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Option pricing theory
199
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Quantitative finance
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
560
International journal of theoretical and applied finance
475
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
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228
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Finance research letters
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127
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118
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117
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116
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110
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110
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106
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105
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103
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95
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93
Research paper series / Swiss Finance Institute
93
The North American journal of economics and finance : a journal of financial economics studies
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90
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87
New horizons in environmental economics
86
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85
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Real options under a double exponential jump-diffusion model with regime switching and partial information
Luo, Pengfei
;
Xiong, Jie
;
Yang, Jinqiang
;
Yang, Zhaojun
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 1061-1073
Persistent link: https://www.econbiz.de/10012194743
Saved in:
2
Real options maximizing survival probability under incomplete markets
Jiang, Jinglu
;
Mu, Congming
;
Peng, Juan
;
Yang, Jinqiang
- In:
Quantitative finance
19
(
2019
)
11
,
pp. 1921-1931
Persistent link: https://www.econbiz.de/10012195664
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3
On an irreversible investment problem with two-factor uncertainty
Dammann, Felix
;
Ferrari, Giorgio
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 907-921
Persistent link: https://www.econbiz.de/10013367870
Saved in:
4
Valuing real options with endogenous payoff
Choi, Kyoung Jin
;
Kwak, Minsuk
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2109-2123
Persistent link: https://www.econbiz.de/10013490929
Saved in:
5
Model-free analysis of real option exercise probability and timing
Kang, Sang Baum
;
Létourneau, Pascal
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1531-1544
Persistent link: https://www.econbiz.de/10014419176
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6
The performance of venture capital investments : failure risk, valuation uncertainty & venture characteristics
Pandher, Gurupdesh S.
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 929-943
Persistent link: https://www.econbiz.de/10012515626
Saved in:
7
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
Saved in:
8
Heterogeneous beliefs and optimal ownership in entrepreneurial financing decisions
Tavares-Gärtner, Miguel
;
Pereira, Paulo J.
;
Brandão, …
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1947-1958
Persistent link: https://www.econbiz.de/10012262888
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9
Earnings mean reversion and dynamic optimal capital structure
Agliardi, Elettra
;
Charalambides, Marios
;
Koussis, Nicos
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 993-1015
Persistent link: https://www.econbiz.de/10015050809
Saved in:
10
Forecasting market index volatility using Ross-recovered distributions
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 255-271
Persistent link: https://www.econbiz.de/10013167736
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