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~isPartOf:"Journal of mathematical finance"
~subject:"Option pricing theory"
~subject:"Portfolio selection"
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Option pricing theory
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Journal of mathematical finance
Research paper series / Swiss Finance Institute
142
Swiss Finance Institute Research Paper
94
NBER working paper series
90
Journal of banking & finance
86
Finance research letters
78
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75
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Pricing a European option in a black-scholes quanto market when stock price is a semimartingale
Offen, E. R.
;
Lungu, E. M.
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 286-303
Persistent link: https://www.econbiz.de/10011438535
Saved in:
2
On local times : application to pricing using bid-ask
Kettler, Paul C.
;
Menoukeu-Pamen, Olivier
;
Proske, Frank
- In:
Journal of mathematical finance
4
(
2014
)
2
,
pp. 84-94
Persistent link: https://www.econbiz.de/10010380910
Saved in:
3
Evaluation of geometric Asian power options under fractional Brownian motion
Mao, Zhijuan
;
Liang, Zhian
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10010422095
Saved in:
4
Statistical
arbitrage
strategy in multi-asset market using time series analysis
Imai, Takahiro
;
Nakagawa, Kei
- In:
Journal of mathematical finance
10
(
2020
)
2
,
pp. 334-344
Persistent link: https://www.econbiz.de/10012545730
Saved in:
5
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:
6
On-line portfolio selection for a currency exchange market
Ren, Panpan
;
Wu, Jianglun
- In:
Journal of mathematical finance
6
(
2016
)
4
,
pp. 471-488
Persistent link: https://www.econbiz.de/10011656883
Saved in:
7
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:
8
Smart beta portfolio optimization
AlMahdi, Saud
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 202-211
Persistent link: https://www.econbiz.de/10011399006
Saved in:
9
Intrinsic prices of risk
Le, Truc
- In:
Journal of mathematical finance
4
(
2014
)
5
,
pp. 318-327
Persistent link: https://www.econbiz.de/10011312410
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10
Equivalent martingale measure in Asian geometric average option pricing
Zhu, Yonggang
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 304-308
Persistent link: https://www.econbiz.de/10011312412
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