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~isPartOf:"Derivatives & financial instruments"
~isPartOf:"Quantitative finance"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzbeitrag"
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Search: subject:"Derivat <Wertpapier>"
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Derivat
99
Derivative
99
Option pricing theory
43
Optionspreistheorie
43
Stochastic process
20
Stochastischer Prozess
20
Volatility
20
Volatilität
20
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17
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15
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15
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15
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11
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11
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9
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8
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Aufsatz in Zeitschrift
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99
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99
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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
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
Wong, Hoi Ying
2
Alexander, Carol
1
Anagnostou, I.
1
Arnold, Brian
1
Asensio, Ivan Oscar
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
Bonesini, O.
1
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1
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1
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1
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1
Bryan, Paget Dare
1
Callegaro, Giulia
1
Capriotti, Luca
1
Carbonneau, Alexandre
1
Chen, Dianfa
1
Chen, Junyao
1
Cheung, William Ming Yan
1
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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
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Derivatives & financial instruments
Quantitative finance
The journal of futures markets
388
Journal of banking & finance
176
International journal of theoretical and applied finance
170
Energy economics
122
Applied mathematical finance
80
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
Finance research letters
67
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
Die Bank
48
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Applied economics
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
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Applied economics letters
40
Economics letters
39
Journal of economic dynamics & control
39
Journal of mathematical finance
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The review of financial studies
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Journal of risk and financial management : JRFM
36
Review of quantitative finance and accounting
36
Risks : open access journal
34
Economic modelling
33
Journal of securities operations & custody
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Research in international business and finance
33
The journal of credit risk : published quarterly by Incisive Media
33
International journal of financial engineering
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ECONIS (ZBW)
99
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
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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