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109
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86
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84
Cui, Zhenyu
82
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81
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73
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72
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66
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64
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53
Jacobs, Kris
51
Barndorff-Nielsen, Ole E.
49
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49
Račev, Svetlozar T.
47
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46
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46
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46
Escudero, Laureano F.
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44
Hull, John
43
Korn, Ralf
43
Asai, Manabu
42
Escobar, Marcos
42
Jarrow, Robert A.
42
Post, Thierry
42
Shephard, Neil G.
41
Bayraktar, Erhan
40
Scaillet, Olivier
40
Schlögl, Erik
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40
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Kwok, Yue-Kuen
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Ekonomiska forskningsinstitutet <Stockholm>
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Springer Fachmedien Wiesbaden
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583
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355
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334
Mathematical finance : an international journal of mathematics, statistics and financial theory
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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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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Discussion paper / Tinbergen Institute
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Finance research letters
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Journal of mathematical finance
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International journal of financial engineering
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International journal of production economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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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Economic modelling
113
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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ECONIS (ZBW)
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USB Cologne (EcoSocSci)
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RePEc
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141
Currency option pricing : mean reversion and multi-scale stochastic volatility
Wong, Hoi Ying
;
Zhao, Jing
- In:
The journal of futures markets
30
(
2010
)
10
,
pp. 938-956
Persistent link: https://www.econbiz.de/10008900932
Saved in:
142
Computation of volatility in stochastic volatility models with high frequency data
Barucci, Emilio
;
Mancino, Maria Elvira
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 767-787
Persistent link: https://www.econbiz.de/10008904328
Saved in:
143
Pricing and hedging barrier options in a hyper-exponential additive model
Jeannin, Marc
;
Pistorius, Martijn
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 657-681
Persistent link: https://www.econbiz.de/10008904332
Saved in:
144
Credit risk and incomplete information : filtering and EM parameter estimation
Fontana, Claudio
;
Runggaldier, Wolfgang J.
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 683-715
Persistent link: https://www.econbiz.de/10008904347
Saved in:
145
Regime-switching recombining tree for option pricing
Liu, Rui Hua
- In:
International journal of theoretical and applied finance
13
(
2010
)
3
,
pp. 479-499
Persistent link: https://www.econbiz.de/10008904355
Saved in:
146
Notes on exact and semi-exact Lévy models for the valuation of CDOs
Eichler, Andreas
;
Leobacher, Gunther
;
Zellinger, Heidrun
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 979-1000
Persistent link: https://www.econbiz.de/10008905093
Saved in:
147
Exact pricing with stochastic volatility and jumps
D'Ippoliti, Fernanda
;
Moretto, Enrico
;
Pasquali, Sara
; …
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 901-929
Persistent link: https://www.econbiz.de/10008905110
Saved in:
148
A hybrid asymptotic expansion scheme : an application to long-term currency options
Takahashi, Akihiko
;
Takehara, Kohta
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1179-1221
Persistent link: https://www.econbiz.de/10008906179
Saved in:
149
Asymptotic analysis for foreign exchange derivatives with stochastic volatility
Cuthbertson, Charles
;
Pavliotis, Grigorios
;
Rafailidis, …
- In:
International journal of theoretical and applied finance
13
(
2010
)
7
,
pp. 1131-1147
Persistent link: https://www.econbiz.de/10008906191
Saved in:
150
Credit risk premia and quadratic BSDEs with a single jump
Ankirchner, Stefan
;
Blanchet-Scalliet, Christophette
; …
- In:
International journal of theoretical and applied finance
13
(
2010
)
7
,
pp. 1103-1129
Persistent link: https://www.econbiz.de/10008906200
Saved in:
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