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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Option pricing theory
255
Optionspreistheorie
255
Theorie
198
Theory
198
Stochastic process
63
Stochastischer Prozess
63
Volatility
62
Volatilität
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Carr, Peter
6
Madan, Dilip B.
6
Rogers, Leonard C. G.
6
Linetsky, Vadim
5
Yor, Marc
5
Bender, Christian
4
Elliott, Robert J.
4
Frey, Rüdiger
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Geman, Hélyette
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Hobson, David G.
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Kallsen, Jan
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Kwok, Yue-Kuen
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Schachermayer, Walter
4
Bayraktar, Erhan
3
Bensoussan, Alain
3
Cont, Rama
3
Dai, Min
3
Eberlein, Ernst
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Glasserman, Paul
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Henderson, Vicky
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Sircar, Kaushik Ronnie
3
Teichmann, Josef
3
Touzi, Nizar
3
Biagini, Francesca
2
Bielecki, Tomasz R.
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2
Duffie, Darrell
2
El Karoui, Nicole
2
Figueroa-López, José E.
2
Fukasawa, Masaaki
2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
498
The journal of futures markets
379
Journal of banking & finance
331
The journal of real estate finance and economics
302
NBER working paper series
276
The journal of computational finance
256
Working paper / National Bureau of Economic Research, Inc.
250
The journal of derivatives : the official publication of the International Association of Financial Engineers
245
Applied mathematical finance
244
Finance and stochastics
234
Quantitative finance
203
NBER Working Paper
202
Review of derivatives research
186
Journal of economic dynamics & control
158
European journal of operational research : EJOR
145
Insurance / Mathematics & economics
144
Finance research letters
143
Journal of housing economics
142
The review of financial studies
142
Journal of financial economics
139
International journal of financial engineering
118
Real estate economics : journal of the American Real Estate and Urban Economics Association
117
Computational economics
113
Journal of mathematical finance
108
Research paper series / Swiss Finance Institute
105
Finance and economics discussion series
102
The journal of finance : the journal of the American Finance Association
101
Risks : open access journal
99
The journal of fixed income
96
The North American journal of economics and finance : a journal of financial economics studies
95
The European journal of finance
94
Working paper
93
Discussion paper / Centre for Economic Policy Research
90
Journal of financial and quantitative analysis : JFQA
86
Asia-Pacific financial markets
85
Working papers / Federal Reserve Bank of Philadelphia, Research Department
82
Applied economics
77
International review of economics & finance : IREF
75
Journal of urban economics
75
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ECONIS (ZBW)
268
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1
Solution of the extended CIR term structure and bond option valuation
Maghsoodi, Yoosef
- In:
Mathematical finance : an international journal of …
6
(
1996
)
1
,
pp. 89-109
Persistent link: https://www.econbiz.de/10001201643
Saved in:
2
Pricing of American path-dependent contingent claims
Barraquand, Jérôme
- In:
Mathematical finance : an international journal of …
6
(
1996
)
1
,
pp. 17-51
Persistent link: https://www.econbiz.de/10001201645
Saved in:
3
Dynamic spanning: are options an appropriate instrument?
Bajeux-Besnainou, Isabelle
- In:
Mathematical finance : an international journal of …
6
(
1996
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10001201646
Saved in:
4
Martingale approach to pricing perpetual American options on two stocks
Gerber, Hans U.
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 303-322
Persistent link: https://www.econbiz.de/10001208957
Saved in:
5
A multifactor Gauss Markov implementation of Heath, Jarrow, and Morton
Brace, Alan
- In:
Mathematical finance : an international journal of …
4
(
1994
)
3
,
pp. 259-283
Persistent link: https://www.econbiz.de/10001185092
Saved in:
6
Double lookbacks
He, Hua
- In:
Mathematical finance : an international journal of …
8
(
1998
)
3
,
pp. 201-228
Persistent link: https://www.econbiz.de/10001245922
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7
When does convergence of asset price processes imply convergence of option prices?
Hubalek, Friedrich
- In:
Mathematical finance : an international journal of …
8
(
1998
)
4
,
pp. 385-403
Persistent link: https://www.econbiz.de/10001252755
Saved in:
8
Model-independent no-arbitrage conditions on American put options
Cox, Alexander M. G.
;
Hoeggerl, Christoph
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 431-458
Persistent link: https://www.econbiz.de/10011577173
Saved in:
9
Valuation of barrier options via a general self-duality
Alòs, Elisa
;
Chen, Zhanyu
;
Rheinländer, Thorsten
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 492-515
Persistent link: https://www.econbiz.de/10011583542
Saved in:
10
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
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