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Option pricing theory
196
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196
Volatility
108
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108
Stochastic process
102
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102
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56
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Bayer, Christian
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2
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2
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Quantitative finance
International journal of theoretical and applied finance
510
The journal of futures markets
398
Journal of banking & finance
366
The journal of derivatives : the official publication of the International Association of Financial Engineers
270
Mathematical finance : an international journal of mathematics, statistics and financial theory
267
The journal of computational finance
259
Applied mathematical finance
246
Finance and stochastics
236
Finance research letters
215
Review of derivatives research
186
Journal of financial economics
183
International review of financial analysis
158
Review of quantitative finance and accounting
155
Journal of economic dynamics & control
153
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151
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145
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144
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139
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139
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138
The European journal of finance
127
Research paper series / Swiss Finance Institute
125
International journal of financial engineering
122
Computational economics
121
The review of financial studies
119
The accounting review : a publication of the American Accounting Association
117
Management science : journal of the Institute for Operations Research and the Management Sciences
115
Wiley trading series
115
The North American journal of economics and finance : a journal of financial economics studies
112
Journal of mathematical finance
111
SpringerLink / Bücher
108
International review of economics & finance : IREF
106
Risks : open access journal
103
Wiley finance series
102
Review of accounting studies
99
NBER Working Paper
97
Journal of accounting & economics
96
The journal of corporate finance : contracting, governance and organization
96
Applied financial economics
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ECONIS (ZBW)
214
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1
Callable barrier reverse convertible securities
Detemple, Jérôme B.
;
Kitapbayev, Yerkin
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1519-1532
Persistent link: https://www.econbiz.de/10012624152
Saved in:
2
Valuation
model for Chinese convertible bonds with soft call/put provision under the hybrid willow tree
Ma, Changfu
;
Xu, Wei
;
Yuan, George
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2037-2053
Persistent link: https://www.econbiz.de/10012313551
Saved in:
3
Exchange options under clustered jump dynamics
Ma, Yong
;
Pan, Dongtao
;
Wang, Tianyang
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 949-967
Persistent link: https://www.econbiz.de/10012262652
Saved in:
4
A novel state-transition forest : pricing corporate securities with intertemporal exercise policies and corresponding capital structure changes
Liu, Liang-Chih
;
Dai, Tian-Shyr
;
Chang, Hao-Han
;
Zhou, Lei
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2021-2045
Persistent link: https://www.econbiz.de/10013490918
Saved in:
5
Orthogonal expansions for VIX options under affine jump diffusions
Barletta, Andrea
;
Nicolato, Elisa
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 951-967
Persistent link: https://www.econbiz.de/10011911220
Saved in:
6
Calibration to American options : numerical investigation of the de-Americanization method
Burkovska, O.
;
Gass, M.
;
Glau, Kathrin
;
Mahlstedt, M.
; …
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1091-1113
Persistent link: https://www.econbiz.de/10011911523
Saved in:
7
Option prices and stock market momentum : evidence from China
Li, Jianping
;
Yao, Yanzhen
;
Chen, Yibing
;
Lee, Cheng F.
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1517-1529
Persistent link: https://www.econbiz.de/10011913187
Saved in:
8
A new integral equation formulation for American put options
Zhu, Song-Ping
;
He, Xin-Jiang
;
Lu, Xiaoping
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 483-490
Persistent link: https://www.econbiz.de/10011906400
Saved in:
9
Smiles in delta
Mingone, Arianna
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1713-1728
Persistent link: https://www.econbiz.de/10014452438
Saved in:
10
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
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