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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
Theory
185
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62
Stochastischer Prozess
62
Volatility
60
Volatilität
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Carr, Peter
6
Madan, Dilip B.
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Rogers, Leonard C. G.
6
Hobson, David G.
5
Yor, Marc
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Bender, Christian
4
Elliott, Robert J.
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Geman, Hélyette
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Kallsen, Jan
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Kwok, Yue-Kuen
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Levendorskij, Sergej Z.
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Linetsky, Vadim
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Schachermayer, Walter
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3
Bensoussan, Alain
3
Cont, Rama
3
Dai, Min
3
Eberlein, Ernst
3
Frey, Rüdiger
3
Glasserman, Paul
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Henderson, Vicky
3
Sircar, Kaushik Ronnie
3
Teichmann, Josef
3
Biagini, Francesca
2
Bielecki, Tomasz R.
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Brace, Alan
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Fukasawa, Masaaki
2
Gobet, Emmanuel
2
Gulisashvili, Archil
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
467
The journal of futures markets
264
The journal of computational finance
254
Applied mathematical finance
240
Finance and stochastics
218
Journal of banking & finance
215
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
196
Review of derivatives research
170
European journal of operational research : EJOR
147
Insurance / Mathematics & economics
139
Journal of economic dynamics & control
133
The journal of gambling business and economics
131
Applied economics
125
Finance research letters
123
International journal of financial engineering
116
NBER working paper series
113
Computational economics
107
Journal of mathematical finance
107
Risks : open access journal
99
Working paper / National Bureau of Economic Research, Inc.
97
Journal of financial economics
93
The European journal of finance
91
Research paper series / Swiss Finance Institute
89
Economics letters
87
The North American journal of economics and finance : a journal of financial economics studies
86
NBER Working Paper
85
Asia-Pacific financial markets
77
Applied economics letters
68
Journal of econometrics
66
Management science : journal of the Institute for Operations Research and the Management Sciences
64
Journal of financial and quantitative analysis : JFQA
62
The journal of finance : the journal of the American Finance Association
60
Energy economics
59
Review of quantitative finance and accounting
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Working paper
57
Economic modelling
56
SFB 649 discussion paper
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ECONIS (ZBW)
256
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1
Gambling
in contests with regret
Feng, Han
;
Hobson, David G.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 674-695
Persistent link: https://www.econbiz.de/10011583789
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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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7
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
Saved in:
8
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:
9
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:
10
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
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