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~isPartOf:"Annual review of economics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"European option"
~subject:"Portfolio-Management"
~subject:"Statistical distribution"
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European option
Portfolio-Management
Statistical distribution
Option trading
48
Optionsgeschäft
48
Option pricing theory
37
Optionspreistheorie
37
Stochastic process
11
Stochastischer Prozess
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Theorie
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Barletta, Andrea
1
Blomvall, Jörgen
1
Chen, Yingshan
1
Chen, Yuanyuan
1
Cui, Xueting
1
Dai, Min
1
Damgaard, Anders
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Daníelsson, Jón
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Fabozzi, Frank J.
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Annual review of economics
Journal of economic dynamics & control
Review of derivatives research
12
The journal of futures markets
11
Insurance / Mathematics & economics
8
International journal of theoretical and applied finance
8
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
Journal of banking & finance
7
Finance and stochastics
6
Journal of mathematical finance
6
Quantitative finance
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Research paper series / Swiss Finance Institute
5
The North American journal of economics and finance : a journal of financial economics studies
5
The review of financial studies
5
Computational economics
4
European journal of operational research : EJOR
4
Finanzmarkt und Portfolio-Management
4
International journal of financial engineering
4
Journal of econometrics
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Managerial finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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SpringerLink / Bücher
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The journal of computational finance
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Asia-Pacific journal of financial studies
3
Cogent economics & finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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International review of economics & finance : IREF
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Investment management and financial innovations
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NBER Working Paper
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Swiss Finance Institute Research Paper
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ECONIS (ZBW)
14
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1
Counter-cyclical margins for option portfolios
Chen, Yuanyuan
;
Wu, Qi
;
Li, Duan
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014478163
Saved in:
2
Systemic risk of optioned portfolio : controllability and optimization
Pang, Xiaochuan
;
Zhu, Shushang
;
Cui, Xueting
;
Ma, Jiali
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479336
Saved in:
3
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:
4
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps
Wan, Xiangwei
;
Yang, Nian
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-37
Persistent link: https://www.econbiz.de/10012666952
Saved in:
5
Option-implied skewness : Insights from ITM-options
Mohrschladt, Hannes
;
Schneider, Judith Christiane
- In:
Journal of economic dynamics & control
131
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012818193
Saved in:
6
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:
7
An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
Journal of economic dynamics & control
71
(
2016
),
pp. 77-85
Persistent link: https://www.econbiz.de/10011708772
Saved in:
8
Computation of Greeks using binomial trees in a jump-diffusion model
Suda, Shintaro
;
Muroi, Yoshifumi
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 93-110
Persistent link: https://www.econbiz.de/10011474273
Saved in:
9
Superhedging under ratio constraint
Chen, Yingshan
;
Dai, Min
;
Xu, Jing
;
Xu, Mingyu
- In:
Journal of economic dynamics & control
58
(
2015
),
pp. 250-264
Persistent link: https://www.econbiz.de/10011574773
Saved in:
10
Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order
Schlögl, Erik
- In:
Journal of economic dynamics & control
37
(
2013
)
3
,
pp. 611-632
Persistent link: https://www.econbiz.de/10009710479
Saved in:
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