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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Option pricing theory"
~subject:"Theory"
~subject:"Volatility"
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Option pricing theory
Theory
Volatility
Derivat
44
Derivative
44
Theorie
28
Optionspreistheorie
22
Stochastic process
11
Stochastischer Prozess
11
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counterparty risk
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Jarrow, Robert A.
3
Brigo, Damiano
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Crépey, Stéphane
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2
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2
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1
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1
Amin, Kaushik I.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
188
International journal of theoretical and applied finance
155
Journal of banking & finance
93
Applied mathematical finance
76
Energy economics
70
Review of derivatives research
56
Quantitative finance
52
European journal of operational research : EJOR
47
Finance research letters
45
International review of financial analysis
44
Finance and stochastics
43
The journal of computational finance
42
The European journal of finance
40
International review of economics & finance : IREF
38
Journal of economic dynamics & control
38
The journal of finance : the journal of the American Finance Association
37
Journal of mathematical finance
36
The journal of derivatives : the official publication of the International Association of Financial Engineers
35
NBER working paper series
34
Advances in futures and options research : a research annual
33
Journal of financial and quantitative analysis : JFQA
33
The North American journal of economics and finance : a journal of financial economics studies
33
SpringerLink / Bücher
30
Applied financial economics
29
Economics letters
29
International journal of financial engineering
29
Journal of financial economics
29
The review of financial studies
29
NBER Working Paper
27
The journal of derivatives : JOD
27
Risks : open access journal
26
Applied economics letters
24
Insurance / Mathematics & economics
24
Working paper / National Bureau of Economic Research, Inc.
24
The journal of credit risk : published quarterly by Incisive Media
23
Journal of risk and financial management : JRFM
21
Applied economics
20
Journal of econometrics
20
The journal of fixed income
20
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
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
The effect of trading futures on short sale constraints
Jarrow, Robert A.
;
Protter, Philip E.
;
Pulido, Sergio
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 311-338
Persistent link: https://www.econbiz.de/10011350630
Saved in:
7
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:
8
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:
9
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
Saved in:
10
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
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