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~isPartOf:"Journal of mathematical finance"
~subject:"Volatility"
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Volatility
Option pricing theory
107
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107
Stochastic process
48
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48
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35
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30
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Ezepue, Patrick Oseloka
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Journal of mathematical finance
International journal of theoretical and applied finance
156
Quantitative finance
105
Journal of banking & finance
84
The journal of futures markets
80
Applied mathematical finance
74
The journal of computational finance
65
Finance research letters
63
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
Review of derivatives research
50
The North American journal of economics and finance : a journal of financial economics studies
50
International journal of financial engineering
47
European journal of operational research : EJOR
42
Finance and stochastics
40
International review of economics & finance : IREF
40
Computational economics
39
Journal of econometrics
39
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37
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36
The journal of derivatives : the official publication of the International Association of Financial Engineers
36
Risks : open access journal
35
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34
International review of financial analysis
31
NBER working paper series
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Journal of financial economics
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Journal of risk and financial management : JRFM
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Research paper series / Swiss Finance Institute
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Working paper / National Bureau of Economic Research, Inc.
29
Energy economics
28
Research in international business and finance
28
The European journal of finance
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Emerging markets review
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Review of quantitative finance and accounting
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
26
Insurance / Mathematics & economics
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Annals of finance
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Applied financial economics
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IMF working papers
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ECONIS (ZBW)
35
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1
Analysis of cross-correlations in emerging markets using random matrix theory
Urama, Thomas Chinwe
;
Ezepue, Patrick Oseloka
;
Nnanwa, …
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 291-307
Persistent link: https://www.econbiz.de/10011673890
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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