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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Black-Scholes model"
~subject:"Option trading"
~subject:"Portfolio-Management"
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Black-Scholes model
Option trading
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Theorie
567
Theory
567
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147
Stochastic process
118
Stochastischer Prozess
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Option pricing theory
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Korn, Ralf
6
Fabozzi, Frank J.
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Konno, Hiroshi
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Platen, Eckhard
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
282
European journal of operational research : EJOR
272
Journal of banking & finance
266
NBER working paper series
248
Mathematical finance : an international journal of mathematics, statistics and financial theory
212
Working paper / National Bureau of Economic Research, Inc.
205
NBER Working Paper
194
Finance and stochastics
188
Finance research letters
182
Journal of economic dynamics & control
181
Research paper series / Swiss Finance Institute
129
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126
The review of financial studies
116
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105
The journal of finance : the journal of the American Finance Association
103
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99
The journal of portfolio management : a publication of Institutional Investor
98
Journal of empirical finance
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Discussion paper / Centre for Economic Policy Research
92
Swiss Finance Institute Research Paper
91
The European journal of finance
87
The journal of futures markets
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Economic modelling
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Economics letters
80
International review of economics & finance : IREF
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Applied mathematical finance
76
Computational economics
73
Mathematical methods of operations research
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International review of financial analysis
72
Mathematics and financial economics
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SpringerLink / Bücher
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The journal of asset management
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Journal of risk and financial management : JRFM
68
The North American journal of economics and finance : a journal of financial economics studies
66
Discussion paper / Tinbergen Institute
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Journal of economic theory
64
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63
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1
Algorithmic trading with learning
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Kinzebulatov, Damir
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011523847
Saved in:
2
Market making with alpha signals
Cartea, Álvaro
;
Wang, Yixuan
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012270989
Saved in:
3
Modeling the volatility and expected value of a diversified world index
Platen, Eckhard
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 511-529
Persistent link: https://www.econbiz.de/10002108812
Saved in:
4
Analytic backward induction of option cash flows: a new application paradigm for the Markovian interest rate models
Gan, Junwu
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1019-1057
Persistent link: https://www.econbiz.de/10003280033
Saved in:
5
The proper use of risk measures in portfolio
theory
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1107-1133
Persistent link: https://www.econbiz.de/10003280039
Saved in:
6
Currency derivatives under a minimal market model with random scaling
Heath, David C.
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1157-1177
Persistent link: https://www.econbiz.de/10003280050
Saved in:
7
Numerical solutions for the Cheridito-Soner-Touzi super-replication model under gamma constraints
Tourin, Agnés
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 401-414
Persistent link: https://www.econbiz.de/10003344320
Saved in:
8
Pricing and hedging American barrier options by a modified binomial method
Gaudenzi, Marcellino
;
Lepellere, Maria Antonietta
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 533-553
Persistent link: https://www.econbiz.de/10003347387
Saved in:
9
Crash hedging strategies and worst-case scenario portfolio optimization
Menkens, Olaf
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 597-618
Persistent link: https://www.econbiz.de/10003347393
Saved in:
10
Optimal portfolio selection strategies in the presence of transaction costs
Meng, Qiang
;
Weerasinghe, Ananda
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 619-641
Persistent link: https://www.econbiz.de/10003347396
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