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Option pricing theory
Stochastischer Prozess
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Cui, Zhenyu
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29
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28
Carr, Peter
26
Nguyen, Duy
23
Fabozzi, Frank J.
22
Elliott, Robert J.
21
Alòs, Elisa
19
Hainaut, Donatien
19
Kim, Young Shin
18
Oosterlee, Cornelis W.
18
Račev, Svetlozar T.
17
Escobar, Marcos
16
Wang, Xingchun
16
Jacobs, Kris
15
Schoutens, Wim
15
Shiraya, Kenichiro
15
Grasselli, Martino
14
Jacquier, Antoine (Jack)
14
Levendorskij, Sergej Z.
14
Lorig, Matthew
14
Siu, Tak Kuen
14
Todorov, Viktor
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Wong, Hoi Ying
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Christoffersen, Peter F.
13
Forde, Martin
13
Fouque, Jean-Pierre
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Grzelak, Lech A.
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Hess, Markus
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Yamada, Toshihiro
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Yamazaki, Akira
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Benth, Fred Espen
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Eberlein, Ernst
12
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Kang, Boda
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Kirkby, J. Lars
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
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Chambre de commerce et d'industrie de Paris
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Queen Mary College / Department of Economics
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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1
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Econometrisch Instituut <Rotterdam>
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Federal Reserve Bank of Chicago
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International Center for Financial Asset Management and Engineering
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Society of Actuaries
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Springer International Publishing
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Swiss Finance Institute
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Taylor and Francis.
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Exeter / Department of Economics
1
Universität Ulm
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International journal of theoretical and applied finance
220
Quantitative finance
111
The journal of computational finance
96
Applied mathematical finance
93
Finance and stochastics
86
Insurance / Mathematics & economics
68
European journal of operational research : EJOR
63
Mathematical finance : an international journal of mathematics, statistics and financial theory
63
International journal of financial engineering
59
The journal of futures markets
54
Computational economics
53
Journal of mathematical finance
52
Review of derivatives research
50
Risks : open access journal
46
Finance research letters
45
Journal of economic dynamics & control
43
Journal of banking & finance
39
The North American journal of economics and finance : a journal of financial economics studies
39
Journal of econometrics
33
The journal of derivatives : the official publication of the International Association of Financial Engineers
31
Annals of finance
28
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
26
Research paper series / Swiss Finance Institute
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SFB 649 discussion paper
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Asia-Pacific financial markets
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Journal of risk and financial management : JRFM
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Energy economics
20
Mathematical finance : an international journal of mathematics, statistics and financial economics
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The European journal of finance
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Mathematics and financial economics
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Economic modelling
18
Journal of financial economics
17
Review of quantitative finance and accounting
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Applied economics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Mathematics of operations research
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Operations research letters
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Swiss Finance Institute Research Paper
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ECONIS (ZBW)
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1
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:
2
Estimating state-price densities with nonparametric regression
Huynh, Kim
;
Kervella, Pierre
;
Zheng, Jun
-
2002
Persistent link: https://www.econbiz.de/10009624851
Saved in:
3
Estimating state-price densities with nonparametric regression
Huynh, Kim
;
Kervalla, Pierre
;
Zheng, Jun
-
2002
Persistent link: https://www.econbiz.de/10001684936
Saved in:
4
Modelling option-implied return distributions: a generalized log-logistic approximation
Hallerbach, Winfried G.
- In:
Current topics in quantitative finance : with 23 tables
,
(pp. 80-92)
.
1999
Persistent link: https://www.econbiz.de/10001442926
Saved in:
5
Estimating state-price densities with nonparametric regression
Huynh, Kim
;
Kervella, Pierre
;
Zheng, Jun
- In:
Applied quantitative finance : theory and computational …
,
(pp. 171-196)
.
2002
Persistent link: https://www.econbiz.de/10001749988
Saved in:
6
Nonparametric filtering of conditional state-price densities
Dalderop, Jeroen
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 295-325
Persistent link: https://www.econbiz.de/10012438391
Saved in:
7
Option implied moments obtained through fuzzy regression
Muzzioli, Silvia
;
Gambarelli, Luca
;
De Baets, Bernard
- In:
Fuzzy optimization and decision making : a journal of …
19
(
2020
)
2
,
pp. 211-238
Persistent link: https://www.econbiz.de/10012225083
Saved in:
8
Simple binomial processes as diffusion approximations in financial models
Nelson, Daniel B.
;
Ramaswamy, Krishna
-
1990
Persistent link: https://www.econbiz.de/10000811122
Saved in:
9
Nonparametric transition-based tests for jump diffusions
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Peng, Heng
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1102-1116
Persistent link: https://www.econbiz.de/10003902802
Saved in:
10
Asymptotic behavior of distribution densities in models with stochastic volatility
Gulisashvili, Archil
;
Stein, Elias M.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
3
,
pp. 447-477
Persistent link: https://www.econbiz.de/10008667060
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