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~isPartOf:"International journal of theoretical and applied finance"
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Option pricing theory
467
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467
Stochastic process
220
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220
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175
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175
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170
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stochastic volatility
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Benth, Fred Espen
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Kwok, Yue-Kuen
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Levendorskij, Sergej Z.
10
Jeanblanc, Monique
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Brigo, Damiano
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Gapeev, Pavel V.
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Takahashi, Akihiko
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Elliott, Robert J.
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Avellaneda, Marco
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Joshi, Mark S.
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Oosterlee, Cornelis W.
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Pallavicini, Andrea
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Schoutens, Wim
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Siu, Tak Kuen
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Wu, Lixin
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Bielecki, Tomasz R.
4
Ehrhardt, Matthias
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Ekström, Erik
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Hess, Markus
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Hughston, Lane P.
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Hui, Cho H.
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Lo, C. F.
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Macrina, Andrea
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Madan, Dilip B.
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Račev, Svetlozar T.
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Arai, Takuji
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Brody, Dorje C.
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Capriotti, Luca
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Carmona, René
3
Carr, Peter
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Chiarella, Carl
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Cialenco, Igor
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International journal of theoretical and applied finance
The journal of futures markets
718
Journal of banking & finance
400
Mathematical finance : an international journal of mathematics, statistics and financial theory
288
The journal of derivatives : the official publication of the International Association of Financial Engineers
288
The journal of computational finance
267
Applied mathematical finance
265
Finance and stochastics
256
Quantitative finance
223
Review of derivatives research
207
Finance research letters
179
Energy economics
161
European journal of operational research : EJOR
161
Journal of economic dynamics & control
159
Journal of financial economics
158
IMF Working Papers
152
Insurance / Mathematics & economics
150
The journal of finance : the journal of the American Finance Association
147
Journal of financial and quantitative analysis : JFQA
138
NBER working paper series
130
Working paper / National Bureau of Economic Research, Inc.
130
The European journal of finance
129
International journal of financial engineering
123
Journal of mathematical finance
117
Computational economics
116
Risks : open access journal
114
International review of financial analysis
113
The review of financial studies
111
The North American journal of economics and finance : a journal of financial economics studies
110
Research paper series / Swiss Finance Institute
109
Applied financial economics
104
International review of economics & finance : IREF
103
SpringerLink / Bücher
102
Asia-Pacific financial markets
98
NBER Working Paper
95
Review of quantitative finance and accounting
95
Applied economics
85
Advances in futures and options research : a research annual
81
The journal of fixed income
80
Journal of risk and financial management : JRFM
79
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ECONIS (ZBW)
561
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1
Perturbation stable conditional analytic Monte-Carlo pricing scheme for auto-callable products
Fries, Christian P.
;
Joshi, Mark S.
- In:
International journal of theoretical and applied finance
14
(
2011
)
2
,
pp. 197-219
Persistent link: https://www.econbiz.de/10008992179
Saved in:
2
Valuation of options on oil futures under the 3/4 oil price model
Oud, Mohammed A. Aba
;
Goard, Joanna
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011418854
Saved in:
3
Continuously controlled options : derivatives with added flexibility
Dokučaev, Nikolaj G.
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009725089
Saved in:
4
Expansion formulas for bivariate payoffs with application to best-of options on equity and inflation
Gobet, Emmanuel
;
Hok, Julien
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10010363919
Saved in:
5
Volatility derivatives and model-free implied leverage
Fukasawa, Masaaki
- In:
International journal of theoretical and applied finance
17
(
2014
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10010363969
Saved in:
6
Pricing and hedging of energy spread options and volatility modulated Volterra processes
Benth, Fred Espen
;
Zdanowicz, Hanna
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011453780
Saved in:
7
Target volatility option pricing
Di Graziano, Giuseppe
;
Torricelli, Lorenzo
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10009562145
Saved in:
8
Algorithmic counterparty credit exposure for multi-asset Bermudan options
Shen, Yanbin
;
Anderluh, J. H. M.
;
Weide, Hans van der
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011403163
Saved in:
9
Pricing two-asset barrier options under stochastic correlation via perturbation
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403748
Saved in:
10
Prepayment option of a perpetual corporate loan : the impact of the funding costs
Papin, Timothee
;
Turinici, Gabriel
- In:
International journal of theoretical and applied finance
17
(
2014
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10010391495
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