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Option pricing theory
218
Optionspreistheorie
218
Theorie
204
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204
Stochastic process
104
Stochastischer Prozess
104
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73
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Kabanov, Jurij M.
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Carr, Peter
7
Hobson, David G.
7
Benth, Fred Espen
5
Bouchard, Bruno
5
Filipović, Damir
5
Guasoni, Paolo
5
Larsen, Kasper
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Linetsky, Vadim
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Schachermayer, Walter
5
Soner, Halil Mete
5
Stricker, Christophe
5
Belomestny, Denis
4
Cox, Alexander M. G.
4
Frey, Rüdiger
4
Frittelli, Marco
4
Fukasawa, Masaaki
4
Glasserman, Paul
4
Jeanblanc, Monique
4
Lee, Roger
4
Muhle-Karbe, Johannes
4
Musiela, Marek
4
Obłój, Jan
4
Pham, Huyên
4
Žitković, Gordan
4
Alòs, Elisa
3
Bartl, Daniel
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Beiglböck, Mathias
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Brigo, Damiano
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Cuchiero, Christa
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Cvitanić, Jakša
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3
Kallsen, Jan
3
Keller-Ressel, Martin
3
Krühner, Paul
3
Li, Lingfei
3
Mijatovi´c, Aleksandar
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Finance and stochastics
Finance research letters
1,023
Journal of banking & finance
1,009
The journal of futures markets
995
NBER working paper series
972
Working paper / National Bureau of Economic Research, Inc.
862
The journal of finance : the journal of the American Finance Association
757
International review of financial analysis
749
Journal of financial economics
735
NBER Working Paper
705
International journal of theoretical and applied finance
647
International review of economics & finance : IREF
571
Pacific-Basin finance journal
527
Journal of financial and quantitative analysis : JFQA
516
Applied economics
505
Energy economics
487
The review of financial studies
479
Applied economics letters
458
The North American journal of economics and finance : a journal of financial economics studies
443
Applied financial economics
442
Discussion paper / Centre for Economic Policy Research
405
Review of quantitative finance and accounting
388
Economic modelling
386
Journal of empirical finance
370
The European journal of finance
362
Journal of economic dynamics & control
360
Economics letters
357
Research in international business and finance
357
Mathematical finance : an international journal of mathematics, statistics and financial theory
355
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
349
Journal of international financial markets, institutions & money
346
Quantitative finance
311
Applied mathematical finance
306
The journal of derivatives : the official publication of the International Association of Financial Engineers
287
Working paper
282
Journal of risk and financial management : JRFM
281
Management science : journal of the Institute for Operations Research and the Management Sciences
273
Research paper series / Swiss Finance Institute
273
The journal of computational finance
273
The journal of corporate finance : contracting, governance and organization
263
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ECONIS (ZBW)
333
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1
Regime switching affine processes with applications to finance
Beek, Misha van
;
Mandjes, Michel
;
Spreij, Peter
; …
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 309-333
Persistent link: https://www.econbiz.de/10012253354
Saved in:
2
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:
3
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:
4
A valuation algorithm for indifference prices in incomplete markets
Musiela, Marek
;
Zariphopoulou-Souganidis, Thaleia
- In:
Finance and stochastics
8
(
2004
)
3
,
pp. 399-414
Persistent link: https://www.econbiz.de/10002130322
Saved in:
5
An approximation pricing algrithm in an incomplete market : a differential geometric approach
Gao, Yuan
;
Guan Lim, Kian
;
Hwa Ng, Kah
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 501-523
Persistent link: https://www.econbiz.de/10002261445
Saved in:
6
Optimal investment with
derivative
securities
İlhan, Ayraç
;
Jonsson, Mattias
;
Sircar, Ronnie
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 585-595
Persistent link: https://www.econbiz.de/10003133305
Saved in:
7
Pricing derivatives of American and game type in incomplete markets
Kallsen, Jan
;
Kühn, Christoph
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10002012597
Saved in:
8
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
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9
The existence of dominating local martingale measures
Imkeller, Peter
;
Perkowski, Nicolas
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 685-717
Persistent link: https://www.econbiz.de/10011420345
Saved in:
10
Derivative
pricing based on local utility maximization
Kallsen, Jan
- In:
Finance and stochastics
6
(
2002
)
1
,
pp. 115-140
Persistent link: https://www.econbiz.de/10001643758
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