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17,727
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Theory
17,219
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16,873
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14,849
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14,388
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8,536
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8,326
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6,572
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6,455
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3,151
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3,074
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3,067
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3,041
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2,973
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2,953
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2,758
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2,705
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2,678
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2,606
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2,600
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2,423
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2,406
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2,073
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2,014
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2,009
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1,979
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1,907
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1,889
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1,792
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1,784
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1,739
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1,669
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1,590
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1,575
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1,563
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1,545
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1,498
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1,492
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1,325
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9,380
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28
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8
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19,623
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6,541
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6,320
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1,409
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835
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McAleer, Michael
130
Härdle, Wolfgang
123
Fabozzi, Frank J.
120
Phillips, Peter C. B.
119
Madan, Dilip B.
115
Koopman, Siem Jan
87
Sudhölter, Peter
87
Cui, Zhenyu
84
Chiarella, Carl
82
Platen, Eckhard
77
Račev, Svetlozar T.
77
Takahashi, Akihiko
73
Benth, Fred Espen
70
Linton, Oliver
70
Grabisch, Michel
68
Carr, Peter
66
Joshi, Mark S.
66
Schoutens, Wim
63
Scaillet, Olivier
62
Elliott, Robert J.
61
Jacobs, Kris
56
Lucas, André
56
Talman, Dolf
55
Tijs, Stef
55
Barndorff-Nielsen, Ole E.
54
Dijk, Herman K. van
54
Ravazzolo, Francesco
54
Stentoft, Lars
54
Borm, Peter
53
Rafels, Carles
51
Ferrari, Giorgio
50
Todorov, Viktor
50
Yu, Jun
50
Sethi, Suresh
49
Laan, Gerard van der
48
Siu, Tak Kuen
47
Kim, Young Shin
46
Dimitrov, Dinko
45
Escudero, Laureano F.
45
Gao, Jiti
45
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National Bureau of Economic Research
176
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
90
International Monetary Fund (IMF)
56
Tilburg University, Center for Economic Research
44
Centre for Analytical Finance <Århus>
42
HAL
39
Center for Economic Research <Tilburg>
32
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
26
Facultat d'Economia i Empresa, Universitat de Barcelona
24
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
20
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
19
EconWPA
17
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
15
Ekonomiska forskningsinstitutet <Stockholm>
14
Institut für Schweizerisches Bankwesen <Zürich>
14
Tinbergen Instituut
14
Barcelona Graduate School of Economics (Barcelona GSE)
13
Springer Fachmedien Wiesbaden
13
Chambre de commerce et d'industrie de Paris
12
Econometrisch Instituut <Rotterdam>
11
Svenska Handelshögskolan <Helsinki>
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Fondazione ENI Enrico Mattei (FEEM)
10
Cowles Foundation for Research in Economics, Yale University
9
Department of Economics, University of Pennsylvania
9
Deutsche Forschungsgemeinschaft
9
Erasmus Research Institute of Management
9
Tinbergen Institute
9
European University Institute / Department of Economics
8
Københavns Universitet / Økonomisk Institut
8
Universitat Pompeu Fabra / Departament d'Economia i Empresa
8
Department of Economics, Oxford University
7
Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld
7
Közgazdaság-tudományi Intézet, Közgazdaság- és Regionális Tudományi Kutatóközpont
7
Queen Mary College / Department of Economics
7
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
7
Université Paris-Dauphine (Paris IX)
7
Verlag Dr. Kovač
7
Weierstraß-Institut für Angewandte Analysis und Stochastik
7
Bonn Graduate School of Economics
6
Brown University / Department of Economics
6
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European journal of operational research : EJOR
817
International journal of theoretical and applied finance
617
Insurance / Mathematics & economics
535
Journal of econometrics
433
Finance and stochastics
346
Mathematical finance : an international journal of mathematics, statistics and financial theory
316
Journal of banking & finance
294
The journal of futures markets
293
Discussion paper / Tinbergen Institute
288
Quantitative finance
285
Applied mathematical finance
283
The journal of computational finance
276
Journal of economic dynamics & control
257
Economics letters
252
Risks : open access journal
246
Operations research letters
235
The journal of derivatives : the official publication of the International Association of Financial Engineers
224
Finance research letters
208
Operations research
208
Computational economics
204
Computers & operations research : and their applications to problems of world concern ; an international journal
198
International journal of production research
196
Mathematics of operations research
190
Review of derivatives research
184
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
182
Working paper
168
Journal of mathematical finance
165
Journal of economic theory
161
Journal of mathematical economics
159
NBER working paper series
159
Economic modelling
156
Management science : journal of the Institute for Operations Research and the Management Sciences
156
Energy economics
151
International journal of production economics
148
International journal of financial engineering
147
Research paper series / Swiss Finance Institute
147
Discussion paper / Center for Economic Research, Tilburg University
146
Econometric reviews
143
International journal of game theory : official journal of the Game Theory Society
140
Working paper / National Bureau of Economic Research, Inc.
138
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ECONIS (ZBW)
37,626
RePEc
907
EconStor
772
USB Cologne (EcoSocSci)
290
USB Cologne (business full texts)
69
BASE
14
Other ZBW resources
14
OLC EcoSci
12
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Showing
1
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39,704
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date (oldest first)
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
Simple binomial processes as diffusion approximations in financial models
Nelson, Daniel B.
;
Ramaswamy, Krishna
-
1990
Persistent link: https://www.econbiz.de/10000811122
Saved in:
3
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:
4
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
Saved in:
5
Probability distribution and option pricing for drawdown in a stochastic volatility environment
Yamamoto, Kyo
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 335-354
Persistent link: https://www.econbiz.de/10008860388
Saved in:
6
Option pricing for jump diffussion model with random volatility
Thavaneswaran, A.
;
Singh, Jagbir
- In:
Journal of risk finance : the convergence of financial …
11
(
2010
)
5
,
pp. 496-507
Persistent link: https://www.econbiz.de/10008778699
Saved in:
7
Time-varying jump intensities and fat tail dynamics : evidence from S&P500 returns and options
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
-
2010
Persistent link: https://www.econbiz.de/10009161203
Saved in:
8
Option pricing for symmetric Lévy returns with applications
Hamza, Kais
;
Klebaner, Fima C.
;
Landsman, Zinoviy
;
Tan, …
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 27-52
Persistent link: https://www.econbiz.de/10010511553
Saved in:
9
Bayesian estimation of asymmetric jump-diffusion processes
Frame, Samuel J.
;
Ramezani, Cyrus A.
- In:
Annals of financial economics
9
(
2014
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010512597
Saved in:
10
The optimal hedge ratio in option pricing : the case of exponentially truncated Lévy stable distribution
Busca, Gigel
;
Haven, Emmanuel E.
;
Jovanovic, Franck
; …
- In:
Theoretical economics letters
4
(
2014
)
9
,
pp. 760-766
Persistent link: https://www.econbiz.de/10010531252
Saved in:
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