홈으로 icms논문검색 reference 검색 reference 통계 journal 통계
Title :
Journal :   Volume : Number : Year :
  Search:14 / Total:42181
No 인용횟수 Author Title Journal Volume Number Year
14   2   El Karoui, N.  Peng, S.  Quenez, M. C.    Backward stochastic differential equations in finance   Math. Finance   7   1   1997
13   1   Amin, Kaushik  Khanna, Ajay    Convergence of American option values from discrete- to continuous-time financial models   Math. Finance   4   4   1994
12   2   He, Hua  Keirstead, William P.  Rebholz, Joachim    Double lookbacks   Math. Finance   8   3   1998
11   1   Evans, J. D.  Kuske, R.  Keller, Joseph B.    American options of assets with dividends near expiry   Math. Finance   12   3   2002
10   1   Dai, Min  Kwok, Yue Kuen    Characterization of optimal stopping regions of American Asian and lookback options   Math. Finance   16   1   2006
9   1   Chen, Xinfu  Chadam, John  Jiang, Lishang  Zheng, Weian    Convexity of the exercise boundary of the American put option on a zero dividend asset   Math. Finance   18   1   2008
8   1   Duan, Jin-Chuan   The GARCH option pricing model   Math. Finance   5   1   1995
7   1   Heston, Steve  Zhou, Guofu    On the rate of convergence of discrete-time contingent claims   Math. Finance   10   1   2000
6   1   Schachermayer, W.   Martingale measures for discrete-time processes with infinite horizon   Math. Finance   4   1   1994
5   1   Carr, Peter  Geman, Hélyette  Madan, Dilip B.  Yor, Marc    Stochastic volatility for Lévy processes   Math. Finance   13   3   2003
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