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Dynamic option adjusted spread...
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Option pricing theory
218
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218
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80
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80
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Finance and stochastics
International journal of theoretical and applied finance
477
The journal of real estate finance and economics
304
Journal of banking & finance
288
NBER working paper series
275
The journal of futures markets
270
Mathematical finance : an international journal of mathematics, statistics and financial theory
259
The journal of computational finance
257
Working paper / National Bureau of Economic Research, Inc.
247
Applied mathematical finance
241
The journal of derivatives : the official publication of the International Association of Financial Engineers
209
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203
Quantitative finance
198
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178
Review of derivatives research
174
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149
Insurance / Mathematics & economics
145
European journal of operational research : EJOR
143
Journal of housing economics
143
Journal of financial economics
133
Finance research letters
131
The review of financial studies
128
Real estate economics : journal of the American Real Estate and Urban Economics Association
121
International journal of financial engineering
119
Finance and economics discussion series
113
Computational economics
111
The journal of fixed income
109
Journal of mathematical finance
107
Research paper series / Swiss Finance Institute
105
Risks : open access journal
98
Discussion paper / Centre for Economic Policy Research
94
The North American journal of economics and finance : a journal of financial economics studies
91
The journal of finance : the journal of the American Finance Association
89
The European journal of finance
88
Working papers / Federal Reserve Bank of Philadelphia, Research Department
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Asia-Pacific financial markets
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ECONIS (ZBW)
220
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1
Endogenous current coupons
Cheng, Zhe
;
Robertson, Scott
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 1027-1071
Persistent link: https://www.econbiz.de/10011944474
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2
Stein's method and zero bias transformation for CDO tranche pricing
El Karoui, Nicole
;
Jiao, Y.
- In:
Finance and stochastics
13
(
2009
)
2
,
pp. 151-180
Persistent link: https://www.econbiz.de/10003939500
Saved in:
3
Exploding hedging errors for digital options
Gallus, Christoph
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 187-201
Persistent link: https://www.econbiz.de/10001367045
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4
Complete markets with discontinuous security price
Dritschel, Michael
;
Protter, Philip
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 203-214
Persistent link: https://www.econbiz.de/10001367323
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5
Optimal stopping for a diffusion with jumps
Mordecki, Ernesto
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 227-236
Persistent link: https://www.econbiz.de/10001367337
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6
Hedging and liquidation under transaction costs in currency markets
Kabanov, Yuri M.
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 237-248
Persistent link: https://www.econbiz.de/10001367370
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7
A closed-form solution to the problem of super-replication under transaction costs
Cvitanić, Jakša
;
Pham, Huyên
;
Touzi, Nizar
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 35-54
Persistent link: https://www.econbiz.de/10001367451
Saved in:
8
Connecting discrete and continuous path-dependent options
Broadie, Mark
;
Glasserman, Paul
;
Kou, S. G.
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 55-82
Persistent link: https://www.econbiz.de/10001367460
Saved in:
9
Exercise regions of American options on several assets
Villeneuve, Stéphane
- In:
Finance and stochastics
3
(
1999
)
3
,
pp. 295-322
Persistent link: https://www.econbiz.de/10001389110
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10
Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences
Kōnstantinidēs, Giōrgos
;
Zariphopoulou-Souganidis, …
- In:
Finance and stochastics
3
(
1999
)
3
,
pp. 345-369
Persistent link: https://www.econbiz.de/10001389116
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