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~isPartOf:"Journal of empirical finance"
~isPartOf:"Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne"
~subject:"United States"
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Option Prices with Stochastic...
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Option pricing theory
70
Optionspreistheorie
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Option pricing
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Joshi, Mark S.
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Journal of empirical finance
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
The journal of futures markets
44
The journal of derivatives : the official publication of the International Association of Financial Engineers
32
The review of financial studies
29
The journal of finance : the journal of the American Finance Association
23
Journal of financial and quantitative analysis : JFQA
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Working paper / National Bureau of Economic Research, Inc.
19
Journal of financial economics
15
Journal of banking & finance
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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Advances in futures and options research : a research annual
6
American journal of agricultural economics
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International review of economics & finance : IREF
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Discussion paper / Centre for Economic Policy Research
5
International journal of theoretical and applied finance
5
Review of quantitative finance and accounting
5
Federal Reserve Bank of Cleveland working paper series
4
Insurance / Mathematics & economics
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Journal of econometrics
4
Journal of international money and finance
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Review of financial economics : RFE
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The financial review : the official publication of the Eastern Finance Association
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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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Advances in quantitative analysis of finance and accounting : a research annual
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1
Pricing American options when the underlying asset follows GARCH processes
Stentoft, Lars
- In:
Journal of empirical finance
12
(
2005
)
4
,
pp. 576-611
Persistent link: https://www.econbiz.de/10003144806
Saved in:
2
Smooth simultaneous calibration of the LMM to caplets and coterminal swaptions
Ametrano, Ferdinando M.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003797794
Saved in:
3
Trinomial or binomial : accelerating American put option price on trees
Chan, Juin Hong
;
Joshi, Mark S.
;
Tang, Robert
;
Chao Yang
-
2008
Persistent link: https://www.econbiz.de/10003797820
Saved in:
4
Simulation-based pricing of convertible bonds
Ammann, Manuel
;
Kind, Axel
;
Wilde, Christian
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 310-331
Persistent link: https://www.econbiz.de/10003699167
Saved in:
5
Fast delta computations in the swap market model
Joshi, Mark S.
;
Chao Yang
-
2009
Persistent link: https://www.econbiz.de/10003924295
Saved in:
6
Vega control
Denson, Nick
;
Joshi, Mark S.
-
2009
Persistent link: https://www.econbiz.de/10003924360
Saved in:
7
A generalized partially linear model of asymmetric volatility
Wu, Guojun
;
Xiao, Zhijie
- In:
Journal of empirical finance
9
(
2002
)
3
,
pp. 287-319
Persistent link: https://www.econbiz.de/10001705438
Saved in:
8
The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
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