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~isPartOf:"International journal of financial engineering"
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Option pricing theory
116
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116
Stochastic process
55
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49
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Giribone, Pier Giuseppe
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International journal of financial engineering
NBER working paper series
586
International journal of theoretical and applied finance
505
Working paper / National Bureau of Economic Research, Inc.
497
NBER Working Paper
433
IMF Working Papers
387
The journal of futures markets
380
Journal of banking & finance
362
Mathematical finance : an international journal of mathematics, statistics and financial theory
273
Insurance / Mathematics & economics
272
Finance research letters
263
The journal of computational finance
257
Applied mathematical finance
255
The journal of derivatives : the official publication of the International Association of Financial Engineers
249
Finance and stochastics
239
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217
Review of derivatives research
192
Journal of pension economics and finance
183
Journal of economic dynamics & control
174
IMF Staff Country Reports
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European journal of operational research : EJOR
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CESifo working papers
128
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The review of financial studies
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Journal of mathematical finance
116
The North American journal of economics and finance : a journal of financial economics studies
111
The journal of finance : the journal of the American Finance Association
111
The European journal of finance
110
Applied economics
109
Research paper series / Swiss Finance Institute
109
Energy economics
108
SpringerLink / Bücher
108
The journal of fixed income
108
Journal of financial and quantitative analysis : JFQA
104
Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
121
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1
A fundamental approach to corporate
bond
options
Simozar, Saied
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014574997
Saved in:
2
Fast numerical method for pricing of variable annuities with Guaranteed minimum withdrawal benefit under optimal withdrawal strategy
Luo, Xiaolin
;
Shevchenko, Pavel V.
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403137
Saved in:
3
Design of risk sharing for risk-linked annuities
Diffouo, Pauline M. Ngugnie
;
Devolder, Pierre
- In:
International journal of financial engineering
9
(
2022
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10013367556
Saved in:
4
Local risk-minimization for Lévy markets
Arai, Takuji
;
Suzuki, Ryoichi
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
Saved in:
5
A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan
;
Radoičić, Radoš
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
Saved in:
6
On a recursive algorithm for pricing discrete barrier options
Llemit, Dennis G.
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011493320
Saved in:
7
Short maturity options for Azéma-Yor martingales
Zhu, Lingjiong
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011493322
Saved in:
8
Does model misspecification matter for hedging? : a computational finance experiment based approach
Sun, Youfa
;
Yuan, George
;
Guo, Shimin
;
Liu, Jianguo
; …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011403136
Saved in:
9
Double barrier American put option pricing under uncertain volatility model
Zaineb, El Kharrazi
;
Sahar, Saoud
;
Zouhir, Mahani
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012662317
Saved in:
10
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
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