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~isPartOf:"Derivatives & financial instruments"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Quantitative finance"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Derivat <Wertpapier>"
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Derivat
150
Derivative
150
Option pricing theory
68
Optionspreistheorie
68
Stochastic process
32
Stochastischer Prozess
32
Volatility
31
Volatilität
31
Theorie
25
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25
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24
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146
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Aufsatz in Zeitschrift
Article in journal
150
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Wong, Hoi Ying
3
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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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2
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2
Fang, Liping
2
Funahashi, Hideharu
2
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2
Godin, Frédéric
2
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2
Jacquier, Antoine
2
Joseph, Anton
2
Li, Jonathan Yu-Meng
2
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2
Marzban, Saeed
2
Murre, Donald
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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2
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2
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1
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1
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1
Anh Ngoc Lai
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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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
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Derivatives & financial instruments
European journal of operational research : EJOR
Quantitative finance
The journal of futures markets
383
Journal of banking & finance
176
International journal of theoretical and applied finance
170
Energy economics
120
Applied mathematical finance
79
The journal of finance : the journal of the American Finance Association
79
Journal of financial economics
72
Review of derivatives research
68
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
International review of financial analysis
62
Finance research letters
61
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61
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58
Advances in futures and options research : a research annual
52
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48
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45
Finance and stochastics
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The journal of fixed income
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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36
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Risks : open access journal
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The journal of credit risk : published quarterly by Incisive Media
32
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ECONIS (ZBW)
150
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1
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
2
Functional quantization of rough volatility and applications to volatility derivatives
Bonesini, O.
;
Callegaro, Giulia
;
Jacquier, Antoine
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1769-1792
Persistent link: https://www.econbiz.de/10014452470
Saved in:
3
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
Saved in:
4
Pricing Asian options with stochastic convenience yield and jumps
Ewald, Christian
;
Wu, Yuexiang
;
Zhang, Aihua
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 677-692
Persistent link: https://www.econbiz.de/10014304306
Saved in:
5
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
6
Empirical deep hedging
Mikkilä, Oskari
;
Kanniainen, Juho
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013490958
Saved in:
7
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
8
Variance reduction for risk measures with importance sampling in nested simulation
Xing, Yue
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 657-673
Persistent link: https://www.econbiz.de/10013367849
Saved in:
9
Pricing electricity day-ahead cap futures with multifactor skew-t densities
Matsumoto, Takuji
;
Bunn, Derek W.
;
Yamada, Yuji
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 835-860
Persistent link: https://www.econbiz.de/10013367864
Saved in:
10
Bitcoin : jumps, convenience yields, and option prices
Hilliard, Jimmy E.
;
Ngo, Julie T. D.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2079-2091
Persistent link: https://www.econbiz.de/10013490923
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