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type_genre:"Multi-volume publication"
~subject:"Balancing accounts"
~subject:"Credit derivative"
~subject:"Option trading"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Working Paper"
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Search: subject_exact:"Wertpapiertermingeschäft"
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Balancing accounts
Credit derivative
Option trading
Derivat
7,853
Derivative
7,853
Theorie
2,159
Theory
2,159
Option pricing theory
1,398
Optionspreistheorie
1,398
Hedging
1,314
USA
1,046
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1,045
Volatility
1,026
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1,026
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712
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712
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605
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592
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590
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584
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584
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551
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549
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488
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365
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364
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361
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334
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Wang, Xingchun
12
Gex, Mathieu
7
Gong, Feixue
7
Gündüz, Yalın
7
Kräussl, Roman
7
Phelan, Gregory
7
Shea, Gary S.
7
Stork, Philip
7
Coudert, Virginie
6
Félix, Luiz
6
Paddrik, Mark
6
Ryu, Doojin
6
Subrahmanyam, Marti G.
6
Young, H. Peyton
6
Augustin, Patrick
5
Chang, Chia-Lin
5
Farkas, Walter
5
Gałkiewicz, Dominika
5
Jackwerth, Jens Carsten
5
Kang, Jangkoo
5
McAleer, Michael
5
Brenner, Menachem
4
Capponi, Agostino
4
Carr, Peter
4
Escobar, Marcos
4
Galai, Dan
4
Gouriéroux, Christian
4
Johnson, Tim
4
Kitsul, Yuriy
4
Madan, Dilip B.
4
Mayordomo, Sergio
4
Ongena, Steven
4
Procasky, William J.
4
Scharpf, Paul
4
Schoutens, Wim
4
Stulz, René M.
4
Tang, Dan
4
Tang, Dragon Yongjun
4
Wright, Jonathan H.
4
Yan, Hong
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1
Chambre de commerce et d'industrie de Paris
1
Europäische Kommission
1
Iowa State University / Center for Agricultural and Rural Development
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Universität Augsburg / Institut für Volkswirtschaftslehre
1
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International journal of theoretical and applied finance
38
The journal of futures markets
31
Journal of banking & finance
26
Review of derivatives research
21
Applied mathematical finance
18
International review of economics & finance : IREF
18
Journal of financial economics
18
Quantitative finance
17
Finance research letters
16
International journal of financial engineering
15
International review of financial analysis
15
The North American journal of economics and finance : a journal of financial economics studies
15
European journal of operational research : EJOR
14
Journal of financial markets
14
Journal of mathematical finance
13
The journal of derivatives : JOD
13
The European journal of finance
12
KoR : internationale und kapitalmarktorientierte Rechnungslegung ; IFRS
11
Management science : journal of the Institute for Operations Research and the Management Sciences
10
The journal of credit risk : published quarterly by Incisive Media
10
Economic modelling
9
Finance and stochastics
9
Journal of economic dynamics & control
9
Review of quantitative finance and accounting
9
Journal of international financial markets, institutions & money
8
Research paper series / Swiss Finance Institute
8
Risks : open access journal
8
WPg : Kompetenz schafft Vertrauen
8
Applied economics letters
7
Computational economics
7
Global finance journal
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Annals of finance
6
Energy economics
6
Journal of econometrics
6
The journal of fixed income
6
Applied financial economics
5
Cogent economics & finance
5
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
5
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ECONIS (ZBW)
1,004
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1
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10
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1,004
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1
Accurate delta hedging of european options using conformable calculus
Olmos, Andrés
;
Muriel, Nelson
- In:
EconoQuantum : Revista de Economía y Negocios
21
(
2024
)
1
,
pp. 59-69
Persistent link: https://www.econbiz.de/10014500556
Saved in:
2
A static replication approach for callable interest rate derivatives : mathematical foundations and efficient estimation of SIMM-MVA
Hoencamp, J. H.
;
Jain, Surbhi
;
Kandhai, B. D.
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 409-432
Persistent link: https://www.econbiz.de/10014552078
Saved in:
3
On practitioners closed-form GARCH option pricing
Mozumder, Sharif
;
Frijns, Bart
;
Talukdar, Bakhtear
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543999
Saved in:
4
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
5
Valuation of standard call options using the Euler-Maruyama method with strong approximation
Suescún-Díaz, Daniel
;
Girón, Luis Eduardo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014327069
Saved in:
6
Self-pricing options
Edelman, David
-
2023
Persistent link: https://www.econbiz.de/10014477093
Saved in:
7
Implied volatility surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
8
Crypto quanto and inverse options
Alexander, Carol
;
Chen, Ding
;
Imeraj, Arben
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1005-1043
Persistent link: https://www.econbiz.de/10014370619
Saved in:
9
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
10
CDS and credit: the effect of the bangs on credit insurance, lending and hedging
Gündüz, Yalın
;
Ongena, Steven
;
Tümer-Alkan, Günseli
; …
-
2023
-
This draft: October 31, 2023
Persistent link: https://www.econbiz.de/10014483049
Saved in:
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