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Option pricing theory
7
Optionspreistheorie
7
Integral equation
4
Optimal stopping
3
Option trading
3
Optionsgeschäft
3
Stochastic process
3
Stochastischer Prozess
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American put option
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1
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Quantitative finance
Physica A: Statistical Mechanics and its Applications
51
IMF Working Papers
40
Mathematics and Computers in Simulation (MATCOM)
36
Бизнес Информ
35
Cuadernos de Educación y Desarrollo
27
Post-Print / HAL
25
Business Inform
23
European journal of operational research : EJOR
21
Stochastic Processes and their Applications
20
MPRA Paper
16
IMF Staff Country Reports
14
Observatorio de la Economía Latinoamericana
14
Statistics & Probability Letters
14
Contribuciones a la Economía
13
Insurance / Mathematics & economics
13
Cowles Foundation Discussion Papers
12
Mathematics of operations research
11
Economics Papers from University Paris Dauphine
10
Проблемы экономики
10
Annals of the Institute of Statistical Mathematics
9
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
9
Research Paper Series / Finance Discipline Group, Business School
9
Tinbergen Institute Discussion Papers
9
Working Papers / HAL
9
ЭКОНОМИКА РЕГИОНА
9
International journal of theoretical and applied finance
8
The Numerical Solution of the American Option Pricing Problem:Finite Difference and Transform Approaches
8
Economy of region
7
Finance and Stochastics
7
Journal of econometrics
7
Journal of the Operational Research Society
7
Operations research letters
7
Renewable Energy
7
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
7
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European research studies
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1
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
Saved in:
2
Horizon effect on optimal retirement decision
Jeon, Junkee
;
Kwak, Minsuk
;
Park, Kyunghyun
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 123-148
Persistent link: https://www.econbiz.de/10013490961
Saved in:
3
On the first hitting time density for a reducible diffusion process
Lipton, Alexander
;
Kaushansky, Vadim
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 723-743
Persistent link: https://www.econbiz.de/10012262616
Saved in:
4
On an irreversible investment problem with two-factor uncertainty
Dammann, Felix
;
Ferrari, Giorgio
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 907-921
Persistent link: https://www.econbiz.de/10013367870
Saved in:
5
Static replication of barrier-type options via
integral
equations
Kim, Kyoung-Kuk
;
Lim, Dong-Young
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 281-294
Persistent link: https://www.econbiz.de/10012424590
Saved in:
6
Callable barrier reverse convertible securities
Detemple, Jérôme B.
;
Kitapbayev, Yerkin
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1519-1532
Persistent link: https://www.econbiz.de/10012624152
Saved in:
7
A functional analysis approach to the static replication of European options
Bossu, Sébastien
;
Carr, Peter
;
Papanicolaou, Andrew
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 637-655
Persistent link: https://www.econbiz.de/10012483843
Saved in:
8
A comparison principle between rough and non-rough Heston models - with applications to the volatility surface
Keller-Ressel, M.
;
Majid, Assad
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 919-933
Persistent link: https://www.econbiz.de/10012262636
Saved in:
9
A new
integral
equation formulation for American put options
Zhu, Song-Ping
;
He, Xin-Jiang
;
Lu, Xiaoping
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 483-490
Persistent link: https://www.econbiz.de/10011906400
Saved in:
10
On the American swaption in the linear-rational framework
Filipović, Damir
;
Kitapbayev, Yerkin
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1865-1876
Persistent link: https://www.econbiz.de/10012262857
Saved in:
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