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Volterra equation for pricing...
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Option pricing theory
170
Optionspreistheorie
170
Option trading
62
Optionsgeschäft
62
Theorie
60
Theory
60
Volatility
52
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52
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Jarrow, Robert A.
4
Ritchken, Peter H.
4
Wang, Xingchun
4
Zhang, Jin E.
4
Escobar, Marcos
3
Guillaume, Florence
3
Schoutens, Wim
3
Bondarenko, Oleg
2
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Chance, Don M.
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Hung, Mao-Wei
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Madan, Dilip B.
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Uhrig-Homburg, Marliese
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Review of derivatives research
The journal of futures markets
572
International journal of theoretical and applied finance
559
European journal of operational research : EJOR
371
Journal of banking & finance
323
Mathematical finance : an international journal of mathematics, statistics and financial theory
294
Finance and stochastics
285
Applied mathematical finance
278
The journal of computational finance
263
Finance research letters
253
Quantitative finance
240
Insurance / Mathematics & economics
233
Journal of economic dynamics & control
231
The journal of derivatives : the official publication of the International Association of Financial Engineers
229
Energy economics
226
IMF Working Papers
190
Journal of econometrics
181
Economic modelling
177
Risks : open access journal
160
Computational economics
158
International review of financial analysis
156
International review of economics & finance : IREF
149
The North American journal of economics and finance : a journal of financial economics studies
147
Applied economics
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Journal of financial economics
145
NBER working paper series
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Discussion paper / Tinbergen Institute
136
Journal of mathematical finance
134
The European journal of finance
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International journal of financial engineering
128
Economics letters
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Research paper series / Swiss Finance Institute
120
Management science : journal of the Institute for Operations Research and the Management Sciences
115
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112
NBER Working Paper
105
The review of financial studies
105
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ECONIS (ZBW)
190
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1
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1
Option pricing and
hedging
under a stochastic volatility Lévy process model
Kim, Young Shin
;
Fabozzi, Frank J.
;
Lin, Zuodong
; …
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10009627431
Saved in:
2
Fourier transformation and the pricing of average-rate derivatives
Ju, Nengjiu
;
Zhong, Rui
- In:
Review of derivatives research
9
(
2006
)
3
,
pp. 187-212
Persistent link: https://www.econbiz.de/10003608138
Saved in:
3
A binomial approximation for two-state Markovian HJM models
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
Review of derivatives research
14
(
2011
)
1
,
pp. 37-65
Persistent link: https://www.econbiz.de/10009272493
Saved in:
4
On Cox processes and credit risky securities
Lando, David
- In:
Review of derivatives research
2
(
1998
)
2/3
,
pp. 99-120
Persistent link: https://www.econbiz.de/10001497926
Saved in:
5
Pricing exotic options in a regime switching economy : a Fourier transform method
Hieber, Peter
- In:
Review of derivatives research
21
(
2018
)
2
,
pp. 231-252
Persistent link: https://www.econbiz.de/10012055739
Saved in:
6
The cross-section of average delta-hedge option returns under stochastic volatility
Ibáñez, Alfredo
- In:
Review of derivatives research
11
(
2008
)
3
,
pp. 205-244
Persistent link: https://www.econbiz.de/10003835031
Saved in:
7
Quadratic
hedging
in affine stochastic volatility models
Kallsen, Jan
;
Vierthauer, Richard
- In:
Review of derivatives research
12
(
2009
)
1
,
pp. 3-27
hedging
strategy and the minimal
hedging
error by applying general structural results and Laplace transform techniques. The …
Persistent link: https://www.econbiz.de/10003851734
Saved in:
8
Calibration and
hedging
under jump diffusion
He, Changhong
;
Kennedy, J. S.
;
Coleman, T. F.
;
Forsyth, …
- In:
Review of derivatives research
9
(
2006
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10003441126
Saved in:
9
Tractable
hedging
with additional hedge instruments
Branger, Nicole
;
Mahayni, Antje
- In:
Review of derivatives research
14
(
2011
)
1
,
pp. 85-114
Persistent link: https://www.econbiz.de/10009272489
Saved in:
10
Adaptive placement method on pricing arithmetic average options
Dai, Tian-shyr
;
Wang, Jr-yan
;
Wei, Hui-shan
- In:
Review of derivatives research
11
(
2008
)
1/2
,
pp. 83-118
Persistent link: https://www.econbiz.de/10003829559
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