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Option pricing theory
467
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467
Stochastic process
215
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Levendorskij, Sergej Z.
10
Kwok, Yue-Kuen
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Gapeev, Pavel V.
6
Jeanblanc, Monique
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4
Brigo, Damiano
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Hui, Cho H.
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Jaimungal, Sebastian
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Lo, C. F.
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3
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3
Grzelak, Lech A.
3
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3
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International journal of theoretical and applied finance
Finance research letters
885
Journal of banking & finance
793
NBER working paper series
734
Working paper / National Bureau of Economic Research, Inc.
650
The journal of finance : the journal of the American Finance Association
645
International review of financial analysis
628
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622
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Pacific-Basin finance journal
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Applied economics letters
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386
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Review of quantitative finance and accounting
349
Journal of empirical finance
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Energy economics
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Economic modelling
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Research in international business and finance
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of international financial markets, institutions & money
291
Quantitative finance
282
Mathematical finance : an international journal of mathematics, statistics and financial theory
279
Applied mathematical finance
268
Economics letters
265
Discussion paper / Centre for Economic Policy Research
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The journal of computational finance
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Journal of risk and financial management : JRFM
237
Journal of economic dynamics & control
236
Finance and stochastics
235
Journal of financial markets
234
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
Management science : journal of the Institute for Operations Research and the Management Sciences
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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
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:
3
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:
4
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:
5
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:
6
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:
7
A fast, stable and accurate numerical method for the black-scholes equation of American options
Ehrhardt, Matthias
;
Mickens, Ronald Elbert
- In:
International journal of theoretical and applied finance
11
(
2008
)
5
,
pp. 471-501
Persistent link: https://www.econbiz.de/10003759938
Saved in:
8
Storage options valuation using multilevel trees and calendar spreads
Manoliu, Mihaela
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 425-464
Persistent link: https://www.econbiz.de/10002108799
Saved in:
9
Pricing of the American put under Lévy processes
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
7
(
2004
)
3
,
pp. 303-335
Persistent link: https://www.econbiz.de/10002111463
Saved in:
10
The spectral decomposition of the option value
Linetsky, Vadim
- In:
International journal of theoretical and applied finance
7
(
2004
)
3
,
pp. 337-384
Persistent link: https://www.econbiz.de/10002111464
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