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~isPartOf:"Annals of finance"
~subject:"Derivat"
~subject:"Volatility"
~subject:"Warenbörse"
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Annals of finance
Energy economics
269
The journal of futures markets
241
Finance research letters
85
International review of financial analysis
83
Journal of banking & finance
71
International review of economics & finance : IREF
66
Applied economics
59
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58
International journal of theoretical and applied finance
53
American journal of agricultural economics
46
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40
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39
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NBER working paper series
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Research in international business and finance
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International Journal of Energy Economics and Policy : IJEEP
33
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30
NBER Working Paper
29
Quantitative finance
29
Applied mathematical finance
28
Journal of international money and finance
27
The European journal of finance
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Applied financial economics
21
Mathematical finance : an international journal of mathematics, statistics and financial theory
21
The journal of finance : the journal of the American Finance Association
21
Discussion paper / Centre for Economic Policy Research
20
Journal of risk and financial management : JRFM
20
Econometric Institute research papers
19
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International journal of finance & economics : IJFE
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Journal of financial economics
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Journal of international financial markets, institutions & money
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Journal of multinational financial management
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Journal of economic dynamics & control
18
Discussion paper / Tinbergen Institute
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European journal of operational research : EJOR
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1
Analysis of variance based instruments for Ornstein-Uhlenbeck type models : swap and price index
Issaka, Aziz
;
SenGupta, Indranil
- In:
Annals of finance
13
(
2017
)
4
,
pp. 401-434
Persistent link: https://www.econbiz.de/10011945581
Saved in:
2
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong
;
Leung, Tim
;
Zhou, Yang
- In:
Annals of finance
18
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
Saved in:
3
Delta-hedging in fractional volatility models
Zhao, Qi
;
Chronopoulou, Alexandra
- In:
Annals of finance
19
(
2023
)
1
,
pp. 119-140
Persistent link: https://www.econbiz.de/10014253877
Saved in:
4
Optimal trading of a basket of futures contracts
Angoshtari, Bahman
;
Leung, Tim
- In:
Annals of finance
16
(
2020
)
2
,
pp. 253-280
Persistent link: https://www.econbiz.de/10012496334
Saved in:
5
Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield
Nakajima, Katsushi
- In:
Annals of finance
18
(
2022
)
1
,
pp. 35-80
Persistent link: https://www.econbiz.de/10013194631
Saved in:
6
Permutation-weighted portfolios and the efficiency of commodity futures markets
Fernholz, Ricardo T.
;
Fernholz, Robert
- In:
Annals of finance
18
(
2022
)
1
,
pp. 81-108
Persistent link: https://www.econbiz.de/10013194634
Saved in:
7
Fractional Barndorff-Nielsen and Shephard model : applications in variance and volatility swaps, and hedging
Salmon, Nicholas
;
SenGupta, Indranil
- In:
Annals of finance
17
(
2021
)
4
,
pp. 529-558
Persistent link: https://www.econbiz.de/10012664151
Saved in:
8
Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes
Krasin, Vladislav Y.
;
Smirnov, Ivan
;
Melʹnikov, …
- In:
Annals of finance
14
(
2018
)
2
,
pp. 195-209
Persistent link: https://www.econbiz.de/10011945591
Saved in:
9
On the implied market price of risk under the stochastic numéraire
Dokučaev, Nikolaj G.
- In:
Annals of finance
14
(
2018
)
2
,
pp. 223-251
Persistent link: https://www.econbiz.de/10011945595
Saved in:
10
Adapted hedging
Madan, Dilip B.
- In:
Annals of finance
12
(
2016
)
3/4
,
pp. 305-334
Persistent link: https://www.econbiz.de/10011571392
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