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Optionspreistheorie
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10
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8
Kirkby, J. Lars
7
Li, Lingfei
7
Vilsmeier, Johannes
7
Zhang, Gongqiu
6
Chen, Son-nan
5
Fabozzi, Frank J.
5
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Ma, Jingtang
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5
Gulko, Les
4
Hainaut, Donatien
4
He, Xin-Jiang
4
Liu, Yan
4
Nishide, Katsumasa
4
Remillard, Bruno
4
Shen, Yang
4
Skindilias, Konstantinos
4
Yang, Wensheng
4
Chourdakis, Kyriakos
3
Chourdakis, Kyriakos M.
3
Filipović, Damir
3
Gapeev, Pavel V.
3
Godin, Frédéric
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Goutte, Stéphane
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Gzyl, Henryk
3
Hieber, Peter
3
Jeanblanc, Monique
3
Khaliq, Abdul Q. M.
3
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3
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3
Lo, Chia Chun
3
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International journal of theoretical and applied finance
33
Finance and stochastics
13
Quantitative finance
12
European journal of operational research : EJOR
11
Finance research letters
10
Insurance / Mathematics & economics
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Applied mathematical finance
8
Computational economics
8
The journal of computational finance
8
Annals of finance
7
Asia-Pacific financial markets
7
International journal of financial engineering
7
The journal of futures markets
7
Energy economics
6
Journal of econometrics
6
Journal of economic dynamics & control
6
Review of derivatives research
6
The North American journal of economics and finance : a journal of financial economics studies
6
International journal of theoretical and applied finance : IJTAF
5
Review of quantitative finance and accounting
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Journal of financial and quantitative analysis : JFQA
4
Stevens Institute of Technology School of Business Research Paper
4
The European journal of finance
4
Cogent economics & finance
3
Discussion paper
3
Journal of banking & finance
3
Journal of empirical finance
3
Journal of mathematical finance
3
Journal of risk and financial management : JRFM
3
Operations research
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Working paper / Department of Economics, Queen Mary
3
Advances in econometrics
2
Applying maximum entropy to econometric problems
2
BGPE discussion paper : Bavarian graduate program in economics
2
Central European journal of economic modelling and econometrics
2
Computational Management Science : CMS
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
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2
EconStor
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1
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1
Pricing external barrier options in a regime-switching model
Kim, Jerim
;
Kim, Jeongsim
;
Yoo, Hyun Joo
;
Kim, Bara
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
Saved in:
2
Dynamic optimal capital structure with regime switching
Elliott, Robert J.
;
Shen, Jia
- In:
Annals of finance
11
(
2015
)
2
,
pp. 199-220
Persistent link: https://www.econbiz.de/10011376180
Saved in:
3
Structural pricing of CoCos and deposit insurance with regime switching and jumps
Le Courtois, Olivier
;
Su, Xiaoshan
- In:
Asia Pacific financial markets
27
(
2020
)
4
,
pp. 477-520
Persistent link: https://www.econbiz.de/10012390326
Saved in:
4
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001380392
Saved in:
5
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1998
Persistent link: https://www.econbiz.de/10001355935
Saved in:
6
Option pricing with a levy-type stochastic dynamic model for stock price process under semi-Markovian structural perturbations
Assonken, Patrick
;
Ladde, Gangaram S.
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-72
Persistent link: https://www.econbiz.de/10011419362
Saved in:
7
Pricing and managing risks of European-style options in a Markovian regime-switching binomial model
Fard, Farzad Alavi
;
Siu, Tak Kuen
- In:
Annals of finance
9
(
2013
)
3
,
pp. 421-438
Persistent link: https://www.econbiz.de/10009776434
Saved in:
8
Tempered stable process, first passage time, and path-dependent option pricing
Kim, Young Shin
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 187-215
Persistent link: https://www.econbiz.de/10011993461
Saved in:
9
Asset sales when resale price is uncertain
Gao, Shumei
;
Song, Jihe
;
Luo, Zhengying
- In:
Investment management and financial innovations
11
(
2014
)
4
,
pp. 54-59
Persistent link: https://www.econbiz.de/10010514113
Saved in:
10
A first passage time problem for spectrally positive Lévy processes and its application to a dynamic priority queue
Sarhangian, Vahid
;
Balcıog˜lu, Barış
- In:
Operations research letters
41
(
2013
)
6
,
pp. 659-663
Persistent link: https://www.econbiz.de/10010236055
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