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Option pricing theory
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Finance and stochastics
European journal of operational research : EJOR
706
International journal of theoretical and applied finance
583
Insurance / Mathematics & economics
355
Mathematical finance : an international journal of mathematics, statistics and financial theory
308
The journal of futures markets
276
Applied mathematical finance
274
The journal of computational finance
272
Quantitative finance
260
Journal of econometrics
258
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248
Journal of economic dynamics & control
233
The journal of derivatives : the official publication of the International Association of Financial Engineers
211
Computers & operations research : and their applications to problems of world concern ; an international journal
184
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181
Operations research letters
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179
Risks : open access journal
176
International journal of production research
172
Computational economics
168
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Discussion paper / Tinbergen Institute
152
Journal of mathematical finance
149
Finance research letters
144
International journal of financial engineering
141
International journal of production economics
133
Management science : journal of the Institute for Operations Research and the Management Sciences
125
Research paper series / Swiss Finance Institute
122
Energy economics
118
Economics letters
116
NBER working paper series
114
Economic modelling
113
The European journal of finance
106
Asia-Pacific financial markets
102
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
100
Working paper
100
The North American journal of economics and finance : a journal of financial economics studies
99
Working paper / National Bureau of Economic Research, Inc.
96
Journal of financial economics
95
Annals of finance
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ECONIS (ZBW)
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1
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
Saved in:
2
Option pricing in the presence of natural boundaries and a quadratic diffusion term
Rady, Sven
- In:
Finance and stochastics
1
(
1997
)
4
,
pp. 331-344
Persistent link: https://www.econbiz.de/10001226610
Saved in:
3
Continuous-time term structure models : forward measure approach
Musiela, Marek
- In:
Finance and stochastics
1
(
1997
)
4
,
pp. 261-291
Persistent link: https://www.econbiz.de/10001226612
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4
Functional convergence of Snell envelopes : application to American options approximations
Mulinacci, Sabrina
- In:
Finance and stochastics
2
(
1998
)
3
,
pp. 311-327
Persistent link: https://www.econbiz.de/10001243268
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5
On a Heath-Jarrow-Morton approach for stock options
Kallsen, Jan
;
Krühner, Paul
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 583-615
Persistent link: https://www.econbiz.de/10011418308
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6
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
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7
Discretely monitored first passage problems and barrier options : an eigenfunction expansion approach
Li, Lingfei
;
Linetsky, Vadim
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 941-977
Persistent link: https://www.econbiz.de/10011421097
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8
Second order multiscale stochastic volatility asymptotics : stochastic terminal layer analysis and calibration
Fouque, Jean-Pierre
;
Lorig, Matthew
;
Sircar, Kaushik Ronnie
- In:
Finance and stochastics
20
(
2016
)
3
,
pp. 543-588
Persistent link: https://www.econbiz.de/10011530043
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9
Shifting martingale measures and the birth of a bubble as a submartingale
Biagini, Francesca
;
Föllmer, Hans
;
Nedelcu, Sorin
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 297-326
Persistent link: https://www.econbiz.de/10010340747
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10
Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility
Figueroa-López, José E.
;
Ólafsson, Sveinn
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10011460382
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