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Option pricing theory
240
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240
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156
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156
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115
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115
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110
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Atkinson, Colin
10
Sircar, Kaushik Ronnie
7
Benth, Fred Espen
6
Eberlein, Ernst
6
Avellaneda, Marco
5
Forsyth, Peter A.
5
Satchell, Stephen
5
Zagst, Rudi
5
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4
Elliott, Robert J.
4
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4
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4
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4
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4
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4
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4
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4
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3
Baldeaux, Jan
3
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3
Cohen, Samuel N.
3
Fouque, Jean-Pierre
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Glau, Kathrin
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Lorig, Matthew
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Madan, Dilip B.
3
Matsumoto, Koichi
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Oosterlee, Cornelis Willebrordus
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Buchen, Peter W.
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Carr, Peter
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Cartea, Álvaro
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Cheang, Gerald H. L.
2
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Applied mathematical finance
NBER working paper series
1,365
Journal of banking & finance
1,278
Working paper / National Bureau of Economic Research, Inc.
1,226
Finance research letters
1,196
NBER Working Paper
1,038
The journal of futures markets
938
International review of financial analysis
819
International journal of theoretical and applied finance
807
Energy economics
797
Journal of financial economics
734
Applied economics
668
International review of economics & finance : IREF
632
The journal of finance : the journal of the American Finance Association
617
Economic modelling
597
Journal of economic dynamics & control
595
European journal of operational research : EJOR
571
Discussion paper / Centre for Economic Policy Research
563
The North American journal of economics and finance : a journal of financial economics studies
561
Journal of empirical finance
560
Insurance / Mathematics & economics
550
The review of financial studies
550
Mathematical finance : an international journal of mathematics, statistics and financial theory
521
Economics letters
498
Finance and stochastics
489
Applied financial economics
486
Working paper
480
Quantitative finance
473
Applied economics letters
453
Journal of econometrics
450
The European journal of finance
444
Journal of financial and quantitative analysis : JFQA
443
Journal of international money and finance
443
Research paper series / Swiss Finance Institute
434
Journal of international financial markets, institutions & money
428
Research in international business and finance
413
Pacific-Basin finance journal
405
Journal of risk and financial management : JRFM
399
Management science : journal of the Institute for Operations Research and the Management Sciences
373
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
371
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ECONIS (ZBW)
364
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1
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364
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1
Approximate
hedging
in a local
volatility
model with proportional transaction costs
Lépinette, Emmanuel
;
Tran, Tuan
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 313-341
Persistent link: https://www.econbiz.de/10010499677
Saved in:
2
Analysis of VIX Markets with a time-spread portfolio
Papanicolaou, A.
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 374-408
Persistent link: https://www.econbiz.de/10011704261
Saved in:
3
Perpetual options on multiple underlyings
Duck, Peter W.
;
Evatt, Geoffrey W.
;
Johnson, Paul V.
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 174-200
Persistent link: https://www.econbiz.de/10010352003
Saved in:
4
An extension of the chaos expansion approximation for the pricing of exotic basket options
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10010352010
Saved in:
5
Variational solutions of the pricing PIDEs for European options in Lévy models
Eberlein, Ernst
;
Glau, Kathrin
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 417-450
Persistent link: https://www.econbiz.de/10010500880
Saved in:
6
Stochastic
volatility
: option pricing using a multinomial recombining tree
Florescu, Ionuţ
;
Viens, Frederi G.
- In:
Applied mathematical finance
15
(
2008
)
1/2
,
pp. 151-181
Persistent link: https://www.econbiz.de/10003751159
Saved in:
7
Combinatorial implications of nonlinear uncertain
volatility
models : the case of barrier options
Avellaneda, Marco
;
Buff, Robert
- In:
Applied mathematical finance
6
(
1999
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001449223
Saved in:
8
Third-order short-time expansions for close-to-the-money option prices under the CGMY model
Figueroa-López, José E.
;
Gong, Ruoting
;
Houdré, Christian
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 547-574
Persistent link: https://www.econbiz.de/10011815299
Saved in:
9
Short maturity forward start Asian options in local
volatility
models
Pirjol, Dan
;
Wang, Jing
;
Zhu, Lingjiong
- In:
Applied mathematical finance
26
(
2019
)
3
,
pp. 187-221
Persistent link: https://www.econbiz.de/10012210271
Saved in:
10
Diffusion equations : convergence of the functional scheme derived from the binomial tree with local
volatility
for non smooth payoff functions
Baptiste, Julien
;
Lépinette, Emmanuel
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 511-532
Persistent link: https://www.econbiz.de/10012129179
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