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Option pricing theory
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Journal of financial and quantitative analysis : JFQA
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
SpringerLink / Bücher
158
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139
European journal of operational research : EJOR
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International journal of financial engineering
116
Finance research letters
107
Journal of mathematical finance
107
Computational economics
106
Risks : open access journal
93
Europäische Hochschulschriften / 5
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The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
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Journal of financial economics
79
Asia-Pacific financial markets
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Lecture notes in economics and mathematical systems : LNEMS
68
Journal of econometrics
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Energy economics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Review of quantitative finance and accounting
55
SFB 649 discussion paper
54
The journal of finance : the journal of the American Finance Association
54
Annals of finance
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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1
Nonparametric modeling of US interest rate term structure dynamics and implications on the prices of derivative securities
Jiang, George J.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
4
,
pp. 465-497
Persistent link: https://www.econbiz.de/10001256376
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2
The maximum entropy distribution of an asset inferred from option prices
Buchen, Peter W.
- In:
Journal of financial and quantitative analysis : JFQA
31
(
1996
)
1
,
pp. 143-159
Persistent link: https://www.econbiz.de/10001208197
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3
On the mean-variance tradeoff in option replication with transactions costs
Toft, Klaus Bjerre
- In:
Journal of financial and quantitative analysis : JFQA
31
(
1996
)
2
,
pp. 233-263
Persistent link: https://www.econbiz.de/10001208255
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4
Valuation of commodity futures and options under stochastic convenience yields, interest rates, and jump diffusions in the spot
Hilliard, Jimmy E.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 61-86
Persistent link: https://www.econbiz.de/10001243204
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5
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001243206
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6
A Markovian framework in multi-factor Heath-Jarrow-Morton models
Inui, Koji
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
3
,
pp. 423-440
Persistent link: https://www.econbiz.de/10001251496
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7
Asian options, the sum of lognormals, and the reciprocal gamma distribution
Milevsky, Moshe Arye
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
3
,
pp. 409-422
Persistent link: https://www.econbiz.de/10001251497
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8
Capital budgeting for interrelated projects : a real options approach
Childs, Paul D.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
3
,
pp. 305-334
Persistent link: https://www.econbiz.de/10001251501
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9
Investment under uncertainty : the case of replacement investment decisions
Mauer, David C.
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
4
,
pp. 581-605
Persistent link: https://www.econbiz.de/10001218094
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10
Numerical valuation of high dimensional multivariate American securities
Barraquand, Jérôme
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
3
,
pp. 383-405
Persistent link: https://www.econbiz.de/10001218101
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