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~isPartOf:"European journal of operational research : EJOR"
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Option pricing theory
133
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133
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European journal of operational research : EJOR
International journal of theoretical and applied finance
495
The journal of futures markets
371
Discussion paper series / IZA
336
Mathematical finance : an international journal of mathematics, statistics and financial theory
266
Journal of banking & finance
260
The journal of computational finance
256
Applied mathematical finance
247
NBER working paper series
244
The journal of derivatives : the official publication of the International Association of Financial Engineers
242
Finance and stochastics
233
Working paper / National Bureau of Economic Research, Inc.
223
NBER Working Paper
206
Quantitative finance
204
IZA Discussion Paper
199
Review of derivatives research
186
Journal of economic dynamics & control
155
Insurance / Mathematics & economics
149
Finance research letters
136
Creativity and innovation management
135
SpringerLink / Bücher
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CESifo working papers
116
International journal of financial engineering
116
Computational economics
110
Journal of business research : JBR
108
Journal of mathematical finance
108
Working paper
103
Risks : open access journal
102
Journal of financial economics
99
Research paper series / Swiss Finance Institute
95
The North American journal of economics and finance : a journal of financial economics studies
89
Discussion paper / Centre for Economic Policy Research
88
The European journal of finance
88
Journal of financial and quantitative analysis : JFQA
83
Asia-Pacific financial markets
81
The review of financial studies
77
The journal of finance : the journal of the American Finance Association
75
Journal of econometrics
74
Management science : journal of the Institute for Operations Research and the Management Sciences
74
Discussion paper / Tinbergen Institute
70
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ECONIS (ZBW)
135
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1
Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity
Monteiro, Ana Margarida
;
Tütüncü, Reha H.
;
Vicente, …
- In:
European journal of operational research : EJOR
187
(
2008
)
2
,
pp. 525-542
Persistent link: https://www.econbiz.de/10003769344
Saved in:
2
Third-order extensions of Lo's semiparametric bound for European call options
Zuluaga, Luis F.
;
Peña, Javier
;
Du, Donglei
- In:
European journal of operational research : EJOR
198
(
2009
)
2
,
pp. 557-570
Persistent link: https://www.econbiz.de/10003852612
Saved in:
3
The pricing and optimal strategies of callable warrants
Yagi, Kyoko
;
Sawaki, Katsushige
- In:
European journal of operational research : EJOR
206
(
2010
)
1
,
pp. 123-130
Persistent link: https://www.econbiz.de/10003968462
Saved in:
4
A simple model of deferred callability in defaultable debt
Mjøs, Aksel
;
Persson, Svein-Arne
- In:
European journal of operational research : EJOR
207
(
2010
)
3
,
pp. 1350-1357
Persistent link: https://www.econbiz.de/10008702254
Saved in:
5
Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads
Peña, Javier
;
Vera, Juan C.
;
Zuluaga, Luis F.
- In:
European journal of operational research : EJOR
222
(
2012
)
2
,
pp. 369-376
Persistent link: https://www.econbiz.de/10009570402
Saved in:
6
Pricing exotic derivatives exploiting structure
Sesana, Debora
;
Marazzina, Daniele
;
Fusai, Gianluca
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 369-381
Persistent link: https://www.econbiz.de/10010361703
Saved in:
7
A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction
Jin, Xing
;
Li, Xun
;
Hwee Huat Tan
;
Wu, Zhenyu
- In:
European journal of operational research : EJOR
231
(
2013
)
2
,
pp. 362-370
Persistent link: https://www.econbiz.de/10009785582
Saved in:
8
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:
9
An improved method for pricing and hedging long dated American options
Fabozzi, Frank J.
;
Paletta, Tommaso
;
Stanescu, Silvia
; …
- In:
European journal of operational research : EJOR
254
(
2016
)
2
,
pp. 656-666
Persistent link: https://www.econbiz.de/10011509024
Saved in:
10
Robust option pricing
Bandi, Chaithanya
;
Bertsimas, Dimitris
- In:
European journal of operational research : EJOR
239
(
2014
)
3
,
pp. 842-853
Persistent link: https://www.econbiz.de/10010411468
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