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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
229
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207
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207
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174
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option pricing
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Kwok, Yue-Kuen
10
Levendorskij, Sergej Z.
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Benth, Fred Espen
9
Jeanblanc, Monique
9
Brigo, Damiano
8
Gapeev, Pavel V.
7
Takahashi, Akihiko
7
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6
Arai, Takuji
5
Avellaneda, Marco
5
Bojarčenko, Svetlana I.
5
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5
Hughston, Lane P.
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Macrina, Andrea
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Oosterlee, Cornelis W.
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Pallavicini, Andrea
5
Rutkowski, Marek
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Siu, Tak Kuen
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4
Capriotti, Luca
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4
Ekström, Erik
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4
Hui, Cho H.
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Račev, Svetlozar T.
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3
Boyarchenko, Mitya
3
Brody, Dorje C.
3
Carmona, René
3
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3
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International journal of theoretical and applied finance
The journal of futures markets
882
International journal of production research
778
European journal of operational research : EJOR
716
Journal of banking & finance
616
IMF Staff Country Reports
569
SpringerLink / Bücher
482
Finance research letters
438
International journal of production economics
409
Insurance / Mathematics & economics
394
IMF Working Papers
388
Risks : open access journal
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NBER working paper series
366
Energy economics
365
Working paper / National Bureau of Economic Research, Inc.
322
Mathematical finance : an international journal of mathematics, statistics and financial theory
311
Finance and stochastics
306
Journal of risk management in financial institutions
297
Applied mathematical finance
288
The journal of computational finance
284
The journal of derivatives : the official publication of the International Association of Financial Engineers
284
NBER Working Paper
281
Quantitative finance
279
International review of financial analysis
270
Journal of risk and financial management : JRFM
266
Journal of economic dynamics & control
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Economic modelling
256
Europäische Hochschulschriften / 5
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Journal of financial economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Applied economics
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MPRA Paper
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Computational economics
221
American journal of agricultural economics
215
International review of economics & finance : IREF
208
Review of derivatives research
204
The European journal of finance
202
The journal of finance : the journal of the American Finance Association
193
The North American journal of economics and finance : a journal of financial economics studies
185
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ECONIS (ZBW)
617
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1
Implications for
hedging
of the choice of driving process for one-factor Markov-functional models
Kennedy, Joanne E.
;
Pham, Duy
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-51
Persistent link: https://www.econbiz.de/10009783994
Saved in:
2
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:
3
Pricing
options
on forwards in energy markets : the role of mean reversion's speed
Schmeck, Maren Diane
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011686772
Saved in:
4
An arithmetic pure-jump multi-curve interest rate model
Hess, Markus
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012183228
Saved in:
5
CVA with wrong way risk : sensitivities, volatility and
hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
Saved in:
6
Hedging
(co)variance risk with variance swaps
Fonseca, José da
;
Grasselli, Martino
;
Ielpo, Florian
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 899-943
Persistent link: https://www.econbiz.de/10009380996
Saved in:
7
Tracking errors from discrete
hedging
in exponential Lévy models
Brodén, Mats
;
Tankov, Peter
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 803-837
Persistent link: https://www.econbiz.de/10009381005
Saved in:
8
A quadratic
hedging
approach to comparison of catastrophe indices
Norberg, Ragnar
;
Savina, Oksana
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009624461
Saved in:
9
Consistent factor models for temperature markets
Hell, Philipp
;
Meyer-Brandis, Thilo
;
Rheinländer, Thorsten
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009624466
Saved in:
10
Pricing illiquid
options
with n + 1 liquid proxies using mixed dynamic-static
hedging
Halperin, Igor
;
Itkin, Andrey
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-17
Persistent link: https://www.econbiz.de/10010233264
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