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~isPartOf:"Always learning"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Review of derivatives research"
~subject:"Markov chain"
~subject:"Risikomanagement"
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Markov chain
Risikomanagement
Optionsgeschäft
113
Option trading
112
Option pricing theory
94
Optionspreistheorie
94
Volatility
37
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Option pricing
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Always learning
International journal of financial engineering
Review of derivatives research
The journal of futures markets
6
International journal of theoretical and applied finance
5
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4
Investment management and financial innovations
4
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4
Bloomberg financial series
3
European journal of operational research : EJOR
3
Insurance / Mathematics & economics
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Review of Pacific Basin financial markets and policies
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The European journal of finance
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The professional risk managers' guide to financial instruments
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Finance research letters
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Stevens Institute of Technology School of Business Research Paper
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of computational finance
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The journal of derivatives : JOD
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4OR : a quarterly journal of operations research
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7th National Conference on business Innovations, ISBN: 978-93-84562-05-2
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Advances in financial risk management : corporates, intermediaries and portfolios
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1
Managing the risk of embedded options in non-traded credit using portfolio modeling
Engelmann, Bernd
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014444472
Saved in:
2
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
Saved in:
3
Pricing S&P500 barrier put option of American type under Heston-CIR model with regime-switching
Mehrdoust, Farshid
;
Noorani, Idin
- In:
International journal of financial engineering
6
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012167493
Saved in:
4
Pricing exotic options in a regime switching economy : a Fourier transform method
Hieber, Peter
- In:
Review of derivatives research
21
(
2018
)
2
,
pp. 231-252
Persistent link: https://www.econbiz.de/10012055739
Saved in:
5
Flexible-forward pricing through Leisen-Reimer trees : implementation and performance comparison with traditional Markov chains
Giribone, Pier Giuseppe
;
Ligato, Simone
- In:
International journal of financial engineering
3
(
2016
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011577108
Saved in:
6
Market making and risk management in options markets
Boyd, Naomi E.
- In:
Review of derivatives research
18
(
2015
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011414104
Saved in:
7
Options trading for the institutional investor : managing risk in financial institutions
Thomsett, Michael C.
-
2014
Persistent link: https://www.econbiz.de/10010400332
Saved in:
8
Auto-static for the people : risk-minimizing hedges of barrier options
Siven, Johannes
;
Poulsen, Rolf
- In:
Review of derivatives research
12
(
2009
)
3
,
pp. 193-211
Persistent link: https://www.econbiz.de/10003882897
Saved in:
9
Fourier transformation and the pricing of average-rate derivatives
Ju, Nengjiu
;
Zhong, Rui
- In:
Review of derivatives research
9
(
2006
)
3
,
pp. 187-212
Persistent link: https://www.econbiz.de/10003608138
Saved in:
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