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Applied mathematical finance
The journal of futures markets
564
International journal of theoretical and applied finance
538
Journal of banking & finance
324
Mathematical finance : an international journal of mathematics, statistics and financial theory
321
Finance and stochastics
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NBER working paper series
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Finance research letters
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International review of financial analysis
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The review of financial studies
129
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126
International journal of financial engineering
125
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124
The European journal of finance
122
Economics letters
119
The journal of finance : the journal of the American Finance Association
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Applied economics
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ECONIS (ZBW)
269
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1
Approximate indifference pricing in exponential Lévy models
Ménassé, Clément
;
Tankov, Peter
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 197-235
Persistent link: https://www.econbiz.de/10011704228
Saved in:
2
Optimal
hedging
in incomplete markets
Bouzianis, George
;
Hughston, Lane P.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 265-287
Persistent link: https://www.econbiz.de/10012425323
Saved in:
3
Determination of the probability distribution measures from market option prices using the method of maximum
entropy
in the mean
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Applied mathematical finance
19
(
2012
)
3/4
,
pp. 299-312
Persistent link: https://www.econbiz.de/10009710972
Saved in:
4
A family of maximum
entropy
densities matching call option prices
Neri, Cassio
;
Schneider, Lorenz
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 548-577
Persistent link: https://www.econbiz.de/10010235560
Saved in:
5
On the minimal
entropy
martingale measure and multinomial lattices with cumulants
Ssebugenyi, Cyrus Seera
;
Mwaniki, Ivivi Joseph
; …
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 359-379
Persistent link: https://www.econbiz.de/10010187658
Saved in:
6
Indifference pricing and
hedging
for volatility dervivatives
Grasselli, M. R.
;
Hurd, T. R.
- In:
Applied mathematical finance
14
(
2007
)
4
,
pp. 303-317
Persistent link: https://www.econbiz.de/10003543040
Saved in:
7
Corrections to the prices of derivatives due to market incompleteness
German, David
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 155-187
Persistent link: https://www.econbiz.de/10009154367
Saved in:
8
Valuing risky income streams in incomplete markets
Johnson, C.
;
Omar, Y.
;
Ouwehand, P.
- In:
Applied mathematical finance
11
(
2004
)
3
,
pp. 227-258
Persistent link: https://www.econbiz.de/10002243482
Saved in:
9
Option pricing in incomplete discrete markets
Wolczyńska, Grażyna
- In:
Applied mathematical finance
5
(
1998
)
3/4
,
pp. 165-179
Persistent link: https://www.econbiz.de/10001446806
Saved in:
10
Explicit representations for utility indifference prices
Hess, Markus
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 23-47
Persistent link: https://www.econbiz.de/10012625986
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