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subject:"Derivative"
subject:"Wetter"
~isPartOf:"Quantitative finance"
~isPartOf:"Review of Pacific Basin financial markets and policies"
~subject:"Optionspreistheorie"
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Derivative
Wetter
Optionspreistheorie
Risikomanagement
69
Risk management
69
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35
Portfolio-Management
35
Theorie
29
Theory
29
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23
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Akahori, J.
1
Amina, Dchieche
1
Barsotti, F.
1
Benth, Fred Espen
1
Bhattacharya, Sukanto
1
Boulter, Terry
1
Chen, Hsuan-chi
1
Chen, Jilong
1
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1
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1
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1
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1
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1
Hang, Henry Fu Yiu
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1
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1
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1
Huang, Wenjun
1
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1
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1
Kandhai, Drona
1
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1
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Quantitative finance
Review of Pacific Basin financial markets and policies
Energy economics
22
Journal of banking & finance
19
Insurance / Mathematics & economics
17
Agricultural finance review
14
European journal of operational research : EJOR
13
International journal of theoretical and applied finance
12
SpringerLink / Bücher
12
The journal of futures markets
12
Finance research letters
11
International review of financial analysis
11
Applied economics
9
Gabler Edition Wissenschaft
8
The European journal of finance
8
Bank- und finanzwirtschaftliche Forschungen
7
International journal of financial engineering
7
Journal of risk management in financial institutions
7
The North American journal of economics and finance : a journal of financial economics studies
7
European financial management : the journal of the European Financial Management Association
6
International Journal of Financial Studies : open access journal
6
International review of economics & finance : IREF
6
Journal of financial stability
6
Journal of risk and financial management : JRFM
6
Review of derivatives research
6
Schriftenreihe Finanzmanagement
6
The journal of financial market infrastructures
6
Working paper series
6
American journal of agricultural economics
5
Applied mathematical finance
5
Financial derivatives : pricing and risk management
5
Financial stability review : FSR
5
Investment management and financial innovations
5
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
5
Risks : open access journal
5
Theoretical and applied economics : GAER review
5
Wiley finance series
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Asia-Pacific journal of risk and insurance : APJRI
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Berichte aus der Betriebswirtschaft
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ECONIS (ZBW)
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1
Hedging error as generalized timing risk
Akahori, J.
;
Barsotti, F.
;
Imamura, Y.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 693-703
Persistent link: https://www.econbiz.de/10014304316
Saved in:
2
Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
3
Valuing real options with endogenous payoff
Choi, Kyoung Jin
;
Kwak, Minsuk
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2109-2123
Persistent link: https://www.econbiz.de/10013490929
Saved in:
4
Multivariate continuous-time modeling of wind indexes and hedging of wind risk
Benth, Fred Espen
;
Christensen, Troels Sønderby
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012424641
Saved in:
5
Option hedging using LSTM-RNN : an empirical analysis
Zhang, Junhuan
;
Huang, Wenjun
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1753-1772
Persistent link: https://www.econbiz.de/10012653710
Saved in:
6
Speed-up credit exposure calculations for pricing and risk management
Glau, Kathrin
;
Pachón, Ricardo
;
Pötz, Christian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012483835
Saved in:
7
On the performance of the comonotonicity approach for pricing Asian options in some benchmark models from equities and commodities
Chen, Jilong
;
Ewald, Christian
- In:
Review of Pacific Basin financial markets and policies
20
(
2017
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011697161
Saved in:
8
Scenario analysis for derivative portfolios via dynamic factor models
Haugh, Martin B.
;
Lacedelli, Octavio Ruiz
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 547-571
Persistent link: https://www.econbiz.de/10012194907
Saved in:
9
Estimating a covariance matrix for market risk management and the case of credit default swaps
Neuberg, Richard
;
Glasserman, Paul
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 77-92
Persistent link: https://www.econbiz.de/10012194621
Saved in:
10
Liquidity risk in derivatives valuation : an improved credit proxy method
Sourabh, Sumit
;
Hofer, Markus
;
Kandhai, Drona
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 467-481
Persistent link: https://www.econbiz.de/10011906396
Saved in:
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