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~isPartOf:"Journal of mathematical finance"
~subject:"Börsenkurs"
~subject:"Option pricing theory"
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Börsenkurs
Option pricing theory
Optionspreistheorie
107
Volatility
71
Volatilität
71
Stochastic process
57
Stochastischer Prozess
57
Derivat
31
Derivative
31
Option trading
27
Optionsgeschäft
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Ezepue, Patrick Oseloka
3
Fadugba, Sunday Emmanuel
3
Mataramvura, Sure
3
Ngare, Philip
3
Nwozo, Chuma Raphael
3
Urama, Thomas Chinwe
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Journal of mathematical finance
International journal of theoretical and applied finance
480
Finance research letters
339
The journal of futures markets
334
Journal of banking & finance
320
Mathematical finance : an international journal of mathematics, statistics and financial theory
261
The journal of computational finance
257
Applied mathematical finance
249
Quantitative finance
229
Finance and stochastics
221
The North American journal of economics and finance : a journal of financial economics studies
217
The journal of derivatives : the official publication of the International Association of Financial Engineers
210
Energy economics
207
International review of financial analysis
203
NBER working paper series
193
Working paper / National Bureau of Economic Research, Inc.
178
International review of economics & finance : IREF
176
Review of derivatives research
173
Applied economics
158
Journal of economic dynamics & control
155
Economic modelling
154
Journal of financial economics
149
Insurance / Mathematics & economics
141
The European journal of finance
140
European journal of operational research : EJOR
135
Journal of empirical finance
134
NBER Working Paper
134
Applied economics letters
132
Journal of econometrics
128
Journal of risk and financial management : JRFM
126
International journal of financial engineering
124
Applied financial economics
123
Risks : open access journal
123
Computational economics
122
Research paper series / Swiss Finance Institute
122
Research in international business and finance
119
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
109
The journal of finance : the journal of the American Finance Association
102
Journal of international financial markets, institutions & money
101
Review of quantitative finance and accounting
98
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ECONIS (ZBW)
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1
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael
;
Fadugba, Sunday Emmanuel
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
Saved in:
2
Intrinsic prices of risk
Le, Truc
- In:
Journal of mathematical finance
4
(
2014
)
5
,
pp. 318-327
Persistent link: https://www.econbiz.de/10011312410
Saved in:
3
Currency derivatives pricing for Markov-modulated Merton jump-diffusion spot forex rate
Sviščuk, Anatolij
;
Tertychnyi, Maksym
;
Hoang, Winsor
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 265-278
Persistent link: https://www.econbiz.de/10011312416
Saved in:
4
Closed-form approximate solutions of window barrier options with term-structure
volatility
and interest rates using the boundary integral method
Hsiao, Yi-long
- In:
Journal of mathematical finance
2
(
2012
)
4
,
pp. 291-302
Persistent link: https://www.econbiz.de/10009725339
Saved in:
5
European option pricing for a stochastic
volatility
Lévy model with stochastic interest rates
Pinkham, Sarisa
;
Pairote Sattayatham
- In:
Journal of mathematical finance
1
(
2011
)
3
,
pp. 98-108
Persistent link: https://www.econbiz.de/10009668518
Saved in:
6
Stochastic
volatility
jump-diffusion model for option pricing
Makate, Nothiya
;
Pairote Sattayatham
- In:
Journal of mathematical finance
1
(
2011
)
3
,
pp. 90-97
Persistent link: https://www.econbiz.de/10009668519
Saved in:
7
Pricing options on foreign currency with a preset exchange rate
Wolf, Avner S.
;
Hessel, Christopher
- In:
Journal of mathematical finance
2
(
2012
)
3
,
pp. 214-224
Persistent link: https://www.econbiz.de/10009711988
Saved in:
8
Option pricing applications of quadratic
volatility
models
Appadoo, Srimantoorao S.
;
Thaaneswaran, Aerambamoorthy
; …
- In:
Journal of mathematical finance
2
(
2012
)
2
,
pp. 159-174
Persistent link: https://www.econbiz.de/10009719263
Saved in:
9
Pricing options in jump diffusion models using Mellin transforms
Frontczak, Robert
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 366-373
Persistent link: https://www.econbiz.de/10010239539
Saved in:
10
Pricing and hedging in stochastic
volatility
regime switching models
Goutte, Stéphane
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 70-80
Persistent link: https://www.econbiz.de/10010240223
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