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Option pricing theory
170
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62
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57
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51
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Review of derivatives research
The journal of futures markets
566
International journal of theoretical and applied finance
522
Insurance / Mathematics & economics
344
Journal of banking & finance
326
IMF Staff Country Reports
283
Mathematical finance : an international journal of mathematics, statistics and financial theory
283
Applied mathematical finance
268
Finance and stochastics
268
The journal of computational finance
262
Finance research letters
258
NBER working paper series
255
The journal of risk and insurance : the journal of the American Risk and Insurance Association
248
Quantitative finance
239
The journal of derivatives : the official publication of the International Association of Financial Engineers
231
European journal of operational research : EJOR
221
Working paper / National Bureau of Economic Research, Inc.
219
Risks : open access journal
216
Energy economics
207
IMF Working Papers
187
Journal of economic dynamics & control
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NBER Working Paper
166
Journal of financial economics
155
International review of financial analysis
146
The European journal of finance
135
The North American journal of economics and finance : a journal of financial economics studies
133
International journal of financial engineering
132
International review of economics & finance : IREF
128
Research paper series / Swiss Finance Institute
128
Journal of mathematical finance
126
Journal of risk and financial management : JRFM
124
Economic modelling
117
Applied economics
116
The journal of finance : the journal of the American Finance Association
114
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
112
Working paper
108
The review of financial studies
107
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98
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ECONIS (ZBW)
185
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1
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10
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185
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1
The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk
Mahayni, Antje
;
Muck, Matthias
- In:
Review of derivatives research
20
(
2017
)
3
,
pp. 281-308
Persistent link: https://www.econbiz.de/10011936007
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Sub-replication and replenishing premium : efficient pricing of multi-state lookbacks
Wong, Hoi Ying
;
Kwok, Yue-Kuen
- In:
Review of derivatives research
6
(
2003
)
2
,
pp. 83-106
Persistent link: https://www.econbiz.de/10001857529
Saved in:
9
American option valuation under stochastic interest rates
Chung, San-Lin
- In:
Review of derivatives research
3
(
1999
)
3
,
pp. 283-307
Persistent link: https://www.econbiz.de/10001493261
Saved in:
10
Efficient option replication in the presence of transactions costs
Martellini, Lionel
- In:
Review of derivatives research
4
(
2000
)
2
,
pp. 107-131
Persistent link: https://www.econbiz.de/10001566793
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