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Asia-Pacific financial markets
International journal of theoretical and applied finance
474
The journal of futures markets
373
Mathematical finance : an international journal of mathematics, statistics and financial theory
261
The journal of computational finance
254
Applied mathematical finance
241
Journal of banking & finance
234
Finance and stochastics
219
The journal of derivatives : the official publication of the International Association of Financial Engineers
206
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199
Review of derivatives research
171
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
134
Journal of economic dynamics & control
130
Finance research letters
120
International journal of financial engineering
118
Computational economics
109
Journal of mathematical finance
107
NBER working paper series
106
Journal of international money and finance
98
Risks : open access journal
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Journal of financial economics
92
The North American journal of economics and finance : a journal of financial economics studies
92
The European journal of finance
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Research paper series / Swiss Finance Institute
89
Working paper / National Bureau of Economic Research, Inc.
85
NBER Working Paper
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Journal of financial and quantitative analysis : JFQA
77
International review of economics & finance : IREF
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Journal of econometrics
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The journal of finance : the journal of the American Finance Association
66
Applied financial economics
61
International review of financial analysis
61
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Energy economics
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Economic modelling
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Review of quantitative finance and accounting
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Journal of empirical finance
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ECONIS (ZBW)
78
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1
Pricing foreign exchange options under intervention by absorption modeling
Saito, Taiga
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10011619875
Saved in:
2
Modelling the currency forward risk premium : a new perspective
Bhar, Ramaprasad
;
Chiarella, Carl
;
Pham, Toan M.
- In:
Asia-Pacific financial markets
8
(
2001
)
4
,
pp. 341-360
Persistent link: https://www.econbiz.de/10001712363
Saved in:
3
Good-deal option price bounds for a non-traded event with stochastic return : a note
Kim, Yong-jin
- In:
Asia-Pacific financial markets
11
(
2004
)
2
,
pp. 135-141
Persistent link: https://www.econbiz.de/10003357633
Saved in:
4
A new control variate estimator for an Asian option
Kamizono, Kenji
;
Kariya, Takeaki
;
Liu, Regina Y.
; …
- In:
Asia-Pacific financial markets
11
(
2004
)
2
,
pp. 143-160
Persistent link: https://www.econbiz.de/10003357648
Saved in:
5
An explicit finite difference approach to the pricing problems of perpetual Bermudan options
Muroi, Yoshifumi
;
Yamada, Takashi
- In:
Asia-Pacific financial markets
15
(
2008
)
3/4
,
pp. 229-253
Persistent link: https://www.econbiz.de/10003833262
Saved in:
6
Comparison of randomization techniques for low-discrepancy sequences in finance
Tamura, Tsutomu
- In:
Asia-Pacific financial markets
12
(
2005
)
3
,
pp. 227-244
Persistent link: https://www.econbiz.de/10003407436
Saved in:
7
A discrete Itô calculus approach to Heś framework for multi-factor discrete markets
Akahori, Jirô
- In:
Asia-Pacific financial markets
12
(
2005
)
3
,
pp. 273-287
Persistent link: https://www.econbiz.de/10003407439
Saved in:
8
A remark on a singular perturbation method for option pricing under a stochastic volatility model
Yamamoto, Kyo
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
16
(
2009
)
4
,
pp. 333-345
Persistent link: https://www.econbiz.de/10003933757
Saved in:
9
Valuation of a repriceable executive stock option
Fujita, Takahiko
;
Ishii, Masahiro
- In:
Asia-Pacific financial markets
17
(
2010
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10003969995
Saved in:
10
On the Hoggard-Whalley-Wilmott equation for the pricing of options with transaction costs
Imai, Hitoshi
;
Ishimura, Naoyuki
;
Mottate, Ikumi
; …
- In:
Asia-Pacific financial markets
13
(
2006
)
4
,
pp. 315-326
Persistent link: https://www.econbiz.de/10003609511
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