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~isPartOf:"International journal of financial engineering"
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Option pricing theory
116
Optionspreistheorie
116
Stochastic process
58
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58
Volatility
50
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50
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32
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option pricing
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Giribone, Pier Giuseppe
6
Ligato, Simone
4
Takahashi, Akihiko
4
Cui, Zhenyu
3
Gyamerah, Samuel Asante
3
Ikpe, Dennis
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Liu, Allen
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Mi, Yanhui
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Schoutens, Wim
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Ahlip, Rehez
2
Arai, Takuji
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Dastranj, Elham
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De Spiegeleer, Jan
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Lorig, Matthew
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Mehrdoust, Farshid
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Rakotondratsimba, Y.
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International journal of financial engineering
The journal of futures markets
664
International journal of theoretical and applied finance
596
Journal of banking & finance
544
NBER working paper series
378
Working paper / National Bureau of Economic Research, Inc.
339
Mathematical finance : an international journal of mathematics, statistics and financial theory
310
Applied mathematical finance
286
NBER Working Paper
285
Finance and stochastics
276
The journal of derivatives : the official publication of the International Association of Financial Engineers
276
The journal of computational finance
270
Finance research letters
263
Journal of financial economics
252
Quantitative finance
229
Journal of economic dynamics & control
213
Review of derivatives research
206
The journal of finance : the journal of the American Finance Association
198
The journal of fixed income
197
International review of economics & finance : IREF
181
European journal of operational research : EJOR
179
Discussion paper / Centre for Economic Policy Research
178
Energy economics
178
Insurance / Mathematics & economics
169
Journal of financial and quantitative analysis : JFQA
166
Working paper
165
IMF Working Papers
164
International review of financial analysis
162
The European journal of finance
161
Applied economics
160
The review of financial studies
159
Applied financial economics
158
The North American journal of economics and finance : a journal of financial economics studies
158
Economics letters
156
Finance and economics discussion series
152
Journal of international money and finance
149
IMF working papers
147
Economic modelling
143
Research paper series / Swiss Finance Institute
140
Journal of mathematical finance
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ECONIS (ZBW)
134
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1
Fast and accurate exercise policies for Bermudan swaptions in the LIBOR market model
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011532753
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2
A general framework for the benchmark pricing in a fully collateralized market
Fuji, Masaaki
;
Takahashi, Akihiko
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011587747
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3
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
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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
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6
Price impacts of imperfect collateralization
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011532751
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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
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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
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9
Willow tree algorithms for pricing VIX derivatives under stochastic volatility models
Ma, Changfu
;
Xu, Wei
;
Kwok, Yue-Kuen
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012602678
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10
A time consistent
derivative
strategy
Mudzimbabwe, Walter
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012602691
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