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~isPartOf:"Applied economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of computational finance"
~subject:"Option pricing theory"
~subject:"Rohstoffderivat"
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Option pricing theory
Rohstoffderivat
Derivat
115
Derivative
115
Optionspreistheorie
47
Theorie
32
Theory
32
Volatility
28
Volatilität
28
Credit risk
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Futures
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Crépey, Stéphane
2
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2
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2
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Applied economics
Journal of empirical finance
The journal of computational finance
International journal of theoretical and applied finance
102
Energy economics
67
Applied mathematical finance
62
The journal of futures markets
52
Quantitative finance
44
Review of derivatives research
44
Journal of banking & finance
38
International review of financial analysis
32
European journal of operational research : EJOR
30
Journal of mathematical finance
30
The European journal of finance
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Finance research letters
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International journal of financial engineering
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International review of economics & finance : IREF
25
Risks : open access journal
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Applied economics letters
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Journal of economic dynamics & control
21
The North American journal of economics and finance : a journal of financial economics studies
21
The journal of derivatives : JOD
20
Economic modelling
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
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SpringerLink / Bücher
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Computational economics
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Journal of risk and financial management : JRFM
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Journal of econometrics
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Annals of finance
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The energy journal
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NBER working paper series
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Wiley finance series
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American journal of agricultural economics
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International journal of financial markets and derivatives
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Journal of commodity markets
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ECONIS (ZBW)
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1
Price convergence between credit default swap and put option : new evidence
Chan, Ka Kei
;
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 188-213
Persistent link: https://www.econbiz.de/10014476820
Saved in:
2
Futures contract collateralization and its implications
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
Saved in:
3
Should dominant contracts move to nearby months? : evidence from Chinese agricultural futures markets
Xie, Wei
;
Yi An
- In:
Applied economics
55
(
2023
)
41
,
pp. 4817-4840
Persistent link: https://www.econbiz.de/10014334766
Saved in:
4
Throwing away a billion yuan, real or rand : the cost of sub-optimal hedging in high interest-rate environments
Backwell, Alex
;
Ruddock, Ralph
- In:
Applied economics
55
(
2023
)
18
,
pp. 2060-2069
Persistent link: https://www.econbiz.de/10014294859
Saved in:
5
Minimum-variance hedging of Bitcoin inverse futures
Deng, Jun
;
Pan, Huifeng
;
Zhang, Shuyu
;
Zou, Bin
- In:
Applied economics
52
(
2020
)
58
,
pp. 6320-6337
Persistent link: https://www.econbiz.de/10012415993
Saved in:
6
Spot market and derivative segment of equity in India
Sharma, Dheeraj P.
;
Ahalawat, Shweta
;
Patro, Archana
; …
- In:
Applied economics
54
(
2022
)
3
,
pp. 326-339
Persistent link: https://www.econbiz.de/10012874036
Saved in:
7
Directly pricing VIX futures : the role of dynamic volatility and jump intensity
Wang, Tianyi
;
Cheng, Sicong
;
Yin, Fangsheng
;
Yu, Mei
- In:
Applied economics
54
(
2022
)
32
,
pp. 3678-3694
Persistent link: https://www.econbiz.de/10013410814
Saved in:
8
Robust pricing and hedging via neural stochastic differential equations
Gierjatowicz, Patrick
;
Sabate-Vidales, Marc
;
Siska, David
; …
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014314540
Saved in:
9
Gradient boosting for quantitative finance
Davis, Jesse
;
Devos, Laurens
;
Reyners, Sofie
;
Schoutens, Wim
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012544161
Saved in:
10
Penalty methods for bilateral XVA pricing in European and American contingent claims by a partial differential equation model
Chen, Yuwei
;
Christara, Christiana C.
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 41-70
Persistent link: https://www.econbiz.de/10012544162
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