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Option trading
55
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Applied mathematical finance
Working paper / National Bureau of Economic Research, Inc.
262
NBER working paper series
236
The journal of futures markets
199
The journal of finance : the journal of the American Finance Association
194
NBER Working Paper
177
Journal of banking & finance
147
Finance research letters
138
Journal of financial and quantitative analysis : JFQA
127
International journal of theoretical and applied finance
119
Journal of financial economics
101
The American economic review
98
Discussion paper / Centre for Economic Policy Research
93
SpringerLink / Bücher
90
The journal of derivatives : the official publication of the International Association of Financial Engineers
88
Management science : journal of the Institute for Operations Research and the Management Sciences
79
Review of derivatives research
75
Journal of economic dynamics & control
73
Wiley finance series
72
Quantitative finance
65
International review of financial analysis
63
The review of financial studies
63
Mathematical finance : an international journal of mathematics, statistics and financial theory
62
The review of economics and statistics
62
Voprosy ėkonomiki : ordena trudovogo krasnogo znameni ežemesjačnyj žurnal ; Vserossijskoe ėkonomičeskoe izdanie
61
The journal of computational finance
60
The journal of business : B
58
Die Bank
57
International review of economics & finance : IREF
54
The quarterly journal of economics
54
The North American journal of economics and finance : a journal of financial economics studies
53
Finance and stochastics
50
The European journal of finance
50
Applied economics
49
Journal of financial markets
49
The journal of structured finance
47
Europäische Hochschulschriften / 5
46
Financial analysts' journal : FAJ
46
Journal of business economics : JBE
46
Pacific-Basin finance journal
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1
Pricing lookback options with knock-out boundaries
Muroi, Yoshifumi
- In:
Applied mathematical finance
13
(
2006
)
2
,
pp. 155-190
Persistent link: https://www.econbiz.de/10003331423
Saved in:
2
Short positions, rally fears and option markets
Eberlein, Ernst
;
Madan, Dilip B.
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 83-98
Persistent link: https://www.econbiz.de/10003975322
Saved in:
3
Time charters with purchase options in shipping : valuation and risk management
Løchte Jørgensen, Peter
;
Giovanni, Domenico de
- In:
Applied mathematical finance
17
(
2010
)
5/6
,
pp. 399-430
Persistent link: https://www.econbiz.de/10008797257
Saved in:
4
A matched asymptotic expansions approach to continuity corrections for discretely sampled options : Part 1: barrier options
Howison, Sam
;
Steinberg, Mario
- In:
Applied mathematical finance
14
(
2007
)
1
,
pp. 63-89
Persistent link: https://www.econbiz.de/10003542939
Saved in:
5
A matched asymptotic expansions approach to continuity corrections for discretely sampled options : Part 2: Bermudan options
Howison, Sam
- In:
Applied mathematical finance
14
(
2007
)
1
,
pp. 91-104
Persistent link: https://www.econbiz.de/10003542976
Saved in:
6
On American options under the Variance Gamma process
Almendral, Ariel
;
Oosterlee, Cornelis W.
- In:
Applied mathematical finance
14
(
2007
)
2
,
pp. 131-152
Persistent link: https://www.econbiz.de/10003542979
Saved in:
7
A simple derivation of and improvements to Jamshidian's and Roger's upper bound methods for Bermudan options
Joshi, Mark S.
- In:
Applied mathematical finance
14
(
2007
)
3
,
pp. 197-205
Persistent link: https://www.econbiz.de/10003542984
Saved in:
8
Asymptotics of barrier option pricing under the CEV process
Hu, Fannu
;
Knessl, Charles
- In:
Applied mathematical finance
17
(
2010
)
3/4
,
pp. 261-300
Persistent link: https://www.econbiz.de/10008653258
Saved in:
9
Robust approximations for pricing Asian options and volatility swaps under stochastic volatility
Forde, Martin
;
Jacquier, Antoine
- In:
Applied mathematical finance
17
(
2010
)
3/4
,
pp. 241-259
Persistent link: https://www.econbiz.de/10008653259
Saved in:
10
Forward variance dynamics : Bergomi's model revisited
Aly, Sidi Mohamed Ould
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 84-107
Persistent link: https://www.econbiz.de/10010351856
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