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84
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73
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66
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64
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63
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61
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53
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51
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49
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47
Todorov, Viktor
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46
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46
Yu, Jun
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Escudero, Laureano F.
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44
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42
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42
Jarrow, Robert A.
42
Post, Thierry
42
Shephard, Neil G.
41
Bayraktar, Erhan
40
Scaillet, Olivier
40
Schlögl, Erik
40
Wystup, Uwe
40
Kwok, Yue-Kuen
39
Belomestny, Denis
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International Monetary Fund
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International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of econometrics
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Journal of banking & finance
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Operations research
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Operations research letters
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Risks : open access journal
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Review of derivatives research
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International journal of production research
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Computational economics
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Finance research letters
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International journal of financial engineering
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International journal of production economics
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125
Research paper series / Swiss Finance Institute
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Energy economics
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Economics letters
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NBER working paper series
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The European journal of finance
106
Asia-Pacific financial markets
102
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100
The North American journal of economics and finance : a journal of financial economics studies
99
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95
Annals of finance
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1
First-order calculus and option pricing
Carr, Peter
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
Saved in:
2
Improving the term structure of interest rates : two-factor models
Gómez-Valle, Lourdes
;
Martínez-Rodríguez, Julia
- In:
International journal of finance & economics : IJFE
15
(
2010
)
3
,
pp. 275-287
Persistent link: https://www.econbiz.de/10008702343
Saved in:
3
Game Russian options for double exponential jump diffusion processes
Suzuki, Atsuo
;
Sawaki, Katsushige
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 47-54
Persistent link: https://www.econbiz.de/10010422891
Saved in:
4
The joint density of two functionals of a Brownian motion
Abadir, Karim Maher
-
1994
Persistent link: https://www.econbiz.de/10000895295
Saved in:
5
Option pricing under incompleteness and stochastic volatility
Hofmann, Norbert
-
1992
Persistent link: https://www.econbiz.de/10000834044
Saved in:
6
Simple binomial processes as diffusion approximations in financial models
Nelson, Daniel B.
;
Ramaswamy, Krishna
-
1990
Persistent link: https://www.econbiz.de/10000811122
Saved in:
7
Pricing foreign currency options with stochastic volatility
Melino, Angelo
;
Turnbull, Stuart M.
-
1988
Persistent link: https://www.econbiz.de/10000772329
Saved in:
8
The pricing of contingent claims written on bonds by simulation of bond price processes : version 2.0
Miltersen, Kristian R.
;
Nielsen, Lars
-
1989
Persistent link: https://www.econbiz.de/10000775498
Saved in:
9
Options with stochastic lives
Jennergren, Lars Peter
;
Näslund, Bertil
-
1991
Persistent link: https://www.econbiz.de/10000826417
Saved in:
10
Option pricing with stochastic bond prices
Solnik, Bruno
;
Henrotte, Philippe
-
1989
Persistent link: https://www.econbiz.de/10000759158
Saved in:
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