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~isPartOf:"Journal of banking & finance"
~isPartOf:"Wiley trading series"
~subject:"Optionsgeschäft"
~subject:"Stochastic process"
~subject:"United States"
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Optionsgeschäft
Stochastic process
United States
Derivat
187
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187
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62
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62
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35
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35
Option pricing theory
33
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33
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Journal of banking & finance
Wiley trading series
The journal of futures markets
210
International journal of theoretical and applied finance
77
The journal of finance : the journal of the American Finance Association
47
Applied mathematical finance
36
Journal of financial economics
34
Review of derivatives research
32
Quantitative finance
29
Working paper / National Bureau of Economic Research, Inc.
27
Advances in futures and options research : a research annual
24
Journal of financial and quantitative analysis : JFQA
24
The journal of derivatives : the official publication of the International Association of Financial Engineers
24
International journal of financial engineering
22
Finance research letters
21
European journal of operational research : EJOR
20
Journal of mathematical finance
20
The journal of structured finance
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The journal of fixed income
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Journal of economic dynamics & control
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The North American journal of economics and finance : a journal of financial economics studies
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Energy economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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International review of economics & finance : IREF
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Annals of finance
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The financial review : the official publication of the Eastern Finance Association
15
The journal of computational finance
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The review of financial studies
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International review of financial analysis
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Review of futures markets
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Review of quantitative finance and accounting
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The journal of derivatives : JOD
14
The journal of financial research
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Finance and stochastics
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The European journal of finance
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Journal of econometrics
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Risks : open access journal
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ECONIS (ZBW)
60
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1
A stochastic programming model for dynamic portfolio management with financial derivatives
Barro, Diana
;
Consigli, Giorgio
;
Varun, Vivek
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013463145
Saved in:
2
The FOMC announcement returns on long-term US and German bond futures
Indriawan, Ivan
;
Jiao, Feng
;
Tse, Yiuman
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012662330
Saved in:
3
Trading behavior of retail investors in derivatives markets : evidence from Mini options
Li, Yubin
;
Zhao, Chen
;
Zhong, Zhaodong
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013256448
Saved in:
4
Model risk and model choice in the case of barrier options and bonus certificates
Baule, Rainer
;
Shkel, David Sebastian
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013256692
Saved in:
5
Striking up with the in crowd : when option markets and insiders agree
Gilstrap, Collin
;
Petkevich, Alex
;
Teterin, Pavel
- In:
Journal of banking & finance
120
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012521489
Saved in:
6
Pricing of long-dated commodity derivatives : do stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Journal of banking & finance
95
(
2018
),
pp. 148-166
Persistent link: https://www.econbiz.de/10011966734
Saved in:
7
From the Samuelson volatility effect to a Samuelson correlation effect : an analysis of crude oil calendar spread options
Schneider, Lorenz
;
Tavin, Bertrand
- In:
Journal of banking & finance
95
(
2018
),
pp. 185-202
Persistent link: https://www.econbiz.de/10011966746
Saved in:
8
Discrete-time option pricing with stochastic liquidity
Leippold, Markus
;
Schärer, Steven
- In:
Journal of banking & finance
75
(
2017
),
pp. 1-16
Persistent link: https://www.econbiz.de/10011742148
Saved in:
9
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
Saved in:
10
Pricing and hedging of derivatives in contagious markets
Kokholm, Thomas
- In:
Journal of banking & finance
66
(
2016
),
pp. 19-34
Persistent link: https://www.econbiz.de/10011634490
Saved in:
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