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~isPartOf:"International journal of theoretical and applied finance"
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Option pricing theory
467
Optionspreistheorie
467
Stochastic process
210
Stochastischer Prozess
210
Volatility
168
Volatilität
168
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120
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120
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111
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111
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Kwok, Yue-Kuen
10
Levendorskij, Sergej Z.
10
Benth, Fred Espen
8
Takahashi, Akihiko
7
Elliott, Robert J.
6
Gapeev, Pavel V.
6
Jeanblanc, Monique
6
Joshi, Mark S.
6
Avellaneda, Marco
5
Bojarčenko, Svetlana I.
5
Fabozzi, Frank J.
5
Oosterlee, Cornelis W.
5
Schoutens, Wim
5
Siu, Tak Kuen
5
Wu, Lixin
5
Brigo, Damiano
4
Ekström, Erik
4
Hess, Markus
4
Hughston, Lane P.
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Hui, Cho H.
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Lo, C. F.
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3
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3
Gatheral, Jim
3
Grzelak, Lech A.
3
Hoogland, J. K.
3
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3
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International journal of theoretical and applied finance
MPRA Paper
560
The journal of futures markets
381
Journal of banking & finance
275
The journal of computational finance
270
Mathematical finance : an international journal of mathematics, statistics and financial theory
269
Applied mathematical finance
249
Finance and stochastics
246
The journal of derivatives : the official publication of the International Association of Financial Engineers
244
Quantitative finance
221
Journal of econometrics
203
Discussion paper / Tinbergen Institute
188
Review of derivatives research
187
European journal of operational research : EJOR
186
Working Paper
186
Journal of economic dynamics & control
169
Research paper series / Swiss Finance Institute
168
Insurance / Mathematics & economics
161
Computational economics
160
Working paper
156
Finance research letters
148
NBER Working Papers
136
Risks : open access journal
132
NBER working paper series
119
International journal of financial engineering
118
Journal of mathematical finance
114
Swiss Finance Institute Research Paper
109
Working paper / National Bureau of Economic Research, Inc.
109
ECB Working Paper
107
CESifo Working Paper
104
SFB 649 discussion paper
102
Economics Papers from University Paris Dauphine
100
Journal of financial economics
100
Tinbergen Institute Discussion Paper
100
Physica A: Statistical Mechanics and its Applications
99
Economics letters
97
The European journal of finance
97
Finance
96
The North American journal of economics and finance : a journal of financial economics studies
94
Applied economics
93
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ECONIS (ZBW)
507
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1
Pricing and Deltas of discretely-monitored barrier options using stratified sampling on the hitting-times to the barrier
Joshi, Mark S.
;
Tang, Robert
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 717-750
Persistent link: https://www.econbiz.de/10008904339
Saved in:
2
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:
3
The valuation of self-funding instalment warrants
Dewynne, Jeff N.
;
Hassan, Nadima el
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011687010
Saved in:
4
Numerical stability of a hybrid method for pricing options
Briani, Maya
;
Caramellino, Lucia
;
Terenzi, Giulia
; …
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-46
Persistent link: https://www.econbiz.de/10012153319
Saved in:
5
A new Monte Carlo method for American options
Milʹstejn, Grigorij N.
;
Reiß, O.
;
Schoenmakers, John
- In:
International journal of theoretical and applied finance
7
(
2004
)
5
,
pp. 591-614
Persistent link: https://www.econbiz.de/10002171485
Saved in:
6
Quasi Monte-Carlo evaluation of sensitivities of options in commodity and energy markets
Benth, Fred Espen
;
Dahl, Lars O.
;
Hvistendahl Karlsen, …
- In:
International journal of theoretical and applied finance
6
(
2003
)
8
,
pp. 865-884
Persistent link: https://www.econbiz.de/10001862191
Saved in:
7
Pricing and hedging American barrier options by a modified binomial method
Gaudenzi, Marcellino
;
Lepellere, Maria Antonietta
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 533-553
Persistent link: https://www.econbiz.de/10003347387
Saved in:
8
Barrier option pricing by branching processes
Mitov, Georgi K.
;
Račev, Svetlozar T.
;
Kim, Young Shin
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1055-1073
Persistent link: https://www.econbiz.de/10003928804
Saved in:
9
Pricing and hedging barrier options in a hyper-exponential additive model
Jeannin, Marc
;
Pistorius, Martijn
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 657-681
Persistent link: https://www.econbiz.de/10008904332
Saved in:
10
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
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