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Option pricing theory
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Eberlein, Ernst
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Applied mathematical finance
Games and economic behavior
1,464
Journal of economic theory
874
Economics letters
765
European journal of operational research : EJOR
754
Journal of economic behavior & organization : JEBO
680
International journal of game theory : official journal of the Game Theory Society
508
International journal of theoretical and applied finance
472
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Discussion paper / Centre for Economic Policy Research
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Management science : journal of the Institute for Operations Research and the Management Sciences
428
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317
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Theory and decision : an international journal for multidisciplinary advances in decision science
299
International journal of production economics
289
Journal of economic dynamics & control
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SpringerLink / Bücher
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The journal of corporate finance : contracting, governance and organization
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The journal of futures markets
263
Mathematical finance : an international journal of mathematics, statistics and financial theory
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The journal of computational finance
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The American economic review
252
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ECONIS (ZBW)
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1
Game options analysis of the information role of call policies in convertible bonds
Leung, Chi Man
;
Chen, Nan
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 297-335
Persistent link: https://www.econbiz.de/10011436213
Saved in:
2
From minority game to black&scholes pricing
Ortisi, Matteo
;
Zuccolo, Valerio
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 578-598
Persistent link: https://www.econbiz.de/10010235557
Saved in:
3
Option pricing for large agents
Jonsson, Mattias
;
Keppo, Jussi
- In:
Applied mathematical finance
9
(
2002
)
4
,
pp. 261-272
Persistent link: https://www.econbiz.de/10001728732
Saved in:
4
Insider trading in convergent markets
Jonsson, Mattias
;
Večeř, Jan
- In:
Applied mathematical finance
12
(
2005
)
3
,
pp. 243-252
Persistent link: https://www.econbiz.de/10003149524
Saved in:
5
Calibrating volatility surfaces via relative-entropy minimization
Avellaneda, Marco
(
contributor
)
- In:
Applied mathematical finance
4
(
1997
)
1
,
pp. 37-64
Persistent link: https://www.econbiz.de/10001226743
Saved in:
6
Fast numerical valuation of American, exotic and complex options
Dempster, Michael A. H.
- In:
Applied mathematical finance
4
(
1997
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10001226776
Saved in:
7
Compound and exchange options in the affine term structure model
Scaillet, Olivier
- In:
Applied mathematical finance
3
(
1996
)
1
,
pp. 75-92
Persistent link: https://www.econbiz.de/10001209608
Saved in:
8
Toward real-time pricing of complex financial derivates
Ninomiya, S.
- In:
Applied mathematical finance
3
(
1996
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10001209611
Saved in:
9
Coupling backward induction with Monte Carlo simulations : a fast Fourier transform (FFT) approach
Rebonato, Riccardo
- In:
Applied mathematical finance
5
(
1998
)
2
,
pp. 131-141
Persistent link: https://www.econbiz.de/10001245473
Saved in:
10
Optimal exercise boundary for an American put option
Kuske, Rachel
- In:
Applied mathematical finance
5
(
1998
)
2
,
pp. 107-116
Persistent link: https://www.econbiz.de/10001245479
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