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~isPartOf:"International journal of theoretical and applied finance"
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Option pricing theory
467
Optionspreistheorie
467
Stochastic process
222
Stochastischer Prozess
222
Volatility
179
Volatilität
179
Theorie
160
Theory
160
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111
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73
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option pricing
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stochastic volatility
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Kwok, Yue-Kuen
10
Levendorskij, Sergej Z.
10
Fabozzi, Frank J.
8
Takahashi, Akihiko
7
Benth, Fred Espen
6
Elliott, Robert J.
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Gapeev, Pavel V.
6
Jeanblanc, Monique
6
Madan, Dilip B.
6
Račev, Svetlozar T.
6
Schoutens, Wim
6
Bojarčenko, Svetlana I.
5
Ekström, Erik
5
Hughston, Lane P.
5
Joshi, Mark S.
5
Macrina, Andrea
5
Oosterlee, Cornelis W.
5
Siu, Tak Kuen
5
Wu, Lixin
5
Avellaneda, Marco
4
Bouchaud, Jean-Philippe
4
Brigo, Damiano
4
Brody, Dorje C.
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Hess, Markus
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Hui, Cho H.
4
Jaimungal, Sebastian
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Liu, Rui Hua
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Lo, C. F.
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Pistorius, Martijn
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Stoyanov, Stoyan V.
4
Yamazaki, Akira
4
Arai, Takuji
3
Bernard, Carole
3
Boyarchenko, Mitya
3
Carr, Peter
3
Cartea, Álvaro
3
Ceci, Claudia
3
Chiarella, Carl
3
Cui, Zhenyu
3
Dahl, Lars O.
3
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International journal of theoretical and applied finance
NBER working paper series
1,353
Working paper / National Bureau of Economic Research, Inc.
1,268
NBER Working Paper
1,094
Finance research letters
980
Journal of banking & finance
927
RIETI discussion paper series
806
The journal of finance : the journal of the American Finance Association
710
International review of financial analysis
682
Journal of financial economics
680
Applied economics
659
Journal of the Japanese and international economies : an international journal ; JJIE
627
Pacific-Basin finance journal
603
The journal of futures markets
599
Economics letters
577
Applied economics letters
575
International review of economics & finance : IREF
541
Japan and the world economy : international journal of theory and policy
518
Journal of financial and quantitative analysis : JFQA
479
Discussion paper / Centre for Economic Policy Research
468
Applied financial economics
457
Journal of economic dynamics & control
457
The review of financial studies
442
The North American journal of economics and finance : a journal of financial economics studies
421
Economic modelling
406
Review of quantitative finance and accounting
382
Research in international business and finance
378
Journal of international financial markets, institutions & money
371
Energy economics
369
Journal of empirical finance
356
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
335
The European journal of finance
318
Working paper
310
Management science : journal of the Institute for Operations Research and the Management Sciences
307
Mathematical finance : an international journal of mathematics, statistics and financial theory
305
CESifo working papers
304
Quantitative finance
298
Journal of international money and finance
295
IMF working papers
290
Insurance / Mathematics & economics
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ECONIS (ZBW)
577
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1
Sampling of one-dimensional probability measures in the convex order and computation of robust option price bounds
Alfonsi, Aurélien
;
Corbetta, Jacopo
;
Jourdain, Benjamin
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012019745
Saved in:
2
Integral representations of probability density of stochastic volatility models and timer options
Cui, Zhenyu
;
Kirkby, J. Lars
;
Lian, Guanghua
;
Nguyen, Duy
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011787421
Saved in:
3
Conditional density models for asset pricing
Filipović, Damir
;
Hughston, Lane P.
;
Macrina, Andrea
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009562159
Saved in:
4
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:
5
Barrier option pricing by branching processes
Mitov, Georgi K.
;
Račev, Svetlozar T.
;
Kim, Young Shin
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1055-1073
Persistent link: https://www.econbiz.de/10003928804
Saved in:
6
Pricing and hedging barrier options in a hyper-exponential additive model
Jeannin, Marc
;
Pistorius, Martijn
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 657-681
Persistent link: https://www.econbiz.de/10008904332
Saved in:
7
Pricing and Deltas of discretely-monitored barrier options using stratified sampling on the hitting-times to the barrier
Joshi, Mark S.
;
Tang, Robert
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 717-750
Persistent link: https://www.econbiz.de/10008904339
Saved in:
8
An analysis of the supply curve for liquidity risk through book data
Blais, Marcel
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 821-838
Persistent link: https://www.econbiz.de/10008905116
Saved in:
9
Solving the Asian option PDE using Lie symmetry methods
Caister, Nicolette C.
;
O'Hara, John G.
;
Govinder, Keshlan S.
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1265-1277
Persistent link: https://www.econbiz.de/10008906161
Saved in:
10
Monotonicity in the volatility of single-barrier option prices
Eriksson, Jonatan
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 987-996
Persistent link: https://www.econbiz.de/10003380317
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