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subject:"Derivative"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of futures markets"
~type:"article"
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Search: subject_exact:"Asian option"
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Derivative
Option trading
290
Optionsgeschäft
290
Option pricing theory
159
Optionspreistheorie
159
Volatility
84
Volatilität
84
Theorie
74
Theory
74
USA
50
United States
49
Derivat
37
Hedging
37
Stochastic process
30
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30
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22
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21
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Index futures
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37
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Joshi, Mark S.
2
Mahul, Olivier
2
Ryu, Doojin
2
Tang, Robert
2
Adam-Müller, Axel F. A.
1
Agarwalla, Sobhesh Kumar
1
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1
Barletta, Andrea
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
Emm, Ekaterina E.
1
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1
Ewald, Christian-Oliver
1
Fabozzi, Frank J.
1
Fung, Joseph K. W.
1
Gao, Bin
1
Garrett, Ian
1
Gay, Gerald D.
1
Gazi, Adnan
1
Guéant, Olivier
1
Hall, Anthony D.
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1
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1
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Kuczera, Adam
1
Kumar, Sudarshan
1
Lei, Adrian C. H.
1
Lin, Wei
1
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1
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Journal of economic dynamics & control
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
International journal of theoretical and applied finance
21
Review of derivatives research
17
Applied mathematical finance
16
International journal of financial engineering
14
Finance research letters
13
International review of economics & finance : IREF
13
Journal of banking & finance
13
Quantitative finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Journal of financial economics
12
The journal of derivatives : JOD
12
European journal of operational research : EJOR
11
International review of financial analysis
8
Journal of financial markets
8
Journal of mathematical finance
8
The European journal of finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Risks : open access journal
7
Economic modelling
6
Applied economics letters
5
Computational economics
5
Energy economics
5
Global finance journal
5
Review of quantitative finance and accounting
5
The journal of computational finance
5
The journal of finance : the journal of the American Finance Association
5
Annals of finance
4
Applied financial economics
4
Cogent economics & finance
4
Finance and stochastics
4
Journal of derivatives & hedge funds
4
Journal of econometrics
4
Journal of risk and financial management : JRFM
4
Mathematics and financial economics
4
Research bulletin / The Institute of Cost Accountants of India
4
Review of financial economics : RFE
4
The journal of asset management
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ECONIS (ZBW)
37
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37
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1
Effects of the Covid-19 pandemic on derivatives markets : evidence from global futures and options exchanges
Emm, Ekaterina E.
;
Gay, Gerald D.
;
Ma, Han
;
Ren, Honglin
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 823-851
Persistent link: https://www.econbiz.de/10013187605
Saved in:
2
Early exercise, implied volatility spread and future stock return : jumps bind them all
Garrett, Ian
;
Gazi, Adnan
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 720-743
Persistent link: https://www.econbiz.de/10014536677
Saved in:
3
Harvesting the volatility smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
4
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
5
Pricing VXX options by modeling VIX directly
Lin, Wei
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 888-922
Persistent link: https://www.econbiz.de/10013187612
Saved in:
6
Hedging pressure and liquidity provision in commodity options markets
Zhang, Tianyang
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1212-1233
Persistent link: https://www.econbiz.de/10013287942
Saved in:
7
Pricing cancellable American put options on the finite time horizon
Zaevski, Tsvetelin S.
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1284-1303
Persistent link: https://www.econbiz.de/10013287957
Saved in:
8
Power-type derivatives for rough volatility with jumps
Wang, Liang
;
Xia, Weixuan
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1369-1406
Persistent link: https://www.econbiz.de/10013287974
Saved in:
9
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
10
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
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