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Option pricing theory
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Journal of economic dynamics & control
International journal of theoretical and applied finance
467
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
240
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
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196
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170
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139
European journal of operational research : EJOR
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International journal of financial engineering
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87
The North American journal of economics and finance : a journal of financial economics studies
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Asia-Pacific financial markets
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NBER working paper series
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Energy economics
56
Review of quantitative finance and accounting
55
SFB 649 discussion paper
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The journal of finance : the journal of the American Finance Association
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Annals of finance
52
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
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The review of financial studies
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Working paper / National Bureau of Economic Research, Inc.
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Economic modelling
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International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
130
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1
A robust hedging algorithm
Howe, M. A.
- In:
Journal of economic dynamics & control
21
(
1997
)
6
,
pp. 1065-1092
Persistent link: https://www.econbiz.de/10001335978
Saved in:
2
The pricing of credit risk derivatives
Pierides, Yiannos A.
- In:
Journal of economic dynamics & control
21
(
1997
)
10
,
pp. 1579-1611
Persistent link: https://www.econbiz.de/10001224143
Saved in:
3
Pricing the American put option : a detailed convergence analysis for binomial models
Leisen, Dietmar
- In:
Journal of economic dynamics & control
22
(
1998
)
8
,
pp. 1419-1444
Persistent link: https://www.econbiz.de/10001250755
Saved in:
4
A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model
Das, Sanjiv R.
- In:
Journal of economic dynamics & control
23
(
1999
)
3
,
pp. 333-369
Persistent link: https://www.econbiz.de/10001254303
Saved in:
5
An alternative approach to stochastic calculus for economic and financial models
Blenman, Lloyd P.
(
contributor
)
- In:
Journal of economic dynamics & control
19
(
1995
)
3
,
pp. 553-568
Persistent link: https://www.econbiz.de/10001172924
Saved in:
6
A model for designing callable bonds and its solution using tabu search
Consiglio, Andrea
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1445-1470
Persistent link: https://www.econbiz.de/10001222037
Saved in:
7
Optimal delta-hedging under transactions costs
Clewlow, Les
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1353-1376
Persistent link: https://www.econbiz.de/10001222045
Saved in:
8
Pricing American style securities using simulation
Broadie, Mark
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1323-1352
Persistent link: https://www.econbiz.de/10001222047
Saved in:
9
Monte Carlo methods for security pricing
Boyle, Phelim P.
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1267-1321
Persistent link: https://www.econbiz.de/10001222048
Saved in:
10
Pricing external barrier options in a regime-switching model
Kim, Jerim
;
Kim, Jeongsim
;
Yoo, Hyun Joo
;
Kim, Bara
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
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