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Option pricing theory
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International Energy Agency
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International journal of theoretical and applied finance
467
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
244
Finance and stochastics
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Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
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Review of derivatives research
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Insurance / Mathematics & economics
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European journal of operational research : EJOR
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Journal of economic dynamics & control
131
Finance research letters
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International journal of financial engineering
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Computational economics
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Journal of mathematical finance
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Risks : open access journal
99
Research paper series / Swiss Finance Institute
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of financial economics
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The European journal of finance
81
Asia-Pacific financial markets
77
Journal of econometrics
69
Energy economics
60
NBER working paper series
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Review of quantitative finance and accounting
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The journal of finance : the journal of the American Finance Association
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SFB 649 discussion paper
54
Annals of finance
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Journal of risk and financial management : JRFM
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The journal of real estate finance and economics
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The review of financial studies
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50
Economic modelling
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International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
14,375
RePEc
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EconStor
1
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1
Pricing of derivatives on mean-reverting assets
Lutz, Björn
-
2010
stochastic
volatility
, jumps in the underlying and the price process and a stochastic target level as well as with deterministic …
Persistent link: https://www.econbiz.de/10003846466
Saved in:
2
Derivatives in financial markets with stochastic
volatility
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, …
-
2000
Persistent link: https://www.econbiz.de/10001464269
Saved in:
3
Time-changed Ornstein-Uhlenbeck processes and their applications in commodity
derivative
models
Li, Lingfei
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 289-330
Persistent link: https://www.econbiz.de/10010357373
Saved in:
4
Pricing and hedging of
derivative
securities
Nielsen, Lars Tyge
-
1999
-
1. publ.
Persistent link: https://www.econbiz.de/10001396069
Saved in:
5
Einführung in die Stochastik der Finanzmärkte
Sandmann, Klaus
-
2001
-
2., verbesserte und erweiterte Auflage
Persistent link: https://www.econbiz.de/10001498159
Saved in:
6
Einführung in die Stochastik der Finanzmärkte : mit 19 Tabellen
Sandmann, Klaus
-
1999
Persistent link: https://www.econbiz.de/10001354860
Saved in:
7
Zeitstetige Modellierung von Preisprozessen auf Finanzmärkten : Zur Interpretation und Notwendigkeit der Usual Conditions
Klößner, Stefan
-
2005
Modifikation der
Theorie
der Stochastischen Integration zeigt der Autor, dass der Zustands-Präferenz-Ansatz in einer Version ohne …
Persistent link: https://www.econbiz.de/10013517354
Saved in:
8
Einführung in die Stochastik der Finanzmärkte
Sandmann, Klaus
-
2010
-
3., vollst. überarb. und erw. Aufl.
Persistent link: https://www.econbiz.de/10003856589
Saved in:
9
Zeitstetige Modellierung von Preisprozessen auf Finanzmärkten : zur Interpretation und Notwendigkeit der Usual Conditions
Klößner, Stefan
-
2005
-
1. Aufl.
Persistent link: https://www.econbiz.de/10002749826
Saved in:
10
Uncertain
volatility
models :
theory
and application
Buff, Robert
-
2002
Persistent link: https://www.econbiz.de/10001647305
Saved in:
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