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436
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235
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161
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149
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134
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133
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131
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125
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120
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114
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109
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106
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105
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104
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103
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102
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100
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96
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94
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92
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91
Floros, Christos
91
Lux, Thomas
91
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91
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88
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85
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84
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84
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84
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84
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83
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82
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721
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362
Journal of empirical finance
357
Quantitative finance
352
Research in international business and finance
352
Journal of financial economics
350
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336
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323
Discussion paper / Tinbergen Institute
312
The journal of derivatives : the official publication of the International Association of Financial Engineers
301
The European journal of finance
297
The journal of computational finance
294
Journal of risk and financial management : JRFM
289
Risks : open access journal
285
The review of financial studies
276
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269
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
267
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ECONIS (ZBW)
87,531
RePEc
4,336
EconStor
2,010
USB Cologne (EcoSocSci)
875
Other ZBW resources
759
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249
BASE
182
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49
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28
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Showing
1
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10
of
96,019
Sort
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date (newest first)
date (oldest first)
1
Pricing American options with jumps in asset and
volatility
Taruvinga, Blessing
;
Kang, Boda
;
Nikitopoulos, …
-
2019
-
Updated January 2019
Persistent link: https://www.econbiz.de/10013255767
Saved in:
2
A note on options and bubbles under the CEV model : implications for pricing and
hedging
Dias, José Carlos
;
Nunes, Joaõ Pedro Vidal
;
Cruz, Aricson
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 249-272
Persistent link: https://www.econbiz.de/10012303226
Saved in:
3
Pricing and
hedging
of lookback options in hyper-exponential jump diffusion models
Hofer, Markus
;
Mayer, Philipp
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 489-511
Persistent link: https://www.econbiz.de/10010235585
Saved in:
4
KrigHedge : Gaussian process surrogates for Delta
hedging
Ludkovski, Mike
;
Saporito, Yuri
- In:
Applied mathematical finance
28
(
2021
)
4
,
pp. 330-360
Persistent link: https://www.econbiz.de/10013411700
Saved in:
5
The forward smile in local-stochastic
volatility
models
Mazzon, Andrea
;
Pascucci, Andrea
- In:
The journal of computational finance
20
(
2016/2017
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011689675
Saved in:
6
A general closed-form spread option pricing formula
Caldana, Ruggero
;
Fusai, Gianluca
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4893-4906
Persistent link: https://www.econbiz.de/10010342187
Saved in:
7
Volatility
smiles when information is lagged in prices
Marcato, Gianluca
;
Sebehela, Tumellano
;
Campani, Carlos …
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 151-165
Persistent link: https://www.econbiz.de/10012036614
Saved in:
8
Computation of
Greeks
using binomial trees in a jump-diffusion model
Suda, Shintaro
;
Muroi, Yoshifumi
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 93-110
Persistent link: https://www.econbiz.de/10011474273
Saved in:
9
Analysis of Markov chain approximation for Asian options and occupation-time derivatives :
Greeks
and convergence rates
Yang, Wensheng
;
Ma, Jingtang
;
Cui, Zhenyu
- In:
Mathematical methods of operations research : ZOR
93
(
2021
)
2
,
pp. 359-412
Persistent link: https://www.econbiz.de/10012548535
Saved in:
10
A verification model to capture option risk and
hedging
based on a modified underlying beta
Shen, Chuan-He
;
Liu, Yang
- In:
The journal of risk model validation
15
(
2021
)
1
,
pp. 49-68
Persistent link: https://www.econbiz.de/10014540158
Saved in:
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