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Option pricing theory
111
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50
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40
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Kim, Junseok
5
Aghdam, Y. Esmaeelzade
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Fabozzi, Frank J.
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Jeong, Darae
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Lee, Chaeyoung
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Computational economics
International journal of theoretical and applied finance
471
The journal of futures markets
267
Mathematical finance : an international journal of mathematics, statistics and financial theory
257
The journal of computational finance
254
Applied mathematical finance
245
Journal of banking & finance
225
Finance and stochastics
218
The journal of derivatives : the official publication of the International Association of Financial Engineers
204
Quantitative finance
199
Review of derivatives research
170
Insurance / Mathematics & economics
139
Finance research letters
137
Journal of economic dynamics & control
135
European journal of operational research : EJOR
134
International journal of financial engineering
117
Journal of mathematical finance
107
NBER working paper series
101
Risks : open access journal
100
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96
Working paper / National Bureau of Economic Research, Inc.
95
Research paper series / Swiss Finance Institute
91
The North American journal of economics and finance : a journal of financial economics studies
88
The European journal of finance
83
Asia-Pacific financial markets
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NBER Working Paper
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The journal of finance : the journal of the American Finance Association
70
Journal of econometrics
69
The review of financial studies
69
Journal of financial and quantitative analysis : JFQA
65
Review of quantitative finance and accounting
64
Energy economics
62
International review of financial analysis
59
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Annals of finance
55
International review of economics & finance : IREF
54
SFB 649 discussion paper
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The journal of real estate finance and economics
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ECONIS (ZBW)
112
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1
Using Chebyshev polynomials to approximate partial differential equations
Caporale, Guglielmo Maria
;
Cerrato, Mario
- In:
Computational economics
35
(
2010
)
3
,
pp. 235-244
Persistent link: https://www.econbiz.de/10003957719
Saved in:
2
Pricing risky debts under a Markov-modudated Merton model with completely random measures
Lau, John W.
;
Siu, Tak Kuen
- In:
Computational economics
31
(
2008
)
3
,
pp. 255-288
Persistent link: https://www.econbiz.de/10003691910
Saved in:
3
Fast and accurate pricing of discretely monitored barrier options by numerical path integration
Skaug, Christian
;
Naess, Arvid
- In:
Computational economics
30
(
2007
)
2
,
pp. 143-151
Persistent link: https://www.econbiz.de/10003702548
Saved in:
4
A new approach for firm value and default probability estimation beyond Merton models
De Giuli, Maria Elena
;
Prienau, Karl
;
Maggi, Mario …
- In:
Computational economics
31
(
2008
)
2
,
pp. 161-180
Persistent link: https://www.econbiz.de/10003685972
Saved in:
5
Using Chebyshev polynomials to approximate partial differential equations : a reply
Mosiño, Alejandro
- In:
Computational economics
39
(
2012
)
1
,
pp. 13-27
Persistent link: https://www.econbiz.de/10009508051
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6
An integer programming model for pricing American contingent claims under transaction costs
Pınar, M. Ç.
;
Camcı, A.
- In:
Computational economics
39
(
2012
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10009508053
Saved in:
7
Efficient high-order numerical methods for pricing of options
Hajipour, Mojtaba
;
Malek, Alaeddin
- In:
Computational economics
45
(
2015
)
1
,
pp. 31-47
Persistent link: https://www.econbiz.de/10010511343
Saved in:
8
Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models
Itkin, Andrey
;
Carr, Peter
- In:
Computational economics
40
(
2012
)
1
,
pp. 63-104
Persistent link: https://www.econbiz.de/10009627499
Saved in:
9
A second-order difference scheme for the penalized black-scholes equation governing American put option pricing
Cen, Zhongdi
;
Le, Anbo
;
Xu, Aimin
- In:
Computational economics
40
(
2012
)
1
,
pp. 49-62
Persistent link: https://www.econbiz.de/10009627518
Saved in:
10
The hitting time density for a reflected Brownian motion
Hu, Qin
;
Wang, Yongjin
;
Yang, Xuewei
- In:
Computational economics
40
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009627574
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