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Option pricing theory
218
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Kabanov, Jurij M.
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Hobson, David G.
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Filipović, Damir
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Linetsky, Vadim
5
Belomestny, Denis
4
Benth, Fred Espen
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Bouchard, Bruno
4
Cox, Alexander M. G.
4
Frey, Rüdiger
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Glasserman, Paul
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Lee, Roger
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Muhle-Karbe, Johannes
4
Musiela, Marek
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Obłój, Jan
4
Stricker, Christophe
4
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3
Bartl, Daniel
3
Beiglböck, Mathias
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Brigo, Damiano
3
Cuchiero, Christa
3
Dassios, Angelos
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Fouque, Jean-Pierre
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Finance and stochastics
The journal of futures markets
882
International journal of production research
778
European journal of operational research : EJOR
716
International journal of theoretical and applied finance
617
Journal of banking & finance
616
IMF Staff Country Reports
569
SpringerLink / Bücher
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Finance research letters
438
International journal of production economics
409
Insurance / Mathematics & economics
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Risks : open access journal
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NBER working paper series
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Mathematical finance : an international journal of mathematics, statistics and financial theory
311
Journal of risk management in financial institutions
297
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288
The journal of computational finance
284
The journal of derivatives : the official publication of the International Association of Financial Engineers
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NBER Working Paper
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Quantitative finance
279
International review of financial analysis
270
Journal of risk and financial management : JRFM
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Journal of economic dynamics & control
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Economic modelling
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Europäische Hochschulschriften / 5
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Journal of financial economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
231
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MPRA Paper
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American journal of agricultural economics
215
International review of economics & finance : IREF
208
Review of derivatives research
204
The European journal of finance
202
The journal of finance : the journal of the American Finance Association
193
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Bounds for VIX
futures
given S&P 500 smiles
Guyon, Julien
;
Menegaux, Romain
;
Nutz, Marcel
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 593-630
Persistent link: https://www.econbiz.de/10011944412
Saved in:
2
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
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3
Minimax and minimal distance martingale measures and their relationship to portfolio optimization
Goll, Thomas
;
Rüschendorf, Ludger
- In:
Finance and stochastics
5
(
2001
)
4
,
pp. 557-581
Persistent link: https://www.econbiz.de/10001614624
Saved in:
4
Robust
hedging
of the lookback option
Hobson, David G.
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 329-347
Persistent link: https://www.econbiz.de/10001247137
Saved in:
5
Mean-variance
hedging
with oil
futures
Wang, Liao
;
Wissel, Johannes Stefan
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 641-683
Persistent link: https://www.econbiz.de/10010190888
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6
Pricing equity default swaps under the jump-to-default extended CEV model
Mendoza-Arriaga, Rafael
;
Linetsky, Vadim
- In:
Finance and stochastics
15
(
2011
)
3
,
pp. 513-540
Persistent link: https://www.econbiz.de/10009303137
Saved in:
7
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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8
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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9
A general HJM framework for multiple yield curve modelling
Cuchiero, Christa
;
Fontana, Claudio
;
Gnoatto, Alessandro
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 267-320
Persistent link: https://www.econbiz.de/10011470672
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10
Asymptotic and exact pricing of
options
on variance
Keller-Ressel, Martin
;
Muhle-Karbe, Johannes
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 107-133
Persistent link: https://www.econbiz.de/10009682289
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