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Option pricing theory
218
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157
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91
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91
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71
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Kabanov, Jurij M.
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Biagini, Francesca
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Cuchiero, Christa
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Fouque, Jean-Pierre
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Jamshidian, Farshid
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Finance and stochastics
NBER working paper series
611
Finance research letters
568
Working paper / National Bureau of Economic Research, Inc.
530
International journal of theoretical and applied finance
511
NBER Working Paper
503
Insurance / Mathematics & economics
476
European journal of operational research : EJOR
470
Journal of banking & finance
439
Economics letters
387
The journal of futures markets
309
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300
Journal of economic dynamics & control
292
Mathematical finance : an international journal of mathematics, statistics and financial theory
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258
The journal of computational finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International review of financial analysis
241
Journal of financial economics
241
International review of economics & finance : IREF
233
Economic modelling
220
The journal of derivatives : the official publication of the International Association of Financial Engineers
214
Journal of economic theory
212
The North American journal of economics and finance : a journal of financial economics studies
203
Applied economics letters
197
Journal of risk and uncertainty : JRU
197
The review of financial studies
187
MPRA Paper
185
Review of derivatives research
178
Discussion paper series / IZA
176
American journal of agricultural economics
174
Journal of economic behavior & organization : JEBO
174
Discussion papers / CEPR
171
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
281
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1
Risk
-neutral compatibility with option prices
Jacod, Jean
;
Protter, Philip E.
- In:
Finance and stochastics
14
(
2010
)
2
,
pp. 285-315
Persistent link: https://www.econbiz.de/10003951511
Saved in:
2
Superreplication under model uncertainty in discrete time
Nutz, Marcel
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 791-803
Persistent link: https://www.econbiz.de/10010416246
Saved in:
3
A class of
risk
neutral densities with heavy tails
Hartvig, Niels Væver
;
Ledet Jensen, Jens
;
Pedersen, Jan
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 115-128
Persistent link: https://www.econbiz.de/10001553060
Saved in:
4
Option valuation and hedging using an asymmetric
risk
function : asymptotic optimality through fully nonlinear partial differential equations
Gobet, Emmanuel
;
Pimentel, Isaque
;
Warin, Xavier
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 633-675
Persistent link: https://www.econbiz.de/10012518073
Saved in:
5
Singular
risk
-neutral valuation equations
Costantini, Cristina
;
Papi, Marco
;
D'Ippoliti, Fernanda
- In:
Finance and stochastics
16
(
2012
)
2
,
pp. 249-274
Persistent link: https://www.econbiz.de/10009544668
Saved in:
6
Hedging with small uncertainty aversion
Herrmann, Sebastian
;
Muhle-Karbe, Johannes
;
Seifried, …
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 1-64
Persistent link: https://www.econbiz.de/10011944064
Saved in:
7
Model uncertainty and the pricing of American options
Hobson, David G.
;
Neuberger, Anthony
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 285-329
Persistent link: https://www.econbiz.de/10011944370
Saved in:
8
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:
9
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:
10
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
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