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Option pricing theory
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Journal of mathematical finance
The journal of futures markets
202
International journal of theoretical and applied finance
148
Journal of banking & finance
100
The journal of derivatives : the official publication of the International Association of Financial Engineers
87
Review of derivatives research
85
Quantitative finance
84
Finance research letters
72
The journal of computational finance
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Applied mathematical finance
63
Post-Print / HAL
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Mathematical finance : an international journal of mathematics, statistics and financial theory
55
Finance and stochastics
52
Journal of economic dynamics & control
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The North American journal of economics and finance : a journal of financial economics studies
49
Finance and Stochastics
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International Journal of Theoretical and Applied Finance (IJTAF)
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European journal of operational research : EJOR
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International journal of financial engineering
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Journal of financial economics
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Physica A: Statistical Mechanics and its Applications
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Risks : open access journal
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International review of economics & finance : IREF
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Journal of financial markets
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Research paper series / Swiss Finance Institute
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Applied Mathematical Finance
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Economics Papers from University Paris Dauphine
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Finance
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MPRA Paper
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Journal of financial and quantitative analysis : JFQA
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Review of Derivatives Research
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Review of quantitative finance and accounting
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Management Science
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International review of financial analysis
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The review of financial studies
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Working paper / National Bureau of Economic Research, Inc.
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Journal of risk and financial management : JRFM
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1
Application of fast N-body algorithm to option pricing under CGMY model
Sakuma, Takayuki
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 308-318
Persistent link: https://www.econbiz.de/10011673900
Saved in:
2
A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic volatility, stochastic interest rate, and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
Saved in:
3
Alternative financing instruments for African economies
Mpapalika, Jane
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 42-57
Persistent link: https://www.econbiz.de/10012545307
Saved in:
4
Variance reduction techniques of importance sampling Monte Carlo methods for pricing options
Zhao, Qiang
;
Liu, Guo
;
Gu, Guiding
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 431-436
Persistent link: https://www.econbiz.de/10010239518
Saved in:
5
Generalized option betas
Husmann, Sven
;
Todorova, Neda
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010239545
Saved in:
6
Some explicitly solvable SABR and multiscale SABR models : option pricing and calibration
Fatone, Lorella
;
Mariani, Francesca
;
Recchioni, Maria …
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 10-32
Persistent link: https://www.econbiz.de/10010240231
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7
The role of collateral in credit markets
Atta-Mensah, Joseph
- In:
Journal of mathematical finance
5
(
2015
)
4
,
pp. 315-327
Persistent link: https://www.econbiz.de/10011438563
Saved in:
8
A linear regression approach for determining explicit expressions for option prices for equity option pricing models with dependent volatility and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 303-323
Persistent link: https://www.econbiz.de/10011544516
Saved in:
9
An approach of price process, risk measures and European option pricing taking into account the rating
Tadmon, Calvin
;
Njike-Tchaptchet, Eric Rostand
- In:
Journal of mathematical finance
10
(
2020
)
2
,
pp. 306-333
Persistent link: https://www.econbiz.de/10012545718
Saved in:
10
A comparison study of ADI and LOD methods on option pricing models
Bagheri, Neda
;
Haghighi, Hassan Karnameh
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 275-290
Persistent link: https://www.econbiz.de/10011673885
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