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Option pricing theory
107
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Journal of mathematical finance
NBER working paper series
585
International journal of theoretical and applied finance
505
Working paper / National Bureau of Economic Research, Inc.
497
NBER Working Paper
433
IMF Working Papers
386
The journal of futures markets
380
Journal of banking & finance
362
Mathematical finance : an international journal of mathematics, statistics and financial theory
273
Insurance / Mathematics & economics
272
Finance research letters
258
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257
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255
The journal of derivatives : the official publication of the International Association of Financial Engineers
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239
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217
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192
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183
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International journal of financial engineering
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The North American journal of economics and finance : a journal of financial economics studies
111
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111
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110
The European journal of finance
110
Applied economics
109
SpringerLink / Bücher
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ECONIS (ZBW)
116
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Optimal variational portfolios with inflation protection strategy and efficient frontier of expected value of wealth for a defined contributory pension scheme
Okoro, Joshua O.
;
Nkeki, Charles I.
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 476-486
Persistent link: https://www.econbiz.de/10010240789
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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
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3
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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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
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5
The Malliavan derivate and application to pricing and hedging a European exchange options
Mataramvura, Sure
- In:
Journal of mathematical finance
2
(
2012
)
4
,
pp. 280-290
Persistent link: https://www.econbiz.de/10009725340
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6
Adaptive wave models for sophisticated option pricing
Ivancevic, Vladimir G.
- In:
Journal of mathematical finance
1
(
2011
)
3
,
pp. 41-49
Persistent link: https://www.econbiz.de/10009668525
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7
The simulation of European call options' sensitivity based on black-scholes option formula
Cui, Yujie
;
Yu, Baoli
- In:
Journal of mathematical finance
2
(
2012
)
3
,
pp. 264-268
Persistent link: https://www.econbiz.de/10009711970
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8
Pricing of margrabe options for large investors with application to asset-liability management in life insurance
Bølviken, Erik
;
Proske, Frank
;
Rubtsov, Mark
- In:
Journal of mathematical finance
4
(
2014
)
2
,
pp. 113-122
Persistent link: https://www.econbiz.de/10010380906
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9
Optimal investment strategy for kinked utility maximization : covered call option strategy
Yamashita, Miwaka
- In:
Journal of mathematical finance
4
(
2014
)
2
,
pp. 55-74
Persistent link: https://www.econbiz.de/10010380912
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10
Mellin transform method for the valuation of the American power put option with non-dividend and dividend yields
Fadugba, Sunday Emmanuel
;
Nwozo, Chuma Raphael
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 249-272
Persistent link: https://www.econbiz.de/10011438509
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