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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
80
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51
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51
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Giribone, Pier Giuseppe
6
Ligato, Simone
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Takahashi, Akihiko
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Cui, Zhenyu
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Dastranj, Elham
3
Leung, Tim
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Mi, Yanhui
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Yamada, Toshihiro
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Ahlip, Rehez
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Arai, Takuji
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International journal of financial engineering
European journal of operational research : EJOR
720
International journal of theoretical and applied finance
610
The journal of futures markets
385
Insurance / Mathematics & economics
357
Finance and stochastics
347
Mathematical finance : an international journal of mathematics, statistics and financial theory
318
Journal of banking & finance
299
Applied mathematical finance
282
The journal of computational finance
275
Journal of econometrics
269
Quantitative finance
268
The journal of derivatives : the official publication of the International Association of Financial Engineers
247
Journal of economic dynamics & control
244
Review of derivatives research
195
Operations research
187
Risks : open access journal
185
Computers & operations research : and their applications to problems of world concern ; an international journal
184
Operations research letters
181
Finance research letters
180
Computational economics
178
International journal of production research
172
Mathematics of operations research
172
Discussion paper / Tinbergen Institute
158
Journal of mathematical finance
150
International journal of production economics
137
Management science : journal of the Institute for Operations Research and the Management Sciences
133
NBER working paper series
133
Energy economics
128
Research paper series / Swiss Finance Institute
127
Economics letters
124
Working paper / National Bureau of Economic Research, Inc.
121
Journal of financial economics
119
Economic modelling
113
The European journal of finance
113
Working paper
108
Asia-Pacific financial markets
106
NBER Working Paper
105
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
104
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
141
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1
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:
2
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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3
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:
4
Flexible-forward pricing through Leisen-Reimer trees : implementation and performance comparison with traditional Markov chains
Giribone, Pier Giuseppe
;
Ligato, Simone
- In:
International journal of financial engineering
3
(
2016
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011577108
Saved in:
5
The pricing of average options with jump diffusion processes in the uncertain volatility model
Fan, Yulian
;
Zhang, Huadong
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011673109
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6
Pricing derivatives with fractional volatility
Funahashi, Hideharu
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011673129
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7
Analytical approximation for spread option pricing in local volatility model
Yang, Ying
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011807086
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8
Analytical pricing of discrete arithmetic Asian options under generalized CIR process with time change
Tong, Zhigang
;
Liu, Allen
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011922948
Saved in:
9
Pricing multi-asset American option under Heston stochastic volatility model
Samimi, Oldouz
;
Mehrdoust, Farshid
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011923057
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10
Markov modulated jump-diffusions for currency options when regime switching risk is priced
Liu, David
- In:
International journal of financial engineering
6
(
2019
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012314539
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