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~isPartOf:"International journal of theoretical and applied finance"
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Option pricing theory
467
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Stochastic process
215
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Levendorskij, Sergej Z.
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International journal of theoretical and applied finance
Finance research letters
851
Journal of banking & finance
777
NBER working paper series
731
Working paper / National Bureau of Economic Research, Inc.
650
International review of financial analysis
628
The journal of finance : the journal of the American Finance Association
566
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386
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Review of quantitative finance and accounting
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Journal of empirical finance
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
295
Journal of international financial markets, institutions & money
291
The European journal of finance
289
Energy economics
286
Mathematical finance : an international journal of mathematics, statistics and financial theory
279
Quantitative finance
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Applied mathematical finance
264
Discussion paper / Centre for Economic Policy Research
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Economics letters
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Journal of risk and financial management : JRFM
237
Finance and stochastics
235
Journal of financial markets
234
Journal of economic dynamics & control
232
The journal of corporate finance : contracting, governance and organization
231
The journal of derivatives : the official publication of the International Association of Financial Engineers
220
International journal of economics and finance
213
Research paper series / Swiss Finance Institute
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1
Option pricing with a levy-type stochastic dynamic model for stock price process under semi-Markovian structural perturbations
Assonken, Patrick
;
Ladde, Gangaram S.
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-72
Persistent link: https://www.econbiz.de/10011419362
Saved in:
2
Optimal liquidation under stochastic price impact
Barger, Weston
;
Lorig, Matthew
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012012935
Saved in:
3
Heat kernel models for asset pricing
Macrina, Andrea
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-34
Persistent link: https://www.econbiz.de/10010498834
Saved in:
4
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:
5
Sieve estimation of the minimal entropy martingale marginal density with application to pricing kernel estimation
Belomestny, Denis
;
Härdle, Wolfgang
;
Krymova, Ekaterina
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734146
Saved in:
6
A note on utility indifference pricing
Gerer, Johannes
;
Dorfleitner, Gregor
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011572373
Saved in:
7
Pricing Parislan-style options with a lattice method
Avellaneda, Marco
;
Wu, Lixin
- In:
International journal of theoretical and applied finance
2
(
1999
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10001372086
Saved in:
8
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:
9
Risky options simplified
Schweizer, Martin
- In:
International journal of theoretical and applied finance
2
(
1999
)
1
,
pp. 59-82
Persistent link: https://www.econbiz.de/10001372090
Saved in:
10
Pricing defaultable debt : some exact results
Wang, D. F.
- In:
International journal of theoretical and applied finance
2
(
1999
)
1
,
pp. 95-99
Persistent link: https://www.econbiz.de/10001372094
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