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~isPartOf:"Journal of mathematical finance"
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Option valuation, optimization...
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Volatility
Option pricing theory
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Journal of mathematical finance
Energy economics
201
International journal of theoretical and applied finance
169
The journal of futures markets
139
Finance research letters
134
Quantitative finance
125
Journal of banking & finance
120
International review of financial analysis
82
Applied mathematical finance
81
The North American journal of economics and finance : a journal of financial economics studies
76
International review of economics & finance : IREF
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
68
The journal of computational finance
66
Economic modelling
63
Journal of econometrics
59
Applied economics
58
Journal of empirical finance
54
European journal of operational research : EJOR
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Journal of financial economics
52
Computational economics
51
International journal of financial engineering
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Review of derivatives research
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Journal of economic dynamics & control
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Risks : open access journal
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Research paper series / Swiss Finance Institute
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Finance and stochastics
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Journal of risk and financial management : JRFM
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The journal of derivatives : the official publication of the International Association of Financial Engineers
41
The European journal of finance
40
Research in international business and finance
38
Review of quantitative finance and accounting
37
NBER working paper series
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Applied economics letters
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Journal of international financial markets, institutions & money
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Insurance / Mathematics & economics
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Annals of finance
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Swiss Finance Institute Research Paper
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Working paper / National Bureau of Economic Research, Inc.
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International Journal of Energy Economics and Policy : IJEEP
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1
VaR-optimal risk management in regime-switching jump-diffusion models
Ramponi, Alessandro
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 103-109
Persistent link: https://www.econbiz.de/10010240819
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2
Optimal investment strategy for defined contribution pension scheme under the Heston volatility model
Okonkwo, Chidi U.
;
Osu, Bright O.
;
Ihedioha, Silas A.
; …
- In:
Journal of mathematical finance
8
(
2018
)
4
,
pp. 613-622
Persistent link: https://www.econbiz.de/10012016220
Saved in:
3
Option portfolio management in a risk-neutral world
Golembiovsky, Dmitry Jurievich
;
Abramov, Anatoly Markovich
- In:
Journal of mathematical finance
8
(
2018
)
4
,
pp. 710-733
Persistent link: https://www.econbiz.de/10012016559
Saved in:
4
Portfolio selection in mean-minimum return level-expected bounded first passage time framework
Kutalia, Tsotne
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 229-238
Persistent link: https://www.econbiz.de/10012210157
Saved in:
5
Optimal portfolio choice in a jump-diffusion model with self-exciting
Bian, Baojun
;
Chen, Xinfu
;
Zeng, Xudong
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 345-367
Persistent link: https://www.econbiz.de/10012210282
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6
Dynamic conditional correlation between electricity, energy (commodity) and financial markets during the financial crisis in Greece
Papaioannou, Panagiotis G.
;
Papaioannou, George P.
; …
- In:
Journal of mathematical finance
7
(
2017
)
4
,
pp. 990-1033
Persistent link: https://www.econbiz.de/10011860252
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7
A co-integration analysis of the interdependencies between crude oil and distillate fuel prices
Aduda, Jane
;
Weke, Patrick
;
Ngare, Philip
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 478-496
Persistent link: https://www.econbiz.de/10011875349
Saved in:
8
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:
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
Saved in:
10
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
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