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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
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Giribone, Pier Giuseppe
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International journal of financial engineering
International journal of theoretical and applied finance
495
The journal of futures markets
372
Mathematical finance : an international journal of mathematics, statistics and financial theory
266
Journal of banking & finance
259
The journal of computational finance
256
Applied mathematical finance
248
The journal of derivatives : the official publication of the International Association of Financial Engineers
242
Finance and stochastics
233
Quantitative finance
204
Review of derivatives research
185
Journal of economic dynamics & control
141
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
135
Finance research letters
134
Computational economics
114
Journal of mathematical finance
108
Journal of financial economics
102
Risks : open access journal
100
Research paper series / Swiss Finance Institute
92
The North American journal of economics and finance : a journal of financial economics studies
89
The European journal of finance
88
Journal of financial and quantitative analysis : JFQA
83
Asia-Pacific financial markets
81
NBER working paper series
78
The review of financial studies
77
Working paper / National Bureau of Economic Research, Inc.
76
The journal of finance : the journal of the American Finance Association
75
Journal of econometrics
74
Review of quantitative finance and accounting
65
Energy economics
64
International review of economics & finance : IREF
61
International review of financial analysis
59
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
Annals of finance
57
Journal of risk and financial management : JRFM
55
Management science : journal of the Institute for Operations Research and the Management Sciences
54
SFB 649 discussion paper
54
SpringerLink / Bücher
52
Applied financial economics
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ECONIS (ZBW)
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1
The binomial option pricing model : the trouble with dividends
Tian, Yisong Sam
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014444726
Saved in:
2
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:
3
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:
4
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:
5
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
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6
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
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7
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:
8
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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9
A simple closed-form approximation for constant elasticity of variance spread options
Lo, C. F.
;
Zheng, X. F.
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012603776
Saved in:
10
Liquidity-free implied volatilities : an approach using conic finance
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012815112
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