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Option pricing theory
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European journal of operational research : EJOR
The journal of futures markets
564
International journal of theoretical and applied finance
538
Journal of banking & finance
324
Mathematical finance : an international journal of mathematics, statistics and financial theory
321
Finance and stochastics
301
Applied mathematical finance
269
NBER working paper series
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260
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252
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248
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230
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224
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Physica A: Statistical Mechanics and its Applications
152
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International review of economics & finance : IREF
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International review of financial analysis
137
The North American journal of economics and finance : a journal of financial economics studies
136
Research paper series / Swiss Finance Institute
133
Risks : open access journal
131
Economic modelling
130
The review of financial studies
129
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126
International journal of financial engineering
125
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124
The European journal of finance
122
Economics letters
119
The journal of finance : the journal of the American Finance Association
119
Journal of mathematical economics
117
Applied economics
113
Journal of financial and quantitative analysis : JFQA
107
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ECONIS (ZBW)
195
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1
Expected gain-loss pricing and
hedging
of contingent claims in incomplete markets by linear programming
Pınar, Mustafa Ç.
;
Altay-Salih, Aslihan
;
Camcı, Ahmet
- In:
European journal of operational research : EJOR
201
(
2010
)
3
,
pp. 770-785
Persistent link: https://www.econbiz.de/10003959847
Saved in:
2
Pricing and
hedging
in incomplete markets with model uncertainty
Balter, Anne G.
;
Pelsser, Antoon André Jean
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 911-925
Persistent link: https://www.econbiz.de/10012161810
Saved in:
3
Optimizing bounds on security prices in incomplete markets : does stochastic volatility specification matter?
Marroquín-Martínez, Naroa
;
Moreno, Manuel
- In:
European journal of operational research : EJOR
225
(
2013
)
3
,
pp. 429-442
Persistent link: https://www.econbiz.de/10009706918
Saved in:
4
A new elementary geometric approach to option pricing bounds in discrete time models
Braouezec, Yann
;
Grunspan, Cyril
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 270-280
Persistent link: https://www.econbiz.de/10011435842
Saved in:
5
The complete Gaussian kernel in the multi-factor Heston model : option pricing and implied volatility applications
Recchioni, Maria Cristina
;
Iori, Giulia
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 336-360
Persistent link: https://www.econbiz.de/10012502484
Saved in:
6
Extending pricing rules with general risk functions
Balbás de la Corte, Alejandro
;
Balbás, Raquel
; …
- In:
European journal of operational research : EJOR
201
(
2010
)
1
,
pp. 23-33
Persistent link: https://www.econbiz.de/10003973521
Saved in:
7
New insights on testing the efficiency of methods of pricing and
hedging
American options
Pressacco, Flavio
;
Gaudenzi, Marcellino
;
Zanette, Antonino
- In:
European journal of operational research : EJOR
185
(
2008
)
1
,
pp. 235-254
Persistent link: https://www.econbiz.de/10003768761
Saved in:
8
On valuing and
hedging
European options when volatility is estimated directly
Popovic, Ray
;
Goldsman, David Morris
- In:
European journal of operational research : EJOR
218
(
2012
)
1
,
pp. 124-131
Persistent link: https://www.econbiz.de/10009501057
Saved in:
9
A comparison of regime-switching temperature modeling approaches for applications in weather derivatives
Elias, R. S.
;
Wahab, M. I. M.
;
Fang, Liping
- In:
European journal of operational research : EJOR
232
(
2014
)
3
,
pp. 549-560
Persistent link: https://www.econbiz.de/10010224963
Saved in:
10
Dynamic speculation and
hedging
in commodity futures markets with a stochastic convenience yield
Mellios, Constantin
;
Six, Pierre
;
Anh Ngoc Lai
- In:
European journal of operational research : EJOR
250
(
2016
)
2
,
pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
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