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Option pricing theory
244
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244
Stochastic process
122
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107
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Eberlein, Ernst
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Applied mathematical finance
European journal of operational research : EJOR
907
NBER working paper series
700
International journal of theoretical and applied finance
678
Working paper / National Bureau of Economic Research, Inc.
638
Journal of banking & finance
584
NBER Working Paper
578
Journal of economic dynamics & control
409
Journal of econometrics
408
Insurance / Mathematics & economics
405
Finance and stochastics
371
Discussion paper / Centre for Economic Policy Research
355
Economics letters
355
Mathematical finance : an international journal of mathematics, statistics and financial theory
355
The journal of futures markets
347
Finance research letters
328
Applied economics
327
Economic modelling
326
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323
Quantitative finance
299
The journal of computational finance
282
Discussion paper / Tinbergen Institute
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IMF working papers
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Operations research letters
258
Journal of money, credit and banking : JMCB
250
Journal of international money and finance
243
The journal of derivatives : the official publication of the International Association of Financial Engineers
241
Operations research
235
Finance and economics discussion series
234
Working paper series / European Central Bank
234
International journal of production research
231
Mathematics of operations research
230
Risks : open access journal
230
Journal of financial economics
228
Computers & operations research : and their applications to problems of world concern ; an international journal
225
Applied economics letters
223
International review of economics & finance : IREF
219
ECB Working Paper
218
Computational economics
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On cross-currency models with stochastic volatility and correlated interest rates
Grzelak, Lech A.
;
Oosterlee, Cornelis W.
- In:
Applied mathematical finance
19
(
2012
)
1/2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10009561244
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2
Eurodollar futures pricing in log-normal interest rate models in discrete time
Pirjol, Dan
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 445-464
Persistent link: https://www.econbiz.de/10011704268
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3
A multiple curve Lévy swap market model
Eberlein, Ernst
;
Gerhart, Christoph
; …
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 396-421
Persistent link: https://www.econbiz.de/10012501623
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4
Modelling credit risk in the jump threshold framework
Chiu, Chun-Yuan
;
Kercheval, Alec
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 411-433
Persistent link: https://www.econbiz.de/10012129172
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5
Default times in a continuous time Markov chain economy
Elliott, Robert J.
;
Hoek, John van der
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 450-460
Persistent link: https://www.econbiz.de/10010235596
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6
On the modelling of nested risk-neutral stochastic processes with applications in insurance
Singor, S. N.
;
Boer, A.
;
Alberts, J. S. C.
;
Oosterlee, …
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 302-336
Persistent link: https://www.econbiz.de/10011815235
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7
Regime-switching stochastic volatility model : estimation and calibration to VIX options
Goutte, Stéphane
;
Ismail, Amine
;
Pham, Huyên
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 38-75
Persistent link: https://www.econbiz.de/10011746993
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8
Stochastic volatility Gaussian Heath-Jarrow-Morton models
Valchev, Stoyan
- In:
Applied mathematical finance
11
(
2004
)
4
,
pp. 347-368
Persistent link: https://www.econbiz.de/10002458564
Saved in:
9
Local volatility pricing models for long-dated FX derivatives
Deelstra, Griselda
;
Rayée, Grégory
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 380-402
Persistent link: https://www.econbiz.de/10010187656
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10
A path-independent humped volatility model for option pricing
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 191-210
Persistent link: https://www.econbiz.de/10010187670
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