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Option pricing theory
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Carr, Peter
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Finance and stochastics
International journal of theoretical and applied finance
469
Journal of banking & finance
387
Journal of financial economics
317
The journal of corporate finance : contracting, governance and organization
289
The journal of futures markets
262
Mathematical finance : an international journal of mathematics, statistics and financial theory
257
SpringerLink / Bücher
255
The journal of computational finance
254
NBER working paper series
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Applied mathematical finance
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Working paper / National Bureau of Economic Research, Inc.
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Finance research letters
210
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Quantitative finance
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185
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Advances in mergers and acquisitions
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Review of derivatives research
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Journal of financial and quantitative analysis : JFQA
167
International review of financial analysis
155
Review of quantitative finance and accounting
151
The review of financial studies
149
European journal of operational research : EJOR
143
Insurance / Mathematics & economics
143
Journal of economic dynamics & control
142
Mergers and acquisitions : M & A ; review ; Beteiligungen, Allianzen, Restrukturierungen, Divestments
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WPg : Kompetenz schafft Vertrauen
138
Europäische Hochschulschriften / 5
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Gabler Edition Wissenschaft
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Discussion paper / Centre for Economic Policy Research
125
Strategic management journal
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The European journal of finance
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International journal of financial engineering
116
Research paper series / Swiss Finance Institute
114
The North American journal of economics and finance : a journal of financial economics studies
114
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
111
International review of economics & finance : IREF
111
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
218
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1
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
Saved in:
2
On the duality principle in option pricing : semimartingale setting
Eberlein, Ernst
;
Papapantoleon, Antonis
;
Širjaev, …
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 265-292
Persistent link: https://www.econbiz.de/10003716266
Saved in:
3
Comparison of option prices in seminartingale models
Bergenthum, Jan
;
Rüschendorf, Ludger
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 222-249
Persistent link: https://www.econbiz.de/10003334918
Saved in:
4
Option pricing for pure jump processes with Markov switching compensators
Elliott, Robert J. R.
;
Osakwe, Carlton-James U.
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 250-275
Persistent link: https://www.econbiz.de/10003334921
Saved in:
5
On perpetual American put valuation and first-passage in a regime-switching model with jumps
Jiang, Zhengjun
;
Pistorius, Martijn R.
- In:
Finance and stochastics
12
(
2008
)
3
,
pp. 331-355
Persistent link: https://www.econbiz.de/10003899193
Saved in:
6
Pricing by hedging and no-arbitrage beyond semimartingales
Bender, Christian
;
Sottinen, Tommi
;
Valkeila, Esko
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 441-468
Persistent link: https://www.econbiz.de/10003899260
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7
Arbitrage-free market models for option prices : the multi-strike case
Schweizer, Martin
;
Wissel, Johannes
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 469-505
Persistent link: https://www.econbiz.de/10003899262
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8
American and European options in multi-factor jump-diffusion models, near expiry
Levendorskij, Sergej Z.
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 541-560
Persistent link: https://www.econbiz.de/10003899270
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9
The critical price for the American put in an exponential Lévy model
Lamberton, Damien
;
Mikou, Mohammed
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 561-581
Persistent link: https://www.econbiz.de/10003899272
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10
Quasi-Monte Carlo methods with applications in finance
L'Ecuyer, Pierre
- In:
Finance and stochastics
13
(
2009
)
3
,
pp. 307-349
Persistent link: https://www.econbiz.de/10003899308
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