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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Applied mathematical finance"
~subject:"Risiko"
~subject:"Risikoprämie"
~type_genre:"Aufsatz in Zeitschrift"
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Risiko
Risikoprämie
Derivat
131
Derivative
131
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94
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94
Option pricing theory
77
Optionspreistheorie
77
USA
57
United States
57
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44
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44
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39
Hedging
31
Volatility
31
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31
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30
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30
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23
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23
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20
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20
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19
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Aufsatz in Zeitschrift
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15
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Benth, Fred Espen
3
Barth, Andrea
1
Bouchaud, Jean-Philippe
1
Chen, Andrew H.
1
Chen, Xinfu
1
Cooper, Ian
1
Di Nunno, Giulia
1
Dothan, Michael U.
1
Hilliard, Jimmy E.
1
Khedher, Asma
1
Kumar, Rohini
1
Mai, Jan-Frederik
1
Martin, Marcel
1
Nielsen, Soren S.
1
Olivares, Pablo
1
Park, Hun Y.
1
Pircalabu, Anca
1
Potthoff, Jürgen
1
Ronn, Ehud I.
1
Schenk, Steffen
1
Scherer, Matthias
1
Schmeck, Maren Diane
1
Scott, Louis O.
1
Siu, Tak-kuen
1
Swan, Bruce Q.
1
Swan, Tina T.
1
Tucker, Alan L.
1
Wei, K. C. John
1
Yang, Hailiang
1
Young, Saul David
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Advances in futures and options research : a research annual
Applied mathematical finance
The journal of futures markets
53
Energy economics
52
Journal of banking & finance
38
Journal of international money and finance
29
International review of economics & finance : IREF
28
International review of financial analysis
27
Journal of financial economics
24
Finance research letters
21
Journal of empirical finance
17
Journal of international financial markets, institutions & money
17
The review of financial studies
17
Applied financial economics
15
The European journal of finance
14
Quantitative finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics
12
International journal of theoretical and applied finance
12
The journal of finance : the journal of the American Finance Association
12
Economics letters
11
Economic modelling
10
Journal of derivatives & hedge funds
10
The energy journal
10
Annals of finance
9
European journal of operational research : EJOR
9
Review of derivatives research
9
Journal of financial and quantitative analysis : JFQA
8
The journal of alternative investments
8
Journal of commodity markets
7
Journal of economic dynamics & control
7
Risks : open access journal
7
Applied economics letters
6
International journal of finance & economics : IJFE
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Research in international business and finance
6
The journal of asset management
6
Economic review
5
Global finance journal
5
Insurance / Mathematics & economics
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ECONIS (ZBW)
15
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10
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15
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1
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:
2
A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power
futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
Saved in:
3
Effect of volatility clustering on indifference pricing of options by convex risk measures
Kumar, Rohini
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 63-82
Persistent link: https://www.econbiz.de/10010505169
Saved in:
4
Pricing of spread options on a bivariate jump market and stability to model risk
Benth, Fred Espen
;
Di Nunno, Giulia
;
Khedher, Asma
; …
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 28-62
Persistent link: https://www.econbiz.de/10010505172
Saved in:
5
A multivariate default model with spread and event risk
Mai, Jan-Frederik
;
Olivares, Pablo
;
Schenk, Steffen
; …
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 51-83
Persistent link: https://www.econbiz.de/10010351857
Saved in:
6
Hedging of spatial temperature risk with market-traded
futures
Barth, Andrea
;
Benth, Fred Espen
;
Potthoff, Jürgen
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 93-117
Persistent link: https://www.econbiz.de/10009155488
Saved in:
7
Risk premia and the variation of stock index
futures
Scott, Louis O.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 215-234
Persistent link: https://www.econbiz.de/10001339376
Saved in:
8
Market-determined premia for American currency spot options
Hilliard, Jimmy E.
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 227-240
Persistent link: https://www.econbiz.de/10001123286
Saved in:
9
The valuation of default risk in corporate bonds and interest rate swaps
Nielsen, Soren S.
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 175-196
Persistent link: https://www.econbiz.de/10001226756
Saved in:
10
A PDE approach to risk measures of derivatives
Siu, Tak-kuen
;
Yang, Hailiang
- In:
Applied mathematical finance
7
(
2000
)
3
,
pp. 211-228
Persistent link: https://www.econbiz.de/10001590511
Saved in:
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