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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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Option pricing theory
203
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66
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The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
624
International journal of theoretical and applied finance
541
Journal of banking & finance
361
Mathematical finance : an international journal of mathematics, statistics and financial theory
278
Working paper / National Bureau of Economic Research, Inc.
268
The journal of computational finance
265
Applied mathematical finance
263
Finance and stochastics
246
NBER working paper series
234
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Review of derivatives research
194
The journal of finance : the journal of the American Finance Association
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European journal of operational research : EJOR
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Finance research letters
170
Energy economics
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Journal of financial economics
153
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127
The European journal of finance
124
Betriebs-Berater : BB
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International journal of financial engineering
123
Computational economics
119
Journal of financial and quantitative analysis : JFQA
118
Journal of mathematical finance
116
Risks : open access journal
115
The North American journal of economics and finance : a journal of financial economics studies
109
Research paper series / Swiss Finance Institute
105
International review of financial analysis
104
Applied economics
102
International review of economics & finance : IREF
100
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98
Europäische Hochschulschriften / 5
98
Discussion paper / Centre for Economic Policy Research
97
Asia-Pacific financial markets
94
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91
The review of financial studies
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ECONIS (ZBW)
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1
Gas storage valuation using a Monte Carlo method
Boogert, Alexander
;
Jong, Cyriel de
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 81-98
Persistent link: https://www.econbiz.de/10003673367
Saved in:
2
Derivative pricing models with regime switching : a general approach
Edwards, Craig Steven
- In:
The journal of derivatives : the official publication …
13
(
2005
)
1
,
pp. 41-47
Persistent link: https://www.econbiz.de/10003159539
Saved in:
3
Credit spread options valuation under GARCH
Tahani, Nabil
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 27-39
Persistent link: https://www.econbiz.de/10003379106
Saved in:
4
Do lead-lag effects affect derivative pricing?
Korn, Olaf
;
Uhrig-Homburg, Marliese
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 34-51
Persistent link: https://www.econbiz.de/10003611417
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5
Pricing and hedging volatility derivatives
Broadie, Mark
;
Jain, Ashish
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003673338
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6
The bino-trinomial tree : a simple model for efficient and accurate option pricing
Dai, Tian-shyr
;
Lyuu, Yuh-dauh
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003985505
Saved in:
7
Meteorological forecasts and the pricing of temperature futures
Ritter, Matthias
;
Mußhoff, Oliver
;
Odening, Martin
- In:
The journal of derivatives : the official publication …
19
(
2011
)
2
,
pp. 45-60
Persistent link: https://www.econbiz.de/10009413613
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8
Pricing contingent convertibles : a derivatives approach
De Spiegeleer, Jan
;
Schoutens, Wim
- In:
The journal of derivatives : the official publication …
20
(
2012
)
2
,
pp. 27-36
Persistent link: https://www.econbiz.de/10009718109
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9
Counterparty credit risk and American options
Klein, Peter
;
Yang, Jun
- In:
The journal of derivatives : the official publication …
20
(
2013
)
4
,
pp. 7-21
Persistent link: https://www.econbiz.de/10009760552
Saved in:
10
Efficient control variates and strategies for Bermudan swaptions in a LIBOR market model
Jensen, Malene Shin
;
Svenstrup, Mikkel
- In:
The journal of derivatives : the official publication …
12
(
2004
)
4
,
pp. 20-33
Persistent link: https://www.econbiz.de/10003010725
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