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Option pricing theory
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Hull, John
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International journal of theoretical and applied finance
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Applied mathematical finance
65
Quantitative finance
47
Review of derivatives research
46
The journal of computational finance
38
The journal of futures markets
36
European journal of operational research : EJOR
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Finance and stochastics
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Journal of banking & finance
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Journal of mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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International journal of financial engineering
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Journal of economic dynamics & control
24
Energy economics
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Risks : open access journal
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of derivatives : JOD
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Computational economics
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Finance research letters
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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SpringerLink / Bücher
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Insurance / Mathematics & economics
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International review of financial analysis
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Journal of econometrics
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Applied economics letters
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Annals of finance
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International review of economics & finance : IREF
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SFB 649 discussion paper
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Wiley finance series
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Applied economics
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Asia-Pacific financial markets
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Economic modelling
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Lecture notes in economics and mathematical systems : LNEMS
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ECONIS (ZBW)
2,672
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1
Can bailout improve the economic welfare? : a structural derivation of the option price
Ōtaki, Masayuki
- In:
Theoretical economics letters
3
(
2013
)
2
,
pp. 105-107
Persistent link: https://www.econbiz.de/10010239634
Saved in:
2
Incomplete markets and derivative assets
Le Grand, François
;
Ragot, Xavier
- In:
Economic theory : official journal of the Society for …
62
(
2016
)
3
,
pp. 517-545
Persistent link: https://www.econbiz.de/10011529261
Saved in:
3
General equilibrium pricing of CPI derivatives
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of banking & finance
29
(
2005
)
5
,
pp. 1265-1294
Persistent link: https://www.econbiz.de/10002628958
Saved in:
4
The risk and price volatility of stock options in general equilibrium
Drees, Burkhard
- In:
The Scandinavian journal of economics
97
(
1995
)
3
,
pp. 459-467
Persistent link: https://www.econbiz.de/10001187657
Saved in:
5
Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield
Nakajima, Katsushi
- In:
Annals of finance
18
(
2022
)
1
,
pp. 35-80
Persistent link: https://www.econbiz.de/10013194631
Saved in:
6
Financial calculus : an introduction to derivative pricing
Baxter, Martin
-
1996
-
1. publ.
Persistent link: https://www.econbiz.de/10000614304
Saved in:
7
Derivatives algorithms
Hyer, Tom
-
2010
Persistent link: https://www.econbiz.de/10003961445
Saved in:
8
Integer programs for margining option portfolios by option spreads with more than four legs
Matsypura, Dmytro
;
Timkovsky, V. G.
- In:
Computational Management Science : CMS
10
(
2013
)
1
,
pp. 51-76
Persistent link: https://www.econbiz.de/10009713809
Saved in:
9
Upper and lower bounds for convex value functions of derivative contracts
Ben-Ameur, Hatem
;
Frutos, Javier de
;
Fakhfakh, Tarek
; …
- In:
Economic modelling
34
(
2013
),
pp. 69-75
Persistent link: https://www.econbiz.de/10010360612
Saved in:
10
On a class of optimization problems emerging when hedging with short term
futures
contracts
Leobacher, Gunther
- In:
Mathematical methods of operations research
67
(
2008
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10003643609
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