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Finance and stochastics
International journal of theoretical and applied finance
467
The journal of futures markets
264
Mathematical finance : an international journal of mathematics, statistics and financial theory
256
The journal of computational finance
254
Applied mathematical finance
240
Journal of banking & finance
215
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
196
Review of derivatives research
170
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147
Insurance / Mathematics & economics
139
Journal of economic dynamics & control
133
The journal of gambling business and economics
131
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125
Finance research letters
123
International journal of financial engineering
116
NBER working paper series
113
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107
Journal of mathematical finance
107
Risks : open access journal
99
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97
Journal of financial economics
93
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91
Research paper series / Swiss Finance Institute
89
Economics letters
87
The North American journal of economics and finance : a journal of financial economics studies
86
NBER Working Paper
85
Asia-Pacific financial markets
77
Applied economics letters
68
Journal of econometrics
66
Management science : journal of the Institute for Operations Research and the Management Sciences
64
Journal of financial and quantitative analysis : JFQA
62
The journal of finance : the journal of the American Finance Association
60
Energy economics
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58
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ECONIS (ZBW)
218
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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
Complete markets with discontinuous security price
Dritschel, Michael
;
Protter, Philip
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 203-214
Persistent link: https://www.econbiz.de/10001367323
Saved in:
3
Optimal stopping for a diffusion with jumps
Mordecki, Ernesto
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 227-236
Persistent link: https://www.econbiz.de/10001367337
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4
Hedging and liquidation under transaction costs in currency markets
Kabanov, Yuri M.
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 237-248
Persistent link: https://www.econbiz.de/10001367370
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5
A closed-form solution to the problem of super-replication under transaction costs
Cvitanić, Jakša
;
Pham, Huyên
;
Touzi, Nizar
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 35-54
Persistent link: https://www.econbiz.de/10001367451
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6
Connecting discrete and continuous path-dependent options
Broadie, Mark
;
Glasserman, Paul
;
Kou, S. G.
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 55-82
Persistent link: https://www.econbiz.de/10001367460
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7
Exercise regions of American options on several assets
Villeneuve, Stéphane
- In:
Finance and stochastics
3
(
1999
)
3
,
pp. 295-322
Persistent link: https://www.econbiz.de/10001389110
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8
Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences
Kōnstantinidēs, Giōrgos
;
Zariphopoulou-Souganidis, …
- In:
Finance and stochastics
3
(
1999
)
3
,
pp. 345-369
Persistent link: https://www.econbiz.de/10001389116
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9
On Leland's strategy of option pricing with transactions costs
Kabanov, Jurij M.
- In:
Finance and stochastics
1
(
1997
)
3
,
pp. 239-250
Persistent link: https://www.econbiz.de/10001224220
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10
A note on pricing interest rate derivatives when forward LIBOR rates are lognormal
Goldys, Beniamin
- In:
Finance and stochastics
1
(
1997
)
4
,
pp. 345-352
Persistent link: https://www.econbiz.de/10001226609
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