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~isPartOf:"Derivatives & financial instruments"
~isPartOf:"Finance research letters"
~isPartOf:"Quantitative finance"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Aufsatzsammlung"
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Search: subject:"Derivat <Wertpapier>"
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Derivat
163
Derivative
163
Option pricing theory
58
Optionspreistheorie
58
Volatility
42
Volatilität
42
Hedging
31
Option trading
26
Optionsgeschäft
26
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26
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23
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23
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14
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13
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13
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9
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159
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Aufsatz in Zeitschrift
Aufsatzsammlung
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163
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Luo, Xingguo
3
Azzone, Michele
2
Baviera, Roberto
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Benth, Fred Espen
2
Bossu, Sébastien
2
Bunn, Derek W.
2
Carman, Paul
2
Carr, Peter
2
Christensen, Troels Sønderby
2
Delage, Erick
2
Dömötör, Barbara
2
Funahashi, Hideharu
2
Hammer, Viva
2
Jacquier, Antoine
2
Joseph, Anton
2
Li, Jonathan Yu-Meng
2
Marzban, Saeed
2
Murre, Donald
2
Papanicolaou, Andrew
2
Peters, M. J.
2
Sit, Tony
2
Tang, Ke
2
Wang, Xingchun
2
Wong, Hoi Ying
2
Ye, Zinan
2
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1
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1
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1
Ang, James S.
1
Ap Gwilym, Owain
1
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1
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1
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1
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1
Bai, Yujuan
1
Bao, Li
1
Barua, Ronil
1
Benzennou, Bouchra
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>
1
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Derivatives & financial instruments
Finance research letters
Quantitative finance
The journal of futures markets
388
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
International review of financial analysis
70
Review of derivatives research
68
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
The European journal of finance
62
International review of economics & finance : IREF
61
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60
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58
European journal of operational research : EJOR
55
Advances in futures and options research : a research annual
52
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48
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47
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45
Finance and stochastics
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
43
The journal of computational finance
43
Applied economics letters
40
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39
Journal of economic dynamics & control
39
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The review of financial studies
39
Journal of risk and financial management : JRFM
36
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Research in international business and finance
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32
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32
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ECONIS (ZBW)
163
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1
A static replication approach for callable interest rate derivatives : mathematical foundations and efficient estimation of SIMM-MVA
Hoencamp, J. H.
;
Jain, Surbhi
;
Kandhai, B. D.
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 409-432
Persistent link: https://www.econbiz.de/10014552078
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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