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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
185
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185
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62
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62
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Carr, Peter
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Mathematical finance : an international journal of mathematics, statistics and financial theory
CESifo Working Paper
833
MPRA Paper
705
CESifo working papers
641
IZA Discussion Papers
597
CESifo Working Paper Series
572
International journal of theoretical and applied finance
469
Comercio exterior : CE
460
Discussion paper series / IZA
457
IZA Discussion Paper
379
Investigación económica : revista de la Faculdad de Economía de la Universidad Nacional Autónoma de México
371
El trimestre económico
341
CEPR Discussion Papers
326
NBER working paper series
317
Working Paper
308
The journal of futures markets
262
Análisis económico
258
The journal of computational finance
254
Policy research working paper : WPS
250
Working paper / National Bureau of Economic Research, Inc.
245
Applied mathematical finance
240
Problemas del desarrollo : revista latinoamericana de economía
222
Journal of banking & finance
221
Finance and stochastics
218
NBER Working Paper
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
204
NBER Working Papers
200
Quantitative finance
196
Working papers
190
Review of derivatives research
170
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
167
Working paper
161
Estudios económicos
145
Discussion paper
144
Insurance / Mathematics & economics
139
The North American journal of economics and finance : a journal of financial economics studies
139
European journal of operational research : EJOR
134
Economía mexicana
131
Journal of economic dynamics & control
131
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
255
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1
The pricing of options with an uncertain interest rate : a discrete-time approach
Sandmann, Klaus
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 201-216
Persistent link: https://www.econbiz.de/10001333344
Saved in:
2
Option pricing for jump diffusions : approximations and their interpretation
Mercurio, Fabio
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 191-200
Persistent link: https://www.econbiz.de/10001333345
Saved in:
3
Convergence of the critical price in the approximation of American options
Lamberton, Damien
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 179-190
Persistent link: https://www.econbiz.de/10001333346
Saved in:
4
Option and futures evaluation with deterministic volatilities
Jamshidian, Farshid
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 149-159
Persistent link: https://www.econbiz.de/10001333348
Saved in:
5
From discrete to continuous financial models : new convergence results for option pricing
Cutland, Nigel
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 101-123
Persistent link: https://www.econbiz.de/10001333351
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6
Bounds on European option prices under stochastic volatility
Frey, Rüdiger
;
Sin, Carlos A.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
2
,
pp. 97-116
Persistent link: https://www.econbiz.de/10001372177
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7
Asymptotically optimal importance sampling and stratification for pricing path-dependent options
Glasserman, Paul
;
Heidelberger, Philip
;
Shahabuddin, Perwez
- In:
Mathematical finance : an international journal of …
9
(
1999
)
2
,
pp. 117-152
Persistent link: https://www.econbiz.de/10001372181
Saved in:
8
Step options
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
9
(
1999
)
1
,
pp. 55-96
Persistent link: https://www.econbiz.de/10001363486
Saved in:
9
An asymptotic analysis of an optimal hedging model for option pricing with transaction costs
Whalley, A. E.
- In:
Mathematical finance : an international journal of …
7
(
1997
)
3
,
pp. 307-324
Persistent link: https://www.econbiz.de/10001224009
Saved in:
10
The valuation of American options on multiple assets
Broadie, Mark
- In:
Mathematical finance : an international journal of …
7
(
1997
)
3
,
pp. 241-286
Persistent link: https://www.econbiz.de/10001224015
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