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~isPartOf:"Applied mathematical finance"
~isPartOf:"Finance research letters"
~isPartOf:"Review of derivatives research"
~isPartOf:"The review of financial studies"
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Search: subject:"Derivat <Wertpapier>"
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Derivat
252
Derivative
252
Option pricing theory
127
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84
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71
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71
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46
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Applied mathematical finance
Finance research letters
Review of derivatives research
The review of financial studies
The journal of futures markets
129
International journal of theoretical and applied finance
65
Journal of banking & finance
61
Advances in futures and options research : a research annual
33
The journal of finance : the journal of the American Finance Association
33
Journal of financial and quantitative analysis : JFQA
32
Finance and stochastics
29
Mathematical finance : an international journal of mathematics, statistics and financial theory
28
Economics letters
25
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25
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22
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22
The journal of derivatives : the official publication of the International Association of Financial Engineers
21
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20
Journal of economic dynamics & control
19
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19
International review of financial analysis
18
The journal of credit risk : published quarterly by Incisive Media
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18
The European journal of finance
17
European journal of operational research : EJOR
16
Gabler Edition Wissenschaft
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International review of economics & finance : IREF
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Economic notes : economic review of Banca Monte dei Paschi di Siena
15
Applied financial economics
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Europäische Hochschulschriften / 5
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Finance : revue de l'Association Française de Finance
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Die Bank
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Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift fĂĽr Studium und Forschung
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ECONIS (ZBW)
84
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1
The impact of stochastic volatility on initial margin and MVA for interest rate derivatives
Hoencamp, J. H.
;
Kort, J. P. de
;
Kandhai, B. D.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 141-179
Persistent link: https://www.econbiz.de/10013554796
Saved in:
2
Relationship between deep hedging and delta hedging : leveraging a statistical arbitrage strategy
Horikawa, Hiroaki
;
Nakagawa, Kei
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014530849
Saved in:
3
Role of hedging on crypto returns predictability : a new habit-based explanation
Dunbar, Kwamie
;
Owusu-Amoako, Johnson
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473553
Saved in:
4
Does commodity hedging with derivatives reduce stock price volatility?
Wang, Ningli
;
Zhou, Qichong
- In:
Finance research letters
50
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014245392
Saved in:
5
Dynamic Black Litterman portfolios with views derived via CNN-BiLSTM predictions
Barua, Ronil
;
Sharma, Anil Kumar
- In:
Finance research letters
49
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013479200
Saved in:
6
High frequency trading and standard asset pricing models
Jarrow, Robert A.
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479259
Saved in:
7
Diversification with options and structured products
Yuan, Shuonan
;
Rieger, Marc Oliver
- In:
Review of derivatives research
24
(
2021
)
1
,
pp. 55-77
Persistent link: https://www.econbiz.de/10012498474
Saved in:
8
Trading signals in VIX futures
Avellaneda, Marco
;
Li, Thomas Nanfeng
;
Papanicolaou, Andrew
- In:
Applied mathematical finance
28
(
2021
)
3
,
pp. 275-298
Persistent link: https://www.econbiz.de/10013171072
Saved in:
9
Commonality in liquidity across options and stock futures markets
Benzennou, Bouchra
;
Ap Gwilym, Owain
;
Williams, Gwion
- In:
Finance research letters
32
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012430742
Saved in:
10
Optimal liquidation of financial derivatives
Chen, Jingnan
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012436500
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