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Stochastic process
81
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Option pricing theory
49
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43
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43
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29
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Economic modelling
European journal of operational research : EJOR
706
International journal of theoretical and applied finance
583
Insurance / Mathematics & economics
355
Finance and stochastics
334
Mathematical finance : an international journal of mathematics, statistics and financial theory
308
The journal of futures markets
276
Applied mathematical finance
274
The journal of computational finance
272
Quantitative finance
260
Journal of econometrics
258
Journal of banking & finance
248
Journal of economic dynamics & control
233
The journal of derivatives : the official publication of the International Association of Financial Engineers
211
Computers & operations research : and their applications to problems of world concern ; an international journal
184
Operations research
181
Operations research letters
181
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179
Risks : open access journal
176
International journal of production research
172
Computational economics
168
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167
Discussion paper / Tinbergen Institute
152
Journal of mathematical finance
149
Finance research letters
144
International journal of financial engineering
141
International journal of production economics
133
Management science : journal of the Institute for Operations Research and the Management Sciences
125
Research paper series / Swiss Finance Institute
122
Energy economics
118
Economics letters
116
NBER working paper series
114
The European journal of finance
106
Asia-Pacific financial markets
102
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
100
Working paper
100
The North American journal of economics and finance : a journal of financial economics studies
99
Working paper / National Bureau of Economic Research, Inc.
96
Journal of financial economics
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ECONIS (ZBW)
113
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1
Stochastic lattice models for valuation of volatility options
Ma, Jingtang
;
Li, Wenyuan
;
Han, Xu
- In:
Economic modelling
47
(
2015
),
pp. 93-104
Persistent link: https://www.econbiz.de/10011438895
Saved in:
2
Catastrophe options with double compound Poisson processes
Yu, Jun
- In:
Economic modelling
50
(
2015
),
pp. 291-297
Persistent link: https://www.econbiz.de/10011440613
Saved in:
3
Equilibrium asset pricing under the Lévy process with stochastic volatility and moment risk premiums
Ruan, Xinfeng
;
Zhu, Wenli
;
Huang, Jiexiang
;
Zhang, Jin E.
- In:
Economic modelling
54
(
2016
),
pp. 326-338
Persistent link: https://www.econbiz.de/10011642179
Saved in:
4
Collective behavior and options volatility smile : an agent-based explanation
Liu, Yi-fang
;
Zhang, Wei
;
Xu, Hai-chuan
- In:
Economic modelling
39
(
2014
),
pp. 232-239
Persistent link: https://www.econbiz.de/10010421855
Saved in:
5
On the optimality of funding and hiring/firing according to stochastic demand : the role of growth and shutdown options
Letifi, N.
;
Prigent, Jean-Luc
- In:
Economic modelling
40
(
2014
),
pp. 410-422
Persistent link: https://www.econbiz.de/10010425583
Saved in:
6
Optimal stopping time with stochastic volatility
Zhang, Ran
;
Xu, Shuang
- In:
Economic modelling
41
(
2014
),
pp. 319-328
Persistent link: https://www.econbiz.de/10010440735
Saved in:
7
A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions
Chen, Rongda
;
Yu, Lean
- In:
Economic modelling
35
(
2013
),
pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
Saved in:
8
The double exponential jump diffusion model for pricing European options under fuzzy environments
Zhang, Li-Hua
;
Zhang, Wei-guo
;
Xiao, Wei-Lin
- In:
Economic modelling
29
(
2012
)
3
,
pp. 780-786
Persistent link: https://www.econbiz.de/10009545516
Saved in:
9
Pricing currency options in a fractional Brownian motion with jumps
Xiao, Wei-lin
;
Zhang, Wei-guo
;
Zhang, Xi-li
;
Wang, Ying-luo
- In:
Economic modelling
27
(
2010
)
5
,
pp. 935-942
Persistent link: https://www.econbiz.de/10008824938
Saved in:
10
A note on the use of fractional Brownian motion for financial modeling
Rostek, Stefan
;
Schöbel, Rainer
- In:
Economic modelling
30
(
2013
),
pp. 30-35
Persistent link: https://www.econbiz.de/10009702270
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