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4
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Finance and stochastics
The journal of futures markets
955
Energy economics
826
European journal of operational research : EJOR
823
Finance research letters
797
International journal of theoretical and applied finance
756
Journal of banking & finance
727
NBER working paper series
680
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650
Journal of econometrics
584
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548
International review of financial analysis
530
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508
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472
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462
Economics letters
459
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419
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397
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384
Mathematical finance : an international journal of mathematics, statistics and financial theory
380
Journal of economic dynamics & control
374
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372
Applied economics letters
370
Applied financial economics
362
Journal of empirical finance
344
The journal of derivatives : the official publication of the International Association of Financial Engineers
336
Discussion paper / Centre for Economic Policy Research
335
Applied mathematical finance
331
Journal of financial economics
329
Research in international business and finance
329
Risks : open access journal
318
The European journal of finance
301
The journal of computational finance
301
Journal of risk and financial management : JRFM
290
Journal of international financial markets, institutions & money
279
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
272
Journal of international money and finance
272
Computational economics
263
The review of financial studies
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ECONIS (ZBW)
390
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1
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
Saved in:
2
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:
3
Asymptotics of implied
volatility
to arbitrary order
Gao, Kun
;
Lee, Roger
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 349-392
Persistent link: https://www.econbiz.de/10010340727
Saved in:
4
Computing deltas without derivatives
Baños, D.
;
Meyer-Brandis, T.
;
Proske, Frank
;
Duedahl, S.
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 509-549
Persistent link: https://www.econbiz.de/10011944403
Saved in:
5
Extreme at-the-money skew in a local
volatility
model
Pigato, Paolo
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 827-859
Persistent link: https://www.econbiz.de/10012114660
Saved in:
6
Superreplication in stochastic
volatility
models and optimal stopping
Frey, Rüdiger
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 161-187
Persistent link: https://www.econbiz.de/10001486701
Saved in:
7
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
Saved in:
8
Short-term asymptotics for the implied
volatility
skew under a stochastic
volatility
model with Lévy jumps
Figueroa-López, José E.
;
Ólafsson, Sveinn
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 973-1020
Persistent link: https://www.econbiz.de/10011570202
Saved in:
9
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
Saved in:
10
Robust bounds for the American put
Hobson, David G.
;
Norgilas, Dominykas
- In:
Finance and stochastics
23
(
2019
)
2
,
pp. 359-395
Persistent link: https://www.econbiz.de/10012023741
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