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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Option pricing theory
255
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255
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228
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99
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99
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75
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Madan, Dilip B.
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Rogers, Leonard C. G.
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Dai, Min
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Energy economics
735
Finance research letters
733
Journal of banking & finance
597
International journal of theoretical and applied finance
593
The journal of futures markets
581
NBER working paper series
575
Journal of econometrics
553
Working paper / National Bureau of Economic Research, Inc.
550
International review of financial analysis
500
Applied economics
497
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493
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International review of economics & finance : IREF
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Economics letters
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The North American journal of economics and finance : a journal of financial economics studies
402
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350
Journal of empirical finance
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Research in international business and finance
314
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Discussion paper / Centre for Economic Policy Research
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Journal of international financial markets, institutions & money
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Journal of economic dynamics & control
277
The journal of computational finance
273
The European journal of finance
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Journal of international money and finance
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Finance and stochastics
264
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
261
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
256
International journal of forecasting
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Journal of financial economics
243
Risks : open access journal
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ECONIS (ZBW)
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1
Asymptotic behavior of distribution densities in models with stochastic
volatility
Gulisashvili, Archil
;
Stein, Elias M.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
3
,
pp. 447-477
Persistent link: https://www.econbiz.de/10008667060
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2
Series expansion of the SABR joint density
Wu, Qi
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 310-345
Persistent link: https://www.econbiz.de/10009613197
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3
A note on hedging in ARCH and stochastic
volatility
option pricing models
Garcia, René
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 153-161
Persistent link: https://www.econbiz.de/10001242838
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4
Approximating GARCH-Jump models, jump-diffusion processes, and option pricing
Duan, Jin-Chuan
;
Ritchken, Peter H.
;
Sun, Zhiqiang
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 21-52
Persistent link: https://www.econbiz.de/10003336780
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5
Option pricing in arch-type models
Kallsen, Jan
- In:
Mathematical finance : an international journal of …
8
(
1998
)
1
,
pp. 13-26
Persistent link: https://www.econbiz.de/10001240800
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6
Optimal static-dynamic hedges for barrier options
Ilhan, Aytaç
;
Sircar, Kaushik Ronnie
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 359-385
Persistent link: https://www.econbiz.de/10003326016
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7
Hedging with energy
Corielli, Francesco
- In:
Mathematical finance : an international journal of …
16
(
2006
)
3
,
pp. 495-517
Persistent link: https://www.econbiz.de/10003338687
Saved in:
8
Credit spreads, optimal capital structure, and implied
volatility
with endogenous default and jump risk
Chen, Nan
;
Kou, Steven
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 343-378
Persistent link: https://www.econbiz.de/10003882482
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9
Minimum guaranteed payments and costly cancellation rights : a stopping game perspective
Alvarez, Luis H. R.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 733-751
Persistent link: https://www.econbiz.de/10008667600
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10
Complex logarithms in Heston-like models
Lord, Roger
;
Kahl, Christian
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 671-694
Persistent link: https://www.econbiz.de/10008667627
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