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~isPartOf:"International journal of theoretical and applied finance"
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Option pricing theory
467
Optionspreistheorie
467
Stochastic process
222
Stochastischer Prozess
222
Derivat
170
Derivative
170
Theorie
169
Theory
169
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88
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76
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option pricing
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stochastic volatility
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Levendorskij, Sergej Z.
10
Benth, Fred Espen
9
Jeanblanc, Monique
9
Kwok, Yue-Kuen
9
Brigo, Damiano
8
Gapeev, Pavel V.
7
Takahashi, Akihiko
7
Elliott, Robert J.
6
Arai, Takuji
5
Avellaneda, Marco
5
Bojarčenko, Svetlana I.
5
Fabozzi, Frank J.
5
Joshi, Mark S.
5
Oosterlee, Cornelis W.
5
Pallavicini, Andrea
5
Siu, Tak Kuen
5
Aurell, Erik
4
Bielecki, Tomasz R.
4
Ehrhardt, Matthias
4
Ekström, Erik
4
Hess, Markus
4
Hughston, Lane P.
4
Hui, Cho H.
4
Leung, Tim
4
Liu, Rui Hua
4
Lo, C. F.
4
Macrina, Andrea
4
Račev, Svetlozar T.
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Wu, Lixin
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Antonelli, Fabio
3
Bernard, Carole
3
Boyarchenko, Mitya
3
Capriotti, Luca
3
Carmona, René
3
Chiarella, Carl
3
Cialenco, Igor
3
Cui, Zhenyu
3
Forde, Martin
3
Gatheral, Jim
3
Grzelak, Lech A.
3
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International journal of theoretical and applied finance
The journal of futures markets
624
Journal of banking & finance
375
NBER working paper series
358
Mathematical finance : an international journal of mathematics, statistics and financial theory
323
Working paper / National Bureau of Economic Research, Inc.
307
Journal of economic dynamics & control
304
Finance and stochastics
286
European journal of operational research : EJOR
268
The journal of computational finance
267
Applied mathematical finance
266
NBER Working Paper
263
The journal of derivatives : the official publication of the International Association of Financial Engineers
253
Discussion paper / Centre for Economic Policy Research
237
Discussion paper series / IZA
233
Journal of economic theory
233
Quantitative finance
224
Review of derivatives research
195
Working paper
189
Discussion paper / Tinbergen Institute
187
Economics letters
183
Finance research letters
172
Energy economics
170
IMF Working Papers
166
Insurance / Mathematics & economics
163
Journal of financial economics
158
The journal of finance : the journal of the American Finance Association
150
CESifo working papers
148
Journal of mathematical economics
135
Computational economics
134
Economic modelling
129
Economic theory : official journal of the Society for the Advancement of Economic Theory
128
The European journal of finance
127
Discussion papers / CEPR
126
International economic review
125
International journal of financial engineering
124
Management science : journal of the Institute for Operations Research and the Management Sciences
124
Research paper series / Swiss Finance Institute
124
Review of economic dynamics
123
Journal of financial and quantitative analysis : JFQA
120
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ECONIS (ZBW)
559
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1
Approximate hedging of options under jump-diffusion processes
Mina, Karl Friedrich
;
Cheang, Gerald H. L.
;
Chiarella, Carl
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403772
Saved in:
2
Pricing index options by static hedging under finite liquidity
Armstrong, John
;
Pennanen, Teemu
;
Rakwongwan, Udomsak
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011926583
Saved in:
3
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:
4
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
Saved in:
5
A general methodology to price and hedge derivatives in incomplete markets
Aurell, Erik
(
contributor
)
- In:
International journal of theoretical and applied finance
3
(
2000
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10001488345
Saved in:
6
An explicit formula for option pricing in discrete incomplete markets
Wolczyńska, Grażyna
- In:
International journal of theoretical and applied finance
1
(
1998
)
2
,
pp. 283-288
Persistent link: https://www.econbiz.de/10001240153
Saved in:
7
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:
8
Pricing derivatives on two-dimensional Lévy processes
Barbachan, José Santiago Fajardo
;
Mordecki, Ernesto
- In:
International journal of theoretical and applied finance
9
(
2006
)
2
,
pp. 185-197
Persistent link: https://www.econbiz.de/10003312719
Saved in:
9
Modelling the bid and ask prices of illiquid CDSs
Walker, Michael B.
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009672590
Saved in:
10
Priority option : the value of being a leader
Grasselli, M. R.
;
Leclère, Vincent
;
Ludkovski, M.
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009725087
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