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Option pricing theory
52
Optionspreistheorie
52
Stochastic process
28
Stochastischer Prozess
28
Volatility
25
Volatilität
25
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13
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Elliott, Robert J.
5
Viens, Frederi G.
4
Chan, Leunglung
3
Siu, Tak Kuen
3
Junike, Gero
2
Madan, Dilip B.
2
Schoutens, Wim
2
SenGupta, Indranil
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Villani, Giovanni
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1
Barucci, Emilio
1
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1
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1
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1
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1
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1
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1
Comte, Fabienne
1
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1
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1
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Annals of finance
International journal of theoretical and applied finance
497
Mathematical finance : an international journal of mathematics, statistics and financial theory
281
The journal of futures markets
275
The journal of computational finance
263
Applied mathematical finance
257
Finance and stochastics
228
The journal of derivatives : the official publication of the International Association of Financial Engineers
224
Journal of banking & finance
213
Quantitative finance
201
Review of derivatives research
178
Insurance / Mathematics & economics
140
Journal of economic dynamics & control
135
European journal of operational research : EJOR
133
Finance research letters
121
International journal of financial engineering
118
Journal of mathematical finance
109
Computational economics
108
Risks : open access journal
99
Research paper series / Swiss Finance Institute
89
Asia-Pacific financial markets
86
The European journal of finance
84
The North American journal of economics and finance : a journal of financial economics studies
84
Journal of financial economics
81
Journal of econometrics
73
Journal of financial and quantitative analysis : JFQA
63
The journal of finance : the journal of the American Finance Association
61
Energy economics
60
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
The review of financial studies
59
NBER working paper series
58
Review of quantitative finance and accounting
56
SFB 649 discussion paper
55
Working paper / National Bureau of Economic Research, Inc.
53
International review of economics & finance : IREF
51
The journal of real estate finance and economics
51
Decisions in economics and finance : DEF ; a journal of applied mathematics
50
Journal of risk and financial management : JRFM
50
Economic modelling
49
International review of financial analysis
49
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ECONIS (ZBW)
53
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1
Valuation of R&D compound option using Markov chain approach
D'Amico, Guglielmo
;
Villani, Giovanni
- In:
Annals of finance
17
(
2021
)
3
,
pp. 379-404
Persistent link: https://www.econbiz.de/10012622325
Saved in:
2
Option pricing under a Gamma-modulated diffusion process
Iglesias, Pilar
;
San Martín, Jaime
;
Torres, Soledad
; …
- In:
Annals of finance
7
(
2011
)
2
,
pp. 199-219
Persistent link: https://www.econbiz.de/10009130245
Saved in:
3
Nonparametric estimates of option prices via Hermite basis functions
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Annals of finance
19
(
2023
)
4
,
pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
Saved in:
4
A PDE approach for risk measures for derivatives with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Annals of finance
4
(
2008
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10003589415
Saved in:
5
A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets
Li, Xun
;
Wu, Zhenyu
- In:
Annals of finance
2
(
2006
)
2
,
pp. 179-205
Persistent link: https://www.econbiz.de/10003282234
Saved in:
6
Consistency conditions for affine term structure models : II. option pricing under diffusions with embedded jumps
Levendorskij, Sergej Z.
- In:
Annals of finance
2
(
2006
)
2
,
pp. 207-224
Persistent link: https://www.econbiz.de/10003282260
Saved in:
7
Estimation and pricing under long-memory stochastic volatility
Chronopoulou, Alexandra
;
Viens, Frederi G.
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 379-403
Persistent link: https://www.econbiz.de/10009548079
Saved in:
8
Affine fractional stochastic volatility models
Comte, Fabienne
;
Coutin, Laure
;
Renault, Eric
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 337-378
Persistent link: https://www.econbiz.de/10009548082
Saved in:
9
Implied and realized volatility : empirical model selection
Zhang, Lan
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 259-275
Persistent link: https://www.econbiz.de/10009548090
Saved in:
10
Stochastic volatility and stochastic leverage
Veraart, Almut E. D.
;
Veraart, Luitgard
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 205-233
Persistent link: https://www.econbiz.de/10009548093
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