journal of finance
7
The journal of finance : the journal of the American Finance Association
7
Working paper / National Bureau of Economic Research, Inc.
7
Annals of finance
6
Asia-Pacific journal of financial studies
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Journal of mathematical finance
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Energy economics
5
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1
Valuation of barrier options via a general self-duality
Alòs, Elisa
;
Chen, Zhanyu
;
Rheinländer, Thorsten
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 492-515
Persistent link: https://www.econbiz.de/10011583542
Saved in:
2
Limit theorems for partial hedging under transaction costs
Dolinsky, Yan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
Saved in:
3
Stochastic-volatility models and the pricing of VIX options
Goard, Joanna
;
Mazur, Mathew
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 439-458
Persistent link: https://www.econbiz.de/10009783359
Saved in:
4
The normalizing transformation of the implied volatility smile
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 753-762
Persistent link: https://www.econbiz.de/10009614936
Saved in:
5
MCMC estimation of Lévy jump models using stock and option prices
Yu, Cindy L.
;
Li, Haitao
;
Wells, Martin T.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 383-422
Persistent link: https://www.econbiz.de/10009155205
Saved in:
6
The early exercise premium for the American put under discrete dividends
Göttsche, Ove E.
;
Vellekoop, Michel
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 335-354
Persistent link: https://www.econbiz.de/10008935660
Saved in:
7
Minimum guaranteed payments and costly cancellation rights : a stopping game perspective
Alvarez, Luis H. R.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 733-751
Persistent link: https://www.econbiz.de/10008667600
Saved in:
8
Put-call symmetry : extensions and applications
Carr, Peter
;
Lee, Roger
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 523-560
Persistent link: https://www.econbiz.de/10003937125
Saved in:
9
Contingent claims and market completeness in a stochastic volatility model
Romano, Marc
- In:
Mathematical finance : an international journal of …
7
(
1997
)
4
,
pp. 399-412
Persistent link: https://www.econbiz.de/10001232776
Saved in:
10
A multifactor Gauss Markov implementation of Heath, Jarrow, and Morton
Brace, Alan
- In:
Mathematical finance : an international journal of …
4
(
1994
)
3
,
pp. 259-283
Persistent link: https://www.econbiz.de/10001185092
Saved in:
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