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~isPartOf:"International journal of theoretical and applied finance"
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Option pricing theory
467
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International journal of theoretical and applied finance
NBER working paper series
609
Finance research letters
559
Working paper / National Bureau of Economic Research, Inc.
529
NBER Working Paper
503
Insurance / Mathematics & economics
475
European journal of operational research : EJOR
467
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439
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309
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International review of financial analysis
241
International review of economics & finance : IREF
233
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The journal of derivatives : the official publication of the International Association of Financial Engineers
214
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210
The North American journal of economics and finance : a journal of financial economics studies
203
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196
Applied economics letters
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178
Discussion paper series / IZA
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ECONIS (ZBW)
511
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1
Fixing
risk
neutral
risk
measures
Stein, Harvey J.
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523810
Saved in:
2
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:
3
Real options with priced regime-switching
risk
Driffill, John
;
Kenç, Turalay
;
Sola, Martin
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009784006
Saved in:
4
Estimating residual hedging
risk
with least-squares Monte Carlo
Ankirchner, Stefan
;
Pigorsch, Christian
;
Schweizer, Nikolaus
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010498866
Saved in:
5
Option pricing via maximization over uncertainty and correction of volatility smile
Dokučaev, Nikolaj G.
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 507-524
Persistent link: https://www.econbiz.de/10009269369
Saved in:
6
Hedging European derivatives with the polynomial variance swap under uncertain volatility environments
Takahashi, Akihiko
;
Tsuzuki, Yukihiro
;
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10009269373
Saved in:
7
Weak and strong no-arbitrage conditions for continuous financial markets
Fontana, Claudio
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011403179
Saved in:
8
Worst-case scenarios for American options
Buff, Robert
- In:
International journal of theoretical and applied finance
3
(
2000
)
1
,
pp. 25-58
Persistent link: https://www.econbiz.de/10001488348
Saved in:
9
Option
risk
measurement with time-dependent parameters
Lo, C. F.
;
Yuen, P. H.
;
Hui, Cho H.
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 581-589
Persistent link: https://www.econbiz.de/10001524491
Saved in:
10
Pricing risky options simply
Aurell, Erik
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10001236677
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