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isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Review of derivatives research"
~subject:"Derivat"
~subject:"Optionsgeschäft"
~subject:"Optionspreistheorie"
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Journal of financial and quantitative analysis : JFQA
Review of derivatives research
Mathematical finance : an international journal of mathematics, statistics and financial theory
217
The journal of futures markets
206
International journal of theoretical and applied finance
163
Finance and stochastics
142
The journal of derivatives : the official publication of the International Association of Financial Engineers
119
Journal of banking & finance
118
Applied mathematical finance
78
The journal of computational finance
78
The journal of finance : the journal of the American Finance Association
75
The review of financial studies
72
Advances in futures and options research : a research annual
61
Journal of economic dynamics & control
59
Journal of financial economics
52
Working paper / National Bureau of Economic Research, Inc.
51
Gabler Edition Wissenschaft
41
The journal of real estate finance and economics
41
Working paper series / Centre for Practical Quantitative Finance
37
The journal of fixed income
36
Discussion paper / B
35
Finance : revue de l'Association Française de Finance
35
SpringerLink / Bücher
35
The European journal of finance
35
NBER working paper series
33
SFB 649 discussion paper
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
Economics letters
30
Europäische Hochschulschriften / 5
29
NBER Working Paper
29
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
28
Energy economics
27
International review of economics & finance : IREF
26
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
26
International review of financial analysis
25
Applied financial economics
24
Asia-Pacific financial markets
24
Discussion paper
23
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
23
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
23
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ECONIS (ZBW)
128
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1
Diversification with options and structured products
Yuan, Shuonan
;
Rieger, Marc Oliver
- In:
Review of derivatives research
24
(
2021
)
1
,
pp. 55-77
Persistent link: https://www.econbiz.de/10012498474
Saved in:
2
Equilibrium price dynamics of emission permits
Hitzemann, Steffen
;
Uhrig-Homburg, Marliese
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
4
,
pp. 1653-1678
Persistent link: https://www.econbiz.de/10011930520
Saved in:
3
Dynamic hedging with futures : a copula-based GARCH model with high-frequency data
Lai, Yu-Sheng
- In:
Review of derivatives research
21
(
2018
)
3
,
pp. 307-329
Persistent link: https://www.econbiz.de/10012055744
Saved in:
4
An empirical investigation of large trader market manipulation in derivatives markets
Jarrow, Robert A.
;
Fung, Scott
;
Tsai, Shih-Chuan
- In:
Review of derivatives research
21
(
2018
)
3
,
pp. 331-374
Persistent link: https://www.econbiz.de/10012055746
Saved in:
5
Do correlated defaults matter for CDS premia?
Koziol, Christian
;
Koziol, Philipp
;
Schön, Thomas
- In:
Review of derivatives research
18
(
2015
)
3
,
pp. 191-224
Persistent link: https://www.econbiz.de/10011477301
Saved in:
6
An analytical approach for systematic risk sensitivity of structured finance products
Claußen, Arndt
;
Löhr, Sebastian
;
Rösch, Daniel
- In:
Review of derivatives research
17
(
2014
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010519296
Saved in:
7
An overview of the valuation of collateralized derivative contracts
Laurent, Jean-Paul
;
Amzelek, Philippe
;
Bonnaud, Joe
- In:
Review of derivatives research
17
(
2014
)
3
,
pp. 261-286
Persistent link: https://www.econbiz.de/10011293083
Saved in:
8
Heterogeneous beliefs and risk-neutral skewness
Friesen, Geoffrey C.
;
Zhang, Yi
;
Zorn, Thomas S.
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
4
,
pp. 851-872
Persistent link: https://www.econbiz.de/10009672401
Saved in:
9
Futures cross-hedging with a stationary basis
Ankirchner, Stefan
;
Dimitroff, Georgi
;
Heyne, Gregor
; …
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
6
,
pp. 1361-1395
Persistent link: https://www.econbiz.de/10009728904
Saved in:
10
The effects of derivatives on firm risk and value
Bartram, Söhnke M.
;
Brown, Gregory W.
;
Conrad, Jennifer S.
- In:
Journal of financial and quantitative analysis : JFQA
46
(
2011
)
4
,
pp. 967-999
Persistent link: https://www.econbiz.de/10010217642
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