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~isPartOf:"The journal of derivatives : JOD"
~subject:"Incomplete market"
~subject:"Option trading"
~subject:"Stochastic process"
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The journal of derivatives : JOD
International journal of theoretical and applied finance
82
Applied mathematical finance
39
Quantitative finance
29
Review of derivatives research
29
The journal of futures markets
27
Journal of banking & finance
26
International journal of financial engineering
23
European journal of operational research : EJOR
21
Journal of mathematical finance
21
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
Journal of economic dynamics & control
19
Finance and stochastics
16
The North American journal of economics and finance : a journal of financial economics studies
16
Annals of finance
15
Energy economics
15
Finance research letters
15
The journal of computational finance
15
International review of economics & finance : IREF
14
Journal of financial economics
14
Risks : open access journal
12
The European journal of finance
12
Insurance / Mathematics & economics
11
Journal of econometrics
11
Computational economics
10
International review of financial analysis
10
Journal of financial markets
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Mathematics and financial economics
9
Finanzmarkt und Portfolio-Management
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Journal of risk and financial management : JRFM
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Mathematical finance
7
Research paper series / Swiss Finance Institute
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Applied economics
6
Applied economics letters
6
Discussion paper / Tinbergen Institute
6
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1
Pricing discretely monitored barrier options under Markov processes through markov chain approximation
Cui, Zhenyu
;
Taylor, Stephen
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 8-33
Persistent link: https://www.econbiz.de/10012486028
Saved in:
2
Jump, diffusion, and long-term volatility risks with incremental information in VIX assets
Chen, Sonnan
;
Gu, Yuchi
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 60-96
Persistent link: https://www.econbiz.de/10012486031
Saved in:
3
Analytical valuation of exotic double barrier options
Chang, Jui-Jane
;
Pai, Hui-Ming
;
Wu, Ting-Pin
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 97-122
Persistent link: https://www.econbiz.de/10012486032
Saved in:
4
Can the improved CMBO strategies beat the CMBO index?
Liu, Wei-Han
;
Chang, Jow-Ran
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 163-183
Persistent link: https://www.econbiz.de/10012486036
Saved in:
5
Optimal volatility dependent derivatives in the stochastic volatility model
Dyachenko, Artem
;
Rieger, Marc Oliver
- In:
The journal of derivatives : JOD
28
(
2021
)
4
,
pp. 24-44
Persistent link: https://www.econbiz.de/10012612918
Saved in:
6
Bias correction for bond option greeks via jackknife
Zhang, Jinyu
;
Gao, Kang
;
Li, Yong
- In:
The journal of derivatives : JOD
28
(
2021
)
4
,
pp. 45-63
Persistent link: https://www.econbiz.de/10012612919
Saved in:
7
Semi-analytical solutions for barrier and American options written on a time-dependent Ornstein-Uhlenbeck process
Carr, Peter
;
Itkin, Andrey
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10012612941
Saved in:
8
Pricing and hedging options on assets with options on related assets
Madan, Dilip B.
;
Wang, King
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 27-47
Persistent link: https://www.econbiz.de/10012612942
Saved in:
9
An arbitrage-free real-world model for fractional option prices
Fink, Holger Maria
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 95-121
Persistent link: https://www.econbiz.de/10012612945
Saved in:
10
Testing and mapping an empirical exercise boundary for the American put option
Pimbley, Joseph M.
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 139-147
Persistent link: https://www.econbiz.de/10012612947
Saved in:
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