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~isPartOf:"International journal of financial engineering"
~subject:"Portfolio-Management"
~subject:"Share price"
~subject:"Volatilität"
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Portfolio-Management
Share price
Volatilität
Derivat
31
Derivative
31
Option pricing theory
24
Optionspreistheorie
24
Option trading
14
Optionsgeschäft
14
Stochastic process
13
Stochastischer Prozess
13
Volatility
12
Black-Scholes model
8
Black-Scholes-Modell
8
Hedging
7
Portfolio selection
6
Risikomanagement
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Risk management
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Kreditrisiko
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Theorie
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Theory
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Option pricing
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18
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Aghili, A.
1
Cui, Zhenyu
1
Dunsmuir, William T.M.
1
Engelmann, Bernd
1
Florescu, Ionuţ
1
Funahashi, Hideharu
1
Guo, Shimin
1
Kwok, Yue-Kuen
1
Leung, Tim
1
Li, Jiao
1
Li, Yu
1
Liu, Jianguo
1
Liu, Xunzhi
1
Lu, Peili
1
Ma, Changfu
1
Matsumoto, Koichi
1
Mudzimbabwe, Walter
1
Peters, Gareth W.
1
Qin, Haoyang
1
Radoičić, Radoš
1
Richards, Kylie-Anne
1
Romanov, Maksim Y.
1
Saito, Taiga
1
Shen, Jiaqi
1
Stefanica, Dan
1
Sun, Youfa
1
Vavilov, Sergey A.
1
Wirjanto, Tony S.
1
Xu, Wei
1
Yang, Ying
1
Ye, Zhongxing
1
Yuan, George
1
Yuan, Steven
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Zhao, Liheng
1
Zhao, Zhe
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Zhou, Yang
1
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International journal of financial engineering
The journal of futures markets
90
International journal of theoretical and applied finance
59
Journal of banking & finance
53
Energy economics
44
International review of financial analysis
32
Finance research letters
31
Quantitative finance
30
Applied mathematical finance
29
International review of economics & finance : IREF
27
The European journal of finance
27
Review of derivatives research
25
European journal of operational research : EJOR
23
The journal of finance : the journal of the American Finance Association
21
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
20
The North American journal of economics and finance : a journal of financial economics studies
20
Applied economics
18
Advances in futures and options research : a research annual
17
Applied economics letters
17
Economic modelling
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
Research in international business and finance
17
Applied financial economics
16
Finance and stochastics
16
SpringerLink / Bücher
16
Journal of economic dynamics & control
15
The journal of derivatives : the official publication of the International Association of Financial Engineers
15
Journal of financial economics
14
Journal of econometrics
13
Journal of empirical finance
13
Review of quantitative finance and accounting
13
Risks : open access journal
13
The journal of derivatives : JOD
13
The review of financial studies
13
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
12
Global finance journal
12
Journal of financial and quantitative analysis : JFQA
12
Journal of risk and financial management : JRFM
12
The journal of computational finance
12
The journal of fixed income
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ECONIS (ZBW)
18
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1
Managing the risk of embedded options in non-traded credit using portfolio modeling
Engelmann, Bernd
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014444472
Saved in:
2
Stochastic method of dynamic hedging applied to the high liquid asset markets
Romanov, Maksim Y.
;
Vavilov, Sergey A.
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014444714
Saved in:
3
Willow tree algorithms for pricing VIX derivatives under stochastic volatility models
Ma, Changfu
;
Xu, Wei
;
Kwok, Yue-Kuen
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012602678
Saved in:
4
A time consistent derivative strategy
Mudzimbabwe, Walter
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012602691
Saved in:
5
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
Saved in:
6
Optimal dynamic futures portfolio in a regime-switching market framework
Leung, Tim
;
Zhou, Yang
- In:
International journal of financial engineering
6
(
2019
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012314525
Saved in:
7
Implied volatility surfaces during the period of global financial crisis
Wirjanto, Tony S.
;
Zhu, Anyi
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011922944
Saved in:
8
VIX derivatives valuation and estimation based on closed-form series expansions
Zhao, Zhe
;
Cui, Zhenyu
;
Florescu, Ionuţ
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011923012
Saved in:
9
Fractional Black-Scholes equation
Aghili, A.
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011673108
Saved in:
10
Pricing derivatives with fractional volatility
Funahashi, Hideharu
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011673129
Saved in:
1
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