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Option pricing theory
244
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Applied mathematical finance
NBER working paper series
744
Journal of business venturing
703
Journal of business research : JBR
662
MPRA Paper
639
Small business economics : an entrepreneurship journal
616
Working paper / National Bureau of Economic Research, Inc.
610
SpringerLink / Bücher
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International journal of entrepreneurship and small business
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Journal of international money and finance
256
Mathematical finance : an international journal of mathematics, statistics and financial theory
256
International business review : the official journal of the European International Business Academy
254
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254
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
252
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Economics Papers from University Paris Dauphine
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ECONIS (ZBW)
246
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1
Valuation of performance-dependent options
Gerstner, Thomas Stefan
;
Holtz, Markus
- In:
Applied mathematical finance
15
(
2008
)
1/2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10003751107
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2
A valuation model for firms with stochastic earnings
Li, Steven
- In:
Applied mathematical finance
10
(
2003
)
3
,
pp. 229-243
Persistent link: https://www.econbiz.de/10001841302
Saved in:
3
A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 365-399
Persistent link: https://www.econbiz.de/10003637449
Saved in:
4
An improved binomial lattice method for multi-dimensional options
Gamba, Andrea
;
Trigeorgis, Lenos
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 453-475
Persistent link: https://www.econbiz.de/10003637477
Saved in:
5
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:
6
A semi-explicit approach to Canary swaptions in HJM one-factor model
Henrard, Marc
- In:
Applied mathematical finance
13
(
2006
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10003320021
Saved in:
7
A numerical method to price defaultable bonds based on the Madan and Unal credit risk model
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 17-36
Persistent link: https://www.econbiz.de/10003847142
Saved in:
8
American call options under jump-diffusion processes - a Fourier transform approach
Chiarella, Carl
;
Ziogas, Andrew
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 37-79
Persistent link: https://www.econbiz.de/10003847143
Saved in:
9
Optimal quantization for the pricing of swing options
Bardou, Olivier
;
Bouthemy, Sandrine
;
Pagès, Gilles
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 183-217
Persistent link: https://www.econbiz.de/10003847156
Saved in:
10
Numerical approximation of the implied volatility under arithmetic Brownian motion
Choi, Jaehyuk
;
Kim, Kwangmoon
;
Kwak, Minsuk
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 261-268
Persistent link: https://www.econbiz.de/10003916161
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