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Option pricing theory
254
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The journal of computational finance
Journal of banking & finance
758
MPRA Paper
743
NBER working paper series
743
Finance research letters
715
Working paper / National Bureau of Economic Research, Inc.
611
International review of financial analysis
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Economics Papers from University Paris Dauphine
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Efficient valuation of equity-indexed annuities under Lévy processes using Fourier cosine series
Deng, Geng
;
Dulaney, Tim
;
McCann, Craig
;
Yan, Mike
- In:
The journal of computational finance
21
(
2017/2018
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011848304
Saved in:
2
Pricing the correlation skew with normal mean-variance mixture copulas
Luján Fernández, Ignacio
- In:
The journal of computational finance
26
(
2022
)
2
,
pp. 83-99
Persistent link: https://www.econbiz.de/10013549659
Saved in:
3
A tree-based method to price American options in the Heston model
Vellekoop, Michel
;
Nieuwenhuis, J. H.
- In:
The journal of computational finance
13
(
2009/10
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10003969727
Saved in:
4
Saddlepoint methods for option pricing
Carr, Peter
;
Madan, Dilip B.
- In:
The journal of computational finance
13
(
2009/10
)
1
,
pp. 49-61
Persistent link: https://www.econbiz.de/10003969743
Saved in:
5
Pricing and hedging gap risk
Tankov, Peter
- In:
The journal of computational finance
13
(
2009/10
)
3
,
pp. 33-59
Persistent link: https://www.econbiz.de/10003971913
Saved in:
6
A high-order front-tracking finite difference method for pricing American options under jump-diffusion models
Toivanen, Jari
- In:
The journal of computational finance
13
(
2009/10
)
3
,
pp. 61-79
Persistent link: https://www.econbiz.de/10003971914
Saved in:
7
Latin hypercube sampling with dependence and applications in finance
Packham, Natalie
;
Schmidt, Wolfgang M.
- In:
The journal of computational finance
13
(
2009/10
)
3
,
pp. 81-111
Persistent link: https://www.econbiz.de/10003971915
Saved in:
8
Special issue: Numerical methods for finance
Edelman, David
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10003971918
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9
Calibration of local volatility using the local and implied instantaneous variance
Turinici, Gabriel
- In:
The journal of computational finance
13
(
2009/2010
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10003949859
Saved in:
10
Linking caplets and swaptions prices in the LMM-SABR model
Rebonato, Riccardo
;
White, Richard
- In:
The journal of computational finance
13
(
2009/10
)
2
,
pp. 19-45
Persistent link: https://www.econbiz.de/10003949865
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