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isPartOf:"Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement"
~isPartOf:"Review of derivatives research"
~subject:"Fusion"
~subject:"Hedging"
~subject:"Theory"
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Option pricing theory
187
Optionspreistheorie
187
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58
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58
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49
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Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
Review of derivatives research
Mathematical finance : an international journal of mathematics, statistics and financial theory
192
International journal of theoretical and applied finance
151
Finance and stochastics
122
The journal of derivatives : the official publication of the International Association of Financial Engineers
97
The journal of futures markets
93
Applied mathematical finance
82
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76
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65
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50
The journal of finance : the journal of the American Finance Association
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The journal of real estate finance and economics
39
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37
SFB 649 discussion paper
29
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Journal of financial economics
28
Advances in futures and options research : a research annual
27
Journal of financial and quantitative analysis : JFQA
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27
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26
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25
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The European journal of finance
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SpringerLink / Bücher
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Finance : revue de l'Association Française de Finance
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20
The journal of fixed income
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
Asia-Pacific financial markets
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Mathematical methods of operations research
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Europäische Hochschulschriften / 5
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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Journal of econometrics
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Lecture notes in economics and mathematical systems : LNEMS
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ECONIS (ZBW)
78
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1
Hedging cryptocurrency options
Matic, Jovanka Lili
;
Packham, Natalie
;
Härdle, Wolfgang
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 91-133
Persistent link: https://www.econbiz.de/10014266383
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
Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions
Gerer, Johannes
;
Dorfleitner, Gregor
- In:
Review of derivatives research
21
(
2018
)
2
,
pp. 175-199
Persistent link: https://www.econbiz.de/10012055737
Saved in:
4
Option pricing and hedging under a stochastic volatility Lévy process model
Kim, Young Shin
;
Fabozzi, Frank J.
;
Lin, Zuodong
; …
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10009627431
Saved in:
5
A remark on static hedging of options written on the last exit time
Imamura, Yuri
- In:
Review of derivatives research
14
(
2011
)
3
,
pp. 333-347
Persistent link: https://www.econbiz.de/10009349985
Saved in:
6
Tractable hedging with additional hedge instruments
Branger, Nicole
;
Mahayni, Antje
- In:
Review of derivatives research
14
(
2011
)
1
,
pp. 85-114
Persistent link: https://www.econbiz.de/10009272489
Saved in:
7
A forward started jump-diffusion model and pricing of cliquet style exotics
Drimus, Gabriel
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 125-140
Persistent link: https://www.econbiz.de/10008695496
Saved in:
8
Analytical approximations for the critical stock prices of American options : a performance comparison
Li, Minqiang
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 75-99
Persistent link: https://www.econbiz.de/10008695500
Saved in:
9
Exchange option pricing under stochastic volatility : a correlation expansion
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 45-73
Persistent link: https://www.econbiz.de/10008695501
Saved in:
10
Convenience yields
Jarrow, Robert A.
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 25-43
Persistent link: https://www.econbiz.de/10008695502
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