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55
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Applied mathematical finance
MPRA Paper
228
The journal of futures markets
194
International journal of theoretical and applied finance
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IZA Discussion Papers
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Journal of banking & finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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GE, Growth, Math methods
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ECONIS (ZBW)
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1
Closed-form pricing of two-asset barrier options with stochastic covariance
Götz, Barbara
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 363-397
Persistent link: https://www.econbiz.de/10010499671
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2
Robust barrier option pricing by frame projection under exponential Lévy dynamics
Kirkby, J. Lars
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 337-386
Persistent link: https://www.econbiz.de/10011815237
Saved in:
3
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
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4
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
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5
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
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6
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
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7
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
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8
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
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9
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
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10
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
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