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~isPartOf:"International journal of theoretical and applied finance"
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Option pricing theory
467
Optionspreistheorie
467
Stochastic process
209
Stochastischer Prozess
209
Volatility
165
Volatilität
165
Theorie
115
Theory
115
Option trading
111
Optionsgeschäft
111
Derivat
104
Derivative
104
Hedging
69
Black-Scholes model
55
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41
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option pricing
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Statistische Verteilung
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Incomplete market
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Martingal
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stochastic volatility
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Kwok, Yue-Kuen
10
Levendorskij, Sergej Z.
10
Takahashi, Akihiko
7
Benth, Fred Espen
6
Elliott, Robert J.
6
Gapeev, Pavel V.
6
Jeanblanc, Monique
6
Bojarčenko, Svetlana I.
5
Fabozzi, Frank J.
5
Joshi, Mark S.
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
Hui, Cho H.
4
Liu, Rui Hua
4
Lo, C. F.
4
Macrina, Andrea
4
Madan, Dilip B.
4
Račev, Svetlozar T.
4
Arai, Takuji
3
Bernard, Carole
3
Boyarchenko, Mitya
3
Brody, Dorje C.
3
Carr, Peter
3
Chiarella, Carl
3
Cui, Zhenyu
3
Dahl, Lars O.
3
Ehrhardt, Matthias
3
Forde, Martin
3
Gatheral, Jim
3
Grzelak, Lech A.
3
Hoogland, J. K.
3
Hubalek, Friedrich
3
Neumann, C. D. D.
3
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International journal of theoretical and applied finance
The journal of futures markets
371
Discussion paper series / IZA
329
Mathematical finance : an international journal of mathematics, statistics and financial theory
266
Journal of banking & finance
260
The journal of computational finance
256
Applied mathematical finance
243
NBER working paper series
243
The journal of derivatives : the official publication of the International Association of Financial Engineers
242
Finance and stochastics
233
Working paper / National Bureau of Economic Research, Inc.
223
NBER Working Paper
206
Quantitative finance
201
IZA Discussion Paper
199
Review of derivatives research
186
Journal of economic dynamics & control
154
Insurance / Mathematics & economics
149
Creativity and innovation management
135
European journal of operational research : EJOR
135
SpringerLink / Bücher
133
Finance research letters
124
CESifo working papers
116
International journal of financial engineering
116
Computational economics
109
Journal of business research : JBR
108
Journal of mathematical finance
108
Journal of financial economics
99
Risks : open access journal
96
Research paper series / Swiss Finance Institute
95
Working paper
95
The North American journal of economics and finance : a journal of financial economics studies
89
Discussion paper / Centre for Economic Policy Research
88
The European journal of finance
88
Journal of financial and quantitative analysis : JFQA
82
Asia-Pacific financial markets
81
The review of financial studies
77
Journal of econometrics
74
The journal of finance : the journal of the American Finance Association
74
Management science : journal of the Institute for Operations Research and the Management Sciences
73
Discussion paper / Tinbergen Institute
70
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ECONIS (ZBW)
495
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1
Closed form formulas for exotic options and their lifetime distribution
Douady, Raphae͏̈l
- In:
International journal of theoretical and applied finance
2
(
1999
)
1
,
pp. 17-42
Persistent link: https://www.econbiz.de/10001372087
Saved in:
2
Asian options with the American early exercise feature
Wu, Lixin
;
Kwok, Yue-Kuen
;
Yu, Hong
- In:
International journal of theoretical and applied finance
2
(
1999
)
1
,
pp. 101-111
Persistent link: https://www.econbiz.de/10001372098
Saved in:
3
Pricing multi-asset options with an external barrier
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
1
(
1998
)
4
,
pp. 523-541
Persistent link: https://www.econbiz.de/10001255555
Saved in:
4
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:
5
Efficient hedging of path-dependent options
Kolkiewicz, Adam W.
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011525107
Saved in:
6
Worst-of options and correlation skew under a stochastic correlation framework
Romo, Jacinto Marabel
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009685884
Saved in:
7
Nearly exact option price simulation using characteristic functions
Bernard, Carole
;
Cui, Zhenyu
;
McLeish, Don L.
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009685897
Saved in:
8
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:
9
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:
10
Pricing and hedging game options in currency models with proportional transaction costs
Roux, Alet
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011568851
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