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Black-Scholes model
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The journal of futures markets
International journal of theoretical and applied finance
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
Applied mathematical finance
37
The journal of computational finance
33
Computational economics
31
Finance and stochastics
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The journal of derivatives : the official publication of the International Association of Financial Engineers
28
Review of derivatives research
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Quantitative finance
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International journal of financial engineering
22
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Journal of banking & finance
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Asia-Pacific financial markets
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The North American journal of economics and finance : a journal of financial economics studies
14
Journal of economic dynamics & control
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Finance research letters
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Journal of econometrics
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Options : classic approaches to pricing and modelling
11
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Advances in futures and options research : a research annual
7
Annals of financial economics
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Journal of derivatives & hedge funds
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Journal of risk and financial management : JRFM
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Finanzmarkt und Portfolio-Management
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International Journal of Theoretical and Applied Finance (IJTAF)
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ECONIS (ZBW)
33
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1
A Black-Scholes user's guide to the Bachelier model
Choi, Jaehyuk
;
Kwak, Minsuk
;
Tee, Chyng Wen
;
Wang, Yumeng
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 959-980
Persistent link: https://www.econbiz.de/10013187619
Saved in:
2
Psychological barriers and option pricing
Jang, Bong-Gyu
;
Kim, Changki
;
Kim, Kyeong Tae
;
Lee, Seungkyu
- In:
The journal of futures markets
35
(
2015
)
1
,
pp. 52-74
Persistent link: https://www.econbiz.de/10011346173
Saved in:
3
Recursive formula for arithmetic Asian option prices
Lee, Kyungsub
- In:
The journal of futures markets
34
(
2014
)
3
,
pp. 220-234
Persistent link: https://www.econbiz.de/10010355436
Saved in:
4
Options on troubled stock
Câmara, António
;
Popova, Ivilina
;
Simkins, Betty J.
- In:
The journal of futures markets
34
(
2014
)
7
,
pp. 637-657
Persistent link: https://www.econbiz.de/10010507943
Saved in:
5
Valuing stock options when prices are subject to a lower boundary : a correction
Hertrich, Markus
;
Veestraeten, Dirk
- In:
The journal of futures markets
33
(
2013
)
9
,
pp. 889-890
Persistent link: https://www.econbiz.de/10009779058
Saved in:
6
Reply to a comment on "A new simple square root option pricing model"
Wang, Yaw-huei
- In:
The journal of futures markets
32
(
2012
)
2
,
pp. 199-202
Persistent link: https://www.econbiz.de/10009487020
Saved in:
7
Comment on "A new simple square root option pricing model"
Kim, Hwa-sung
;
Kang, Jangkoo
;
Shin, Jeongwoo
- In:
The journal of futures markets
32
(
2012
)
2
,
pp. 191-198
Persistent link: https://www.econbiz.de/10009487021
Saved in:
8
Alternative tilts for nonparametric option pricing
Haley, M. Ryan
;
Walker, Todd B.
- In:
The journal of futures markets
30
(
2010
)
10
,
pp. 983-1006
Persistent link: https://www.econbiz.de/10008900930
Saved in:
9
A new simple square root option pricing model
Câmara, António
;
Wang, Yaw-huei
- In:
The journal of futures markets
30
(
2010
)
11
,
pp. 1007-1025
Persistent link: https://www.econbiz.de/10008900941
Saved in:
10
Options on normal underlyings with an application to the pricing or survivor swaptions
Dawson, Paul
;
Dowd, Kevin
;
Cairns, Andrew
;
Blake, David
- In:
The journal of futures markets
29
(
2009
)
8
,
pp. 757-774
Persistent link: https://www.econbiz.de/10003900592
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