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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Credit risk"
~subject:"Optionsgeschäft"
~subject:"Rohstoffderivat"
~subject:"Volatilität"
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Optionsgeschäft
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
88
The journal of futures markets
85
Journal of banking & finance
73
Energy economics
65
Finance research letters
42
International review of economics & finance : IREF
42
International review of financial analysis
41
Review of derivatives research
40
Applied mathematical finance
38
Quantitative finance
33
The European journal of finance
28
European journal of operational research : EJOR
27
Journal of financial economics
25
The North American journal of economics and finance : a journal of financial economics studies
25
International journal of financial engineering
24
Research in international business and finance
24
IMF Working Papers
23
Applied financial economics
22
Economic modelling
21
Applied economics letters
20
Journal of economic dynamics & control
20
Risks : open access journal
20
The journal of computational finance
20
The journal of credit risk : published quarterly by Incisive Media
20
Journal of mathematical finance
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
The journal of fixed income
19
Applied economics
18
Journal of empirical finance
18
Journal of financial markets
18
The journal of derivatives : JOD
18
Finance and stochastics
17
Journal of econometrics
16
Finance and economics discussion series
15
Review of quantitative finance and accounting
14
International journal of financial markets and derivatives
13
Journal of risk and financial management : JRFM
13
NBER working paper series
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Working paper
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1
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:
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
Optimal investment in credit derivatives portfolio under contagion risk
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 785-834
Persistent link: https://www.econbiz.de/10011583805
Saved in:
4
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:
5
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:
6
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:
7
Black-scholes representation for Asian options
Večeř, Jan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 598-626
Persistent link: https://www.econbiz.de/10010485999
Saved in:
8
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:
9
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:
10
Game call options revisited
Yam, Sheung Chi Phillip
;
Yung, S. P.
;
Zhou, Wei
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 173-206
Persistent link: https://www.econbiz.de/10010256173
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