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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
210
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210
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166
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166
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123
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Kwok, Yue-Kuen
10
Levendorskij, Sergej Z.
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7
Takahashi, Akihiko
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Gapeev, Pavel V.
6
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5
Fabozzi, Frank J.
5
Hui, Cho H.
5
Joshi, Mark S.
5
Lo, C. F.
5
Oosterlee, Cornelis W.
5
Schoutens, Wim
5
Siu, Tak Kuen
5
Wu, Lixin
5
Avellaneda, Marco
4
Brigo, Damiano
4
Ekström, Erik
4
Hess, Markus
4
Hughston, Lane P.
4
Liu, Rui Hua
4
Macrina, Andrea
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Madan, Dilip B.
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Račev, Svetlozar T.
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3
Forde, Martin
3
Gatheral, Jim
3
Grzelak, Lech A.
3
Hoogland, J. K.
3
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3
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International journal of theoretical and applied finance
NBER working paper series
585
Working paper / National Bureau of Economic Research, Inc.
497
NBER Working Paper
433
IMF Working Papers
386
The journal of futures markets
380
Journal of banking & finance
362
Mathematical finance : an international journal of mathematics, statistics and financial theory
273
Insurance / Mathematics & economics
272
Finance research letters
258
The journal of computational finance
257
Applied mathematical finance
255
The journal of derivatives : the official publication of the International Association of Financial Engineers
249
Finance and stochastics
239
Quantitative finance
217
Review of derivatives research
192
Journal of pension economics and finance
183
Journal of economic dynamics & control
174
IMF Staff Country Reports
172
Risks : open access journal
170
Working paper
168
Journal of financial economics
162
Discussion paper series / IZA
148
European journal of operational research : EJOR
147
Netspar Discussion Paper
132
CESifo working papers
127
International journal of financial engineering
121
The review of financial studies
117
Journal of mathematical finance
116
Computational economics
114
The North American journal of economics and finance : a journal of financial economics studies
111
The journal of finance : the journal of the American Finance Association
111
Research paper series / Swiss Finance Institute
110
The European journal of finance
110
Applied economics
109
SpringerLink / Bücher
108
The journal of fixed income
108
Energy economics
107
Journal of financial and quantitative analysis : JFQA
104
Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
505
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1
Defaultable bonds as Asian options
Buffet, Emmanuel
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 571
Persistent link: https://www.econbiz.de/10001524455
Saved in:
2
Pricing flow commodity derivatives using fixed income market techniques
Hinz, Juri
;
Wilhelm, Martina
- In:
International journal of theoretical and applied finance
9
(
2006
)
8
,
pp. 1299-1322
Persistent link: https://www.econbiz.de/10003397188
Saved in:
3
Max-min optimization problem for variable annuities pricing
Blanchet-Scalliet, Christophette
;
Chevalier, Etienne
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011419373
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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