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~subject:"Option pricing theory"
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Option pricing theory
Stochastic process
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Gao, Min
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Journal of mathematical finance
International journal of theoretical and applied finance
208
Quantitative finance
103
Applied mathematical finance
88
The journal of computational finance
87
Finance and stochastics
80
Insurance / Mathematics & economics
66
Mathematical finance : an international journal of mathematics, statistics and financial theory
62
European journal of operational research : EJOR
58
International journal of financial engineering
55
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48
Risks : open access journal
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40
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Journal of risk and financial management : JRFM
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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The European journal of finance
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Operations research letters
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Review of quantitative finance and accounting
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SFB 649 discussion paper
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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
On asymptotic behaviors of exponential hedging in the basis-risk model
Takino, Kazuhiro
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 212-231
Persistent link: https://www.econbiz.de/10011399011
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
A contingent claim approach to bank valuation
Owoloko, Enahoro Alfred
;
Omoregbe, Nicholas Amienwan
; …
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 234-244
Persistent link: https://www.econbiz.de/10011312423
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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
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:
8
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:
9
An empirical study of option prices under the hybrid Brownian motion model
Iwaki, Hideki
;
Luo, Lei
- In:
Journal of mathematical finance
3
(
2013
)
2
,
pp. 329-334
Persistent link: https://www.econbiz.de/10010239548
Saved in:
10
Weather derivatives with applications to Canadian data
Sviščuk, Anatolij
;
Cui, Kaijie
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 81-95
Persistent link: https://www.econbiz.de/10010240221
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