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~isPartOf:"Review of quantitative finance and accounting"
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Review of quantitative finance and accounting
The journal of futures markets
195
International journal of theoretical and applied finance
115
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
87
Review of derivatives research
74
Finance research letters
64
The journal of computational finance
63
Quantitative finance
61
Applied mathematical finance
57
Mathematical finance : an international journal of mathematics, statistics and financial theory
51
Journal of economic dynamics & control
47
Finance and stochastics
44
Journal of financial economics
42
The North American journal of economics and finance : a journal of financial economics studies
42
International review of economics & finance : IREF
35
Journal of financial markets
35
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32
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International journal of financial engineering
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30
Working paper / National Bureau of Economic Research, Inc.
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28
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International review of financial analysis
27
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26
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24
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Wiley trading series
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19
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1
Using Richardson extrapolation techniques to price American options with alternative stochastic processes
Chang, Chuang-chang
;
Lin, Jun-biao
;
Tsai, Wei-che
; …
- In:
Review of quantitative finance and accounting
39
(
2012
)
3
,
pp. 383-406
Persistent link: https://www.econbiz.de/10009673702
Saved in:
2
Density estimation through quasi-analytic Monte-Carlo simulation : options arbitrage with transactions costs
Chidambaran, Nemmara
- In:
Review of quantitative finance and accounting
28
(
2007
)
1
,
pp. 101-122
Persistent link: https://www.econbiz.de/10003410833
Saved in:
3
An adjusted binomial model for pricing Asian options
Costabile, Massimo
;
Massabó, Ivar
;
Russo, Emilio
- In:
Review of quantitative finance and accounting
27
(
2006
)
3
,
pp. 285-296
Persistent link: https://www.econbiz.de/10003374247
Saved in:
4
The dynamics in the spot, futures, and call options with basis asymmetries : an intraday analysis in a generalized multivariate GARCH-M MSKST framework
Wang, Kai-li
;
Chen, Mei-ling
- In:
Review of quantitative finance and accounting
29
(
2007
)
4
,
pp. 371-394
Persistent link: https://www.econbiz.de/10003600297
Saved in:
5
Value creation with Dye's disclosure option : optimal risk-shielding with an upper tailed disclosure strategy
Ostaszewski, Adam J.
;
Gietzmann, Miles B.
- In:
Review of quantitative finance and accounting
31
(
2008
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10003711402
Saved in:
6
Non-parametric method for European option bounds
Lin, Hsuan-chu
;
Chen, Ren-Raw
;
Palmon, Oded
- In:
Review of quantitative finance and accounting
38
(
2012
)
1
,
pp. 109-129
Persistent link: https://www.econbiz.de/10009507969
Saved in:
7
A jump diffusion model for VIX volatility options and futures
Psychoyios, Dimitris
;
Dotsis, George
;
Markellos, Raphaēl N.
- In:
Review of quantitative finance and accounting
35
(
2010
)
3
,
pp. 245-269
Persistent link: https://www.econbiz.de/10009260276
Saved in:
8
Some characteristics of an equity security next-year impairment
Azzaz, Julien
;
Loisel, Stéphane
;
Thérond, Pierre-E.
- In:
Review of quantitative finance and accounting
45
(
2015
)
1
,
pp. 111-135
Persistent link: https://www.econbiz.de/10011333134
Saved in:
9
Growth options, option exercise and firms' systematic risk
Koussis, Nicos
;
Makrominas, Michalis
- In:
Review of quantitative finance and accounting
44
(
2015
)
2
,
pp. 243-267
Persistent link: https://www.econbiz.de/10011327631
Saved in:
10
Interest tax shields : a barrier options approach
Couch, Robert B.
;
Dothan, Michael U.
;
Wu, Wei
- In:
Review of quantitative finance and accounting
39
(
2012
)
1
,
pp. 123-146
Persistent link: https://www.econbiz.de/10009629103
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