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Martingal
7
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The journal of futures markets
Finance and stochastics
94
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
International journal of theoretical and applied finance
44
Journal of econometrics
41
Research paper series / Swiss Finance Institute
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19
Swiss Finance Institute Research Paper
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Mathematics and financial economics
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Asia-Pacific financial markets
11
Finance and Stochastics
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Cowles Foundation discussion paper
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Economics Series Working Papers / Department of Economics, Oxford University
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European journal of operational research : EJOR
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Insurance / Mathematics & economics
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Journal of economic dynamics & control
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Quantitative finance
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Stochastic Processes and their Applications
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Econometric theory
7
Economics letters
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International journal of financial engineering
7
International review of financial analysis
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7
Risks : open access journal
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Decisions in economics and finance : DEF ; a journal of applied mathematics
6
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1
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
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2
Option pricing using the martingale approach with polynomial interpolation
Wang, Ming-chieh
;
Huang, Li-jhang
;
Liao, Szu-Lang
- In:
The journal of futures markets
33
(
2013
)
5
,
pp. 469-491
Persistent link: https://www.econbiz.de/10009726364
Saved in:
3
Is the KOSPI 200 options market efficient? : parametric and nonparametric tests of the Martingale restriction
Guo, Biao
;
Han, Qian
;
Ryu, Doojin
- In:
The journal of futures markets
33
(
2013
)
7
,
pp. 629-652
Persistent link: https://www.econbiz.de/10009756544
Saved in:
4
Testing the martingale hypothesis for futures prices : implications for hedgers
De Ville de Goyet, Cédric
;
Dhaene, Geert
;
Sercu, Piet
- In:
The journal of futures markets
28
(
2008
)
11
,
pp. 1040-1065
Persistent link: https://www.econbiz.de/10003769967
Saved in:
5
The hidden martingale restriction in Gram-Charlier option prices
Corrado, Charles Joseph
- In:
The journal of futures markets
27
(
2007
)
6
,
pp. 517-534
Persistent link: https://www.econbiz.de/10003493103
Saved in:
6
A note on the valuation of compound options
Lajeri-Chaherli, Fatma
- In:
The journal of futures markets
22
(
2002
)
11
,
pp. 1103-1115
Persistent link: https://www.econbiz.de/10001729248
Saved in:
7
Do S&P 500 index options violate the martingale restriction?
Strong, Norman
;
Xu, Xinzhong
- In:
The journal of futures markets
19
(
1999
)
5
,
pp. 499-521
Persistent link: https://www.econbiz.de/10001410411
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