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Option pricing theory
218
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104
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104
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Carr, Peter
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5
Linetsky, Vadim
5
Alòs, Elisa
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Belomestny, Denis
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Fukasawa, Masaaki
4
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4
Obłój, Jan
4
Cuchiero, Christa
3
Fouque, Jean-Pierre
3
Keller-Ressel, Martin
3
Li, Lingfei
3
Mijatovi´c, Aleksandar
3
Muhle-Karbe, Johannes
3
Nutz, Marcel
3
Soner, Halil Mete
3
Touzi, Nizar
3
Vargiolu, Tiziano
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Yor, Marc
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Cont, Rama
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Finance and stochastics
Información comercial española : ICE : revista de economía
1,378
Papeles de economía española
887
Energy economics
732
Finance research letters
704
Applied economics
656
NBER working paper series
636
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603
Working paper / National Bureau of Economic Research, Inc.
592
International journal of theoretical and applied finance
578
The journal of futures markets
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Applied economics letters
383
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The North American journal of economics and finance : a journal of financial economics studies
378
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361
Investigaciones económicas
359
Journal of econometrics
356
Moneda y crédito : revista de economía
355
Working paper
355
Hacienda pública española : review of public economics
337
Research in international business and finance
320
Economics letters
315
Mathematical finance : an international journal of mathematics, statistics and financial theory
314
Journal of empirical finance
306
Quantitative finance
297
Applied mathematical finance
295
Journal of financial economics
292
Journal of international financial markets, institutions & money
282
The journal of computational finance
277
The journal of finance : the journal of the American Finance Association
268
The journal of derivatives : the official publication of the International Association of Financial Engineers
266
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Journal of international money and finance
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ECONIS (ZBW)
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1
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
2
Asymptotics of implied
volatility
to arbitrary order
Gao, Kun
;
Lee, Roger
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 349-392
Persistent link: https://www.econbiz.de/10010340727
Saved in:
3
Superreplication in stochastic
volatility
models and optimal stopping
Frey, Rüdiger
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 161-187
Persistent link: https://www.econbiz.de/10001486701
Saved in:
4
A risk-neutral equilibrium leading to uncertain
volatility
pricing
Muhle-Karbe, Johannes
;
Nutz, Marcel
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 281-295
Persistent link: https://www.econbiz.de/10011945712
Saved in:
5
Extreme at-the-money skew in a local
volatility
model
Pigato, Paolo
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 827-859
Persistent link: https://www.econbiz.de/10012114660
Saved in:
6
Hybrid scheme for Brownian semistationary processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 931-965
Persistent link: https://www.econbiz.de/10011944457
Saved in:
7
Smooth convergence in the binomial model
Chang, Lo-Bin
;
Palmer, Ken
- In:
Finance and stochastics
11
(
2007
)
1
,
pp. 91-105
Persistent link: https://www.econbiz.de/10003410639
Saved in:
8
Optimal importance sampling with explicit formulas in continuous time
Guasoni, Paolo
;
Robertson, Scott
- In:
Finance and stochastics
12
(
2008
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003592542
Saved in:
9
Valuation of credit default swaps and swaptions
Jamshidian, Farshid
- In:
Finance and stochastics
8
(
2004
)
3
,
pp. 343-371
Persistent link: https://www.econbiz.de/10002130315
Saved in:
10
Discrete time hedging errors for options with irregular payoffs
Gobet, Emmanuel
;
Temam, Emmanuel
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 357-367
Persistent link: https://www.econbiz.de/10001599284
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