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isPartOf:"Finanzmarkt und Portfolio-Management"
subject:"Portfolio-Management"
~isPartOf:"Applied mathematical finance"
~subject:"Aktienoption"
~subject:"Volatility"
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Portfolio-Management
Aktienoption
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Theorie
317
Theory
317
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90
Option pricing theory
68
Optionspreistheorie
68
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53
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Finanzmarkt und Portfolio-Management
Applied mathematical finance
NBER working paper series
399
Working paper / National Bureau of Economic Research, Inc.
347
Journal of banking & finance
339
NBER Working Paper
333
European journal of operational research : EJOR
287
Insurance / Mathematics & economics
284
Finance research letters
255
Journal of economic dynamics & control
236
Mathematical finance : an international journal of mathematics, statistics and financial theory
221
International journal of theoretical and applied finance
210
Finance and stochastics
189
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175
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167
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157
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128
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International journal of forecasting
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Journal of international money and finance
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ECONIS (ZBW)
139
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1
The impact of stochastic volatility on initial margin and MVA for interest rate derivatives
Hoencamp, J. H.
;
Kort, J. P. de
;
Kandhai, B. D.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 141-179
Persistent link: https://www.econbiz.de/10013554796
Saved in:
2
Optimal execution : a review
Donnelly, Ryan
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 181-212
Persistent link: https://www.econbiz.de/10013554798
Saved in:
3
Buy and hold golden strategies in financial markets with frictions and depth constraints
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
Applied mathematical finance
30
(
2023
)
5
,
pp. 231-248
Persistent link: https://www.econbiz.de/10015051247
Saved in:
4
Multi-period mean expected-shortfall strategies : "cut your losses and ride your gains"
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 402-438
Persistent link: https://www.econbiz.de/10014323484
Saved in:
5
Pricing the excess volatility in foreign exchange risk premium and forward rate bias
Swan, Tina T.
;
Swan, Bruce Q.
;
Chen, Xinfu
- In:
Applied mathematical finance
29
(
2022
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10013554066
Saved in:
6
On regularized optimal execution problems and their singular limits
Souza, Max O.
;
Thamsten, Y.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 79-109
Persistent link: https://www.econbiz.de/10013554788
Saved in:
7
Structural clustering of volatility regimes for dynamic trading strategies
Prakash, Arjun
;
James, Nick
;
Menzies, Max
;
Francis, Gilad
- In:
Applied mathematical finance
28
(
2021
)
3
,
pp. 236-274
Persistent link: https://www.econbiz.de/10013171071
Saved in:
8
Trading signals in VIX futures
Avellaneda, Marco
;
Li, Thomas Nanfeng
;
Papanicolaou, Andrew
- In:
Applied mathematical finance
28
(
2021
)
3
,
pp. 275-298
Persistent link: https://www.econbiz.de/10013171072
Saved in:
9
Expected utility theory on general affine GARCH models
Escobar, Marcos
;
Spies, Ben
;
Zagst, Rudi
- In:
Applied mathematical finance
28
(
2021
)
6
,
pp. 477-507
Persistent link: https://www.econbiz.de/10013411768
Saved in:
10
Smart indexing under regime-switching economic states
Edirisinghe, Chanaka
;
Zhao, Yonggan
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 422-456
Persistent link: https://www.econbiz.de/10012501624
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